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 re Tactical Asset Allocation Moderate | NA | 2.39% | 10.93% | 7.30% | 6.86% | 7.62% | 9.20% | … | … |
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 re 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 (%) | 0.58 | 2.39 | 10.93 | 7.30 | 6.86 | 7.62 | 9.20 | … | … | -6.00 | 15.04 | 13.01 | 11.92 | -9.05 | 12.36 | 10.57 | -5.63 | 2.79 | 16.19 | 11.86 | 3.97 | 11.63 | 25.50 | -8.03 | 12.74 | 18.77 | 7.28 | 13.41 | 23.76 | 8.98 | 4.46 |
| Sharpe Ratio | NA | -0.38 | 0.84 | 0.60 | 0.80 | NA | NA | … | … | -0.67 | 1.50 | 0.96 | 2.43 | -1.40 | 2.21 | 1.84 | -0.84 | 0.44 | 2.29 | 2.41 | 0.49 | 1.25 | 2.63 | -1.23 | 0.84 | 1.85 | 0.86 | 1.51 | 4.24 | 1.40 | 0.44 |
| Standard Deviation(%) | NA | 8.33 | 10.31 | 8.92 | 7.69 | NA | NA | … | … | 9.10 | 9.99 | 13.31 | 4.32 | 7.39 | 5.31 | 5.65 | 6.73 | 6.28 | 7.07 | 4.90 | 8.06 | 9.27 | 9.66 | 7.29 | 11.60 | 8.39 | 5.92 | 8.28 | 5.44 | 5.63 | 4.89 |
| Draw Down(%) | NA | 8.31 | 17.99 | 17.99 | 17.99 | NA | NA | … | … | 7.63 | 5.57 | 17.99 | 2.32 | 14.83 | 2.48 | 4.24 | 10.14 | 5.06 | 6.10 | 2.88 | 6.99 | 7.43 | 4.34 | 12.14 | 9.32 | 12.08 | 5.05 | 11.99 | 4.18 | 6.25 | 3.82 |
| Yield(%) | NA | 4.26 | 4.65 | 3.56 | 3.72 | NA | NA | … | … | 0.36 | 4.54 | 5.82 | 3.76 | 3.29 | 0.59 | 5.27 | 1.98 | 3.30 | 4.63 | 4.62 | 3.33 | 4.17 | 5.41 | 3.35 | 9.95 | 7.90 | 3.68 | 3.92 | 5.57 | 5.36 | 7.91 |
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 re Tactical Asset Allocation Moderate |
-0.67%
Oct 2017 – Oct 2020 |
1.23%
Mar 2015 – Mar 2020 |
4.74%
Apr 2010 – Apr 2020 |
7.09%
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 re Tactical Asset Allocation Moderate |
17.52%
Oct 2004 – Oct 2007 |
16.84%
Oct 2002 – Oct 2007 |
11.93%
Apr 2001 – Apr 2011 |
10.34%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart