Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Tactical Asset Allocation Moderate | NA | 2.30% | 10.33% | 7.32% | 6.69% | 8.06% | 9.59% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier III 401K Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 2.30 | 10.33 | 7.32 | 6.69 | 8.06 | 9.59 | … | … | -6.77 | 16.15 | 14.75 | 7.13 | -6.46 | 12.71 | 10.41 | -5.63 | 2.69 | 12.45 | 13.58 | 6.08 | 12.96 | 26.35 | -7.52 | 16.63 | 19.75 | 8.95 | 13.37 | 21.91 | 9.36 | 5.58 |
| Sharpe Ratio | NA | -0.28 | 0.75 | 0.57 | 0.73 | NA | NA | … | … | -0.65 | 1.53 | 1.05 | 1.13 | -1.00 | 2.39 | 1.81 | -0.84 | 0.41 | 1.78 | 3.14 | 0.68 | 1.37 | 2.53 | -1.28 | 1.07 | 1.91 | 1.11 | 1.64 | 3.90 | 1.41 | 0.65 |
| Standard Deviation(%) | NA | 9.44 | 10.91 | 9.39 | 7.96 | NA | NA | … | … | 10.53 | 10.51 | 13.78 | 5.05 | 7.79 | 5.06 | 5.65 | 6.73 | 6.59 | 6.97 | 4.30 | 8.91 | 9.43 | 10.38 | 6.61 | 12.79 | 8.63 | 6.08 | 7.57 | 5.43 | 5.86 | 5.01 |
| Draw Down(%) | NA | 9.57 | 16.90 | 17.30 | 17.30 | NA | NA | … | … | 8.81 | 6.15 | 16.90 | 2.60 | 12.52 | 2.48 | 4.21 | 10.14 | 5.04 | 6.13 | 3.70 | 7.78 | 6.68 | 4.69 | 12.35 | 9.87 | 11.67 | 5.30 | 11.19 | 4.83 | 6.22 | 4.19 |
| Yield(%) | NA | 4.75 | 5.74 | 4.22 | 3.94 | NA | NA | … | … | 0.57 | 7.34 | 5.68 | 3.63 | 3.33 | 0.59 | 5.12 | 1.98 | 3.28 | 4.56 | 4.00 | 3.65 | 4.83 | 6.27 | 3.36 | 9.58 | 8.12 | 3.84 | 3.73 | 4.74 | 4.81 | 8.34 |
Data as of 01/31/2022, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Tactical Asset Allocation Moderate |
-0.61%
Oct 2017 – Oct 2020 |
1.29%
Mar 2015 – Mar 2020 |
4.91%
Oct 2010 – Oct 2020 |
7.67%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Tactical Asset Allocation Moderate |
19.74%
Oct 2004 – Oct 2007 |
18.16%
Oct 2002 – Oct 2007 |
13.07%
Apr 2001 – Apr 2011 |
10.88%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart