Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| D.E. SHAW and CO. 401K PLAN Tactical Asset Allocation Moderate | NA | 14.69% | 0.94% | 4.54% | 3.66% | 5.42% | 6.66% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| D.E. SHAW and CO. 401K 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 (%) | -1.27 | 14.69 | 0.94 | 4.54 | 3.66 | 5.42 | 6.66 | … | … | 0.09 | -0.66 | 14.57 | -15.87 | 15.79 | 6.80 | 9.64 | -4.50 | 12.54 | 0.95 | -3.98 | 5.22 | 7.60 | 9.72 | 5.19 | 15.86 | 23.18 | -12.90 | 18.58 | 21.35 | 4.25 | 12.99 | 17.30 | 1.98 | 6.47 |
| Sharpe Ratio | NA | -0.73 | -0.52 | 0.11 | 0.18 | NA | NA | … | … | 0.00 | -0.88 | 1.39 | -1.68 | 1.71 | 0.76 | 1.76 | -0.78 | 2.71 | 0.13 | -0.64 | 0.90 | 1.18 | 2.35 | 0.56 | 1.31 | 2.54 | -1.26 | 1.27 | 2.26 | 0.31 | 1.59 | 2.81 | 0.16 | 0.89 |
| Standard Deviation(%) | NA | 8.09 | 8.71 | 8.83 | 7.48 | NA | NA | … | … | 8.07 | 8.22 | 7.44 | 10.29 | 9.19 | 8.61 | 4.69 | 7.40 | 4.40 | 5.91 | 6.30 | 5.76 | 6.38 | 4.12 | 9.16 | 12.00 | 9.09 | 10.98 | 12.29 | 8.00 | 6.68 | 7.57 | 5.90 | 5.28 | 4.66 |
| Draw Down(%) | NA | 7.22 | 14.34 | 16.48 | 16.48 | NA | NA | … | … | 0.69 | 7.09 | 6.70 | 16.40 | 5.10 | 9.14 | 2.43 | 11.28 | 1.76 | 6.10 | 8.86 | 5.32 | 5.87 | 2.71 | 8.25 | 8.09 | 4.26 | 20.15 | 9.19 | 5.62 | 5.10 | 8.92 | 3.13 | 5.26 | 3.34 |
| Yield(%) | NA | 4.41 | 3.80 | 3.23 | 3.17 | NA | NA | … | … | NA | 1.09 | 3.73 | 2.74 | 3.95 | 2.30 | 2.90 | 2.40 | 2.73 | 4.87 | 2.63 | 3.07 | 2.03 | 3.98 | 3.10 | 3.76 | 4.61 | 4.27 | 3.37 | 3.44 | 4.25 | 3.72 | 3.01 | 4.46 | 6.30 |
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 |
|---|---|---|---|---|
| D.E. SHAW and CO. 401K PLAN Tactical Asset Allocation Moderate |
-1.44%
Dec 2021 – Dec 2024 |
1.30%
Feb 2015 – Feb 2020 |
2.79%
Oct 2013 – Oct 2023 |
4.25%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| D.E. SHAW and CO. 401K PLAN Tactical Asset Allocation Moderate |
18.13%
Oct 2004 – Oct 2007 |
15.86%
Oct 2002 – Oct 2007 |
11.21%
Jan 2003 – Jan 2013 |
9.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart