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 Tactical Asset Allocation Moderate | NA | 23.80% | 0.98% | 7.44% | 6.74% | 6.41% | 6.93% | … | … |
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 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 (%) | -0.96 | 23.80 | 0.98 | 7.44 | 6.74 | 6.41 | 6.93 | … | … | 0.42 | 3.32 | 15.67 | -17.66 | 7.35 | 22.09 | 23.25 | 4.63 | 7.50 | 3.65 | -2.78 | 2.17 | 15.13 | 8.01 | -5.88 | 7.59 | 16.33 | -3.10 | 10.94 | 12.16 | 6.73 | 7.58 | 17.79 | 1.91 | 6.98 |
| Sharpe Ratio | NA | -0.19 | -0.33 | 0.26 | 0.48 | NA | NA | … | … | 0.05 | -0.33 | 1.20 | -1.23 | 0.74 | 2.57 | 2.25 | 0.40 | 1.12 | 0.86 | -0.53 | 0.38 | 2.32 | 1.54 | -0.58 | 0.66 | 2.00 | -0.98 | 0.86 | 1.10 | 0.72 | 0.89 | 3.08 | 0.19 | 1.14 |
| Standard Deviation(%) | NA | 9.92 | 11.97 | 10.96 | 9.18 | NA | NA | … | … | 7.23 | 9.97 | 9.50 | 15.48 | 9.85 | 8.49 | 9.69 | 8.24 | 6.13 | 4.03 | 5.26 | 5.73 | 6.51 | 5.17 | 10.13 | 11.41 | 8.12 | 4.10 | 9.20 | 8.06 | 6.35 | 7.43 | 5.54 | 4.32 | 4.09 |
| Draw Down(%) | NA | 8.79 | 23.03 | 24.86 | 24.86 | NA | NA | … | … | 0.65 | 8.79 | 9.37 | 23.60 | 5.85 | 3.84 | 0.00 | 5.91 | 5.04 | 3.19 | 5.82 | 5.73 | 4.76 | 4.65 | 13.09 | 10.11 | 4.00 | 6.53 | 7.25 | 9.70 | 5.11 | 6.27 | 3.46 | 5.28 | 2.77 |
| Yield(%) | NA | 4.73 | 4.55 | 8.84 | 7.03 | NA | NA | … | … | NA | 0.66 | 4.76 | 3.34 | 4.88 | 13.25 | 23.25 | 7.06 | 0.54 | 3.53 | 5.54 | 4.10 | 1.68 | 4.30 | 1.55 | 4.22 | 4.58 | 2.66 | 4.03 | 5.26 | 3.29 | 4.20 | 3.17 | 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 Tactical Asset Allocation Moderate |
-0.54%
Dec 2021 – Dec 2024 |
1.99%
Apr 2011 – Apr 2016 |
4.35%
Mar 2008 – Mar 2018 |
4.90%
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 Tactical Asset Allocation Moderate |
19.51%
Oct 2018 – Oct 2021 |
13.18%
May 2016 – May 2021 |
8.87%
Oct 2011 – Oct 2021 |
7.98%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart