Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Shaw Group Inc. 401 (K) Plan Tactical Asset Allocation Moderate | NA | 10.89% | 6.22% | 10.84% | 9.74% | 9.65% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Shaw Group Inc. 401 (K) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 10.89 | 6.22 | 10.84 | 9.74 | 9.65 | NA | … | … | 6.79 | -0.29 | 6.85 | 19.59 | 13.34 | 6.72 | 14.53 | 13.54 | 1.52 | 11.51 | 10.10 | 4.18 | 10.39 | 22.12 | 6.38 | 8.12 |
| Sharpe Ratio | NA | 0.78 | 0.54 | 1.13 | 0.96 | NA | NA | … | … | 0.83 | -0.04 | 0.89 | 2.80 | 1.66 | 0.48 | 1.36 | 1.47 | 0.08 | 0.90 | 0.96 | 0.29 | 1.22 | 2.95 | 1.09 | 1.11 |
| Standard Deviation(%) | NA | 7.96 | 8.20 | 7.94 | 9.18 | NA | NA | … | … | 7.97 | 8.96 | 7.65 | 6.99 | 8.00 | 13.89 | 10.63 | 9.14 | 7.05 | 9.46 | 7.09 | 7.00 | 7.77 | 7.25 | 4.84 | 5.26 |
| Draw Down(%) | NA | 6.11 | 9.39 | 9.39 | 11.05 | NA | NA | … | … | 5.76 | 8.62 | 4.73 | 4.12 | 5.95 | 11.05 | 7.61 | 4.98 | 6.39 | 6.15 | 6.17 | 3.99 | 6.70 | 3.28 | 4.31 | 4.10 |
| Yield(%) | NA | 15.79 | 8.18 | 7.23 | 7.09 | NA | NA | … | … | 15.95 | 4.01 | 4.76 | 6.99 | 4.50 | 4.71 | 3.52 | 4.89 | 6.10 | 15.51 | 3.85 | 2.32 | 1.80 | 3.25 | 7.68 | 9.02 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| Shaw Group Inc. 401 (K) Plan Tactical Asset Allocation Moderate |
4.87%
Oct 2013 – Oct 2016 |
6.24%
Feb 2004 – Feb 2009 |
8.91%
Jan 2006 – Jan 2016 |
9.40%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shaw Group Inc. 401 (K) Plan Tactical Asset Allocation Moderate |
15.53%
Apr 2009 – Apr 2012 |
14.57%
Jun 2009 – Jun 2014 |
11.05%
Apr 2002 – Apr 2012 |
9.89%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart