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 Strategic Asset Allocation – Optimal Moderate | NA | 21.49% | 1.48% | 5.58% | 5.45% | 6.82% | 6.31% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -0.99 | 21.49 | 1.48 | 5.58 | 5.45 | 6.82 | 6.31 | … | … | -0.23 | 5.46 | 12.05 | -15.75 | 10.63 | 10.93 | 18.47 | -6.07 | 14.00 | 7.72 | -2.31 | 6.67 | 8.92 | 12.45 | -0.17 | 14.99 | 27.70 | -25.47 | 5.47 | 14.53 | 8.43 | 13.18 | 20.86 | -7.15 | 2.46 |
| Sharpe Ratio | NA | -0.08 | -0.39 | 0.13 | 0.34 | NA | NA | … | … | -0.05 | -0.15 | 1.02 | -1.33 | 1.36 | 0.60 | 2.74 | -0.88 | 3.26 | 0.90 | -0.28 | 1.13 | 1.20 | 1.67 | -0.01 | 1.17 | 1.40 | -1.07 | 0.26 | 1.54 | 0.90 | 1.61 | 2.28 | -0.68 | 0.01 |
| Standard Deviation(%) | NA | 7.42 | 9.64 | 11.53 | 9.64 | NA | NA | … | … | 5.73 | 7.47 | 7.63 | 12.84 | 7.80 | 17.97 | 6.23 | 8.35 | 4.10 | 8.40 | 8.38 | 5.91 | 7.38 | 7.43 | 14.39 | 12.70 | 19.65 | 24.57 | 9.62 | 7.32 | 6.92 | 7.60 | 8.83 | 12.17 | 12.05 |
| Draw Down(%) | NA | 6.21 | 21.18 | 21.92 | 21.92 | NA | NA | … | … | 0.62 | 6.00 | 7.19 | 21.65 | 3.54 | 21.92 | 2.93 | 11.90 | 1.74 | 5.77 | 9.98 | 4.99 | 7.85 | 5.61 | 13.85 | 9.23 | 18.25 | 38.08 | 5.96 | 7.10 | 4.31 | 6.22 | 7.81 | 18.04 | 14.68 |
| Yield(%) | NA | 3.61 | 3.44 | 3.18 | 2.91 | NA | NA | … | … | NA | 0.85 | 3.39 | 3.09 | 3.12 | 2.32 | 3.32 | 2.67 | 2.64 | 3.37 | 2.22 | 2.68 | 2.57 | 2.95 | 2.74 | 2.57 | 3.05 | 3.25 | 3.55 | 3.23 | 3.24 | 2.46 | 2.87 | 2.69 | 3.14 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.02%
Feb 2006 – Feb 2009 |
-1.42%
Feb 2004 – Feb 2009 |
4.13%
Oct 2013 – Oct 2023 |
4.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| D.E. SHAW and CO. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
21.58%
Feb 2009 – Feb 2012 |
16.01%
Feb 2009 – Feb 2014 |
10.24%
Feb 2009 – Feb 2019 |
8.59%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart