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 and Tier III 401K re Tactical Asset Allocation Moderate | NA | -6.70% | 3.86% | 2.22% | 7.85% | 8.30% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier II and Tier III 401K re Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | -6.70 | 3.86 | 2.22 | 7.85 | 8.30 | NA | … | … | -11.48 | 12.38 | 9.61 | -6.32 | 0.71 | 16.04 | 12.25 | 4.92 | 12.32 | 24.62 | -6.77 | 12.19 | 19.85 | 8.67 | 11.58 | 24.22 | 8.46 | 5.26 |
| Sharpe Ratio | NA | -1.59 | 0.34 | 0.02 | 0.84 | NA | NA | … | … | -1.59 | 2.13 | 1.69 | -0.95 | 0.11 | 2.28 | 2.42 | 0.55 | 0.96 | 2.31 | -0.99 | 0.75 | 1.87 | 0.99 | 1.21 | 4.26 | 1.29 | 0.58 |
| Standard Deviation(%) | NA | 8.04 | 6.51 | 6.49 | 8.01 | NA | NA | … | … | 8.04 | 5.51 | 5.57 | 6.70 | 6.24 | 7.03 | 5.04 | 8.95 | 12.71 | 10.62 | 7.78 | 12.24 | 8.85 | 6.55 | 8.76 | 5.53 | 5.68 | 5.07 |
| Draw Down(%) | NA | 18.42 | 18.42 | 18.42 | 18.42 | NA | NA | … | … | 18.42 | 2.52 | 4.73 | 10.57 | 6.14 | 6.16 | 3.25 | 7.12 | 9.38 | 4.88 | 11.15 | 9.30 | 11.99 | 5.09 | 13.11 | 4.31 | 6.30 | 3.78 |
| Yield(%) | NA | 4.41 | 3.17 | 2.90 | 3.70 | NA | NA | … | … | 4.37 | 0.54 | 4.38 | 1.98 | 3.23 | 4.71 | 4.26 | 3.22 | 3.72 | 5.28 | 4.55 | 8.51 | 7.69 | 3.29 | 3.90 | 5.84 | 4.84 | 8.04 |
Data as of 10/31/2018, 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 and Tier III 401K re Tactical Asset Allocation Moderate |
1.12%
Dec 2013 – Dec 2016 |
1.87%
Nov 2013 – Nov 2018 |
6.97%
Oct 2007 – Oct 2017 |
8.28%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II and Tier III 401K re Tactical Asset Allocation Moderate |
18.37%
Oct 2004 – Oct 2007 |
17.02%
Oct 2002 – Oct 2007 |
12.23%
Apr 2001 – Apr 2011 |
10.31%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart