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 II 401K re Tactical Asset Allocation Moderate | NA | 16.22% | 0.00% | 5.08% | 3.96% | 5.41% | 7.44% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier II 401K re Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.43 | 16.22 | 0.00 | 5.08 | 3.96 | 5.41 | 7.44 | … | … | 0.85 | 2.11 | 9.08 | -15.76 | 16.07 | 12.54 | 7.23 | -3.34 | 10.64 | 6.03 | -5.80 | 1.23 | 12.15 | 7.06 | 6.07 | 13.86 | 19.24 | 1.37 | 17.59 | 16.87 | 10.44 | 8.69 | 22.29 | 9.46 | 4.85 |
| Sharpe Ratio | NA | -0.20 | -0.53 | 0.18 | 0.23 | NA | NA | … | … | 0.07 | -0.45 | 0.62 | -1.74 | 1.55 | 1.33 | 1.18 | -0.64 | 1.90 | 0.97 | -0.95 | 0.19 | 1.60 | 1.44 | 0.61 | 1.14 | 1.81 | 0.07 | 1.19 | 1.46 | 1.15 | 0.86 | 3.68 | 1.41 | 0.46 |
| Standard Deviation(%) | NA | 9.91 | 9.25 | 9.53 | 7.96 | NA | NA | … | … | 10.66 | 10.01 | 7.81 | 9.85 | 10.36 | 9.29 | 4.92 | 7.31 | 5.28 | 6.00 | 6.15 | 6.58 | 7.57 | 4.87 | 9.91 | 12.09 | 10.60 | 6.24 | 12.27 | 9.30 | 7.23 | 9.01 | 5.87 | 5.94 | 5.56 |
| Draw Down(%) | NA | 7.94 | 17.26 | 19.63 | 19.63 | NA | NA | … | … | 0.92 | 7.94 | 6.89 | 16.20 | 6.15 | 12.13 | 2.60 | 9.98 | 2.61 | 4.80 | 9.22 | 6.74 | 6.81 | 3.07 | 8.11 | 8.65 | 5.02 | 5.44 | 9.86 | 12.48 | 5.65 | 12.90 | 3.23 | 5.80 | 4.80 |
| Yield(%) | NA | 3.32 | 3.32 | 2.94 | 2.69 | NA | NA | … | … | NA | 0.86 | 2.97 | 2.86 | 3.25 | 2.48 | 2.70 | 2.13 | 0.16 | 2.92 | 3.81 | 3.07 | 2.19 | 3.09 | 6.30 | 4.50 | 4.10 | 4.33 | 7.61 | 3.10 | 3.58 | 2.82 | 5.61 | 4.49 | 5.42 |
Data as of 10/31/2024, 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 II 401K re Tactical Asset Allocation Moderate |
-2.10%
Dec 2021 – Dec 2024 |
1.44%
Mar 2015 – Mar 2020 |
2.64%
Oct 2013 – Oct 2023 |
4.94%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II 401K re Tactical Asset Allocation Moderate |
19.02%
Oct 2004 – Oct 2007 |
16.16%
Oct 2002 – Oct 2007 |
12.88%
Apr 2001 – Apr 2011 |
9.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart