Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SHAW GROUP INC. 401(K) PLAN FOR CERTAIN HOURLY EMPLOYEES Tactical Asset Allocation Moderate | NA | 23.45% | 0.22% | 6.94% | 6.40% | 6.18% | 6.75% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SHAW GROUP INC. 401(K) PLAN FOR CERTAIN HOURLY EMPLOYEES 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 (%) | -0.95 | 23.45 | 0.22 | 6.94 | 6.40 | 6.18 | 6.75 | … | … | 0.39 | 3.14 | 15.35 | -17.50 | 5.24 | 22.04 | 23.25 | 4.56 | 7.73 | 2.64 | -2.79 | 2.16 | 15.11 | 8.01 | -5.89 | 7.57 | 16.31 | -3.11 | 10.90 | 12.13 | 6.74 | 7.60 | 17.81 | 1.91 | 6.98 |
| Sharpe Ratio | NA | -0.21 | -0.34 | 0.22 | 0.45 | NA | NA | … | … | 0.05 | -0.35 | 1.18 | -1.23 | 0.53 | 2.57 | 2.25 | 0.39 | 1.18 | 0.58 | -0.54 | 0.37 | 2.32 | 1.54 | -0.58 | 0.66 | 2.00 | -0.98 | 0.86 | 1.10 | 0.72 | 0.90 | 3.09 | 0.19 | 1.14 |
| Standard Deviation(%) | NA | 9.81 | 11.86 | 10.88 | 9.13 | NA | NA | … | … | 7.08 | 9.85 | 9.42 | 15.36 | 9.77 | 8.49 | 9.69 | 8.27 | 6.00 | 4.16 | 5.26 | 5.73 | 6.51 | 5.17 | 10.14 | 11.41 | 8.12 | 4.10 | 9.20 | 8.06 | 6.35 | 7.43 | 5.54 | 4.32 | 4.09 |
| Draw Down(%) | NA | 8.68 | 22.90 | 26.18 | 26.18 | NA | NA | … | … | 0.64 | 8.68 | 9.34 | 23.44 | 6.37 | 3.84 | 0.00 | 5.96 | 4.87 | 3.20 | 5.82 | 5.74 | 4.76 | 4.65 | 13.09 | 10.11 | 4.01 | 6.53 | 7.25 | 9.70 | 5.11 | 6.27 | 3.46 | 5.28 | 2.77 |
| Yield(%) | NA | 4.61 | 3.84 | 8.39 | 6.70 | NA | NA | … | … | NA | 0.67 | 4.62 | 3.30 | 2.80 | 13.13 | 23.25 | 7.05 | 0.54 | 2.48 | 5.54 | 4.10 | 1.65 | 4.29 | 1.55 | 4.19 | 4.55 | 2.66 | 4.00 | 5.22 | 3.28 | 4.21 | 3.16 | 5.22 | 6.93 |
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 |
|---|---|---|---|---|
| THE SHAW GROUP INC. 401(K) PLAN FOR CERTAIN HOURLY EMPLOYEES Tactical Asset Allocation Moderate |
-1.11%
Apr 2021 – Apr 2024 |
1.99%
Apr 2011 – Apr 2016 |
4.25%
Mar 2008 – Mar 2018 |
4.70%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SHAW GROUP INC. 401(K) PLAN FOR CERTAIN HOURLY EMPLOYEES Tactical Asset Allocation Moderate |
19.49%
Oct 2018 – Oct 2021 |
12.97%
May 2016 – May 2021 |
8.84%
Apr 2001 – Apr 2011 |
7.90%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart