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 Strategic Asset Allocation – Optimal Moderate | NA | 24.26% | 2.26% | 8.08% | 7.49% | 8.54% | 6.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Shaw Group Inc. 401 (K) 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 (%) | -1.02 | 24.26 | 2.26 | 8.08 | 7.49 | 8.54 | 6.99 | … | … | 0.47 | 10.29 | 17.68 | -19.03 | 6.79 | 25.04 | 19.49 | -5.09 | 12.58 | 12.52 | -0.40 | 5.52 | 15.72 | 12.32 | 2.32 | 14.04 | 18.09 | -20.90 | 7.41 | 9.79 | 2.93 | 10.00 | 23.00 | -11.50 | -1.11 |
| Sharpe Ratio | NA | 0.54 | -0.13 | 0.34 | 0.48 | NA | NA | … | … | 0.05 | 0.42 | 1.61 | -1.29 | 0.68 | 1.35 | 2.28 | -0.58 | 2.69 | 0.76 | -0.05 | 0.86 | 2.27 | 1.53 | 0.16 | 1.25 | 1.14 | -1.01 | 0.48 | 0.91 | 0.10 | 1.18 | 2.26 | -0.90 | -0.25 |
| Standard Deviation(%) | NA | 8.79 | 11.52 | 12.95 | 11.71 | NA | NA | … | … | 8.56 | 8.82 | 8.32 | 15.83 | 9.91 | 18.42 | 7.92 | 10.98 | 4.44 | 16.12 | 8.50 | 6.42 | 6.90 | 8.03 | 14.28 | 11.14 | 15.77 | 21.61 | 9.13 | 7.16 | 7.57 | 7.70 | 9.85 | 13.99 | 13.92 |
| Draw Down(%) | NA | 6.20 | 22.44 | 24.55 | 24.55 | NA | NA | … | … | 0.70 | 6.20 | 7.02 | 23.68 | 7.50 | 21.11 | 4.22 | 14.60 | 2.55 | 7.22 | 9.11 | 4.70 | 6.53 | 6.36 | 12.47 | 9.40 | 15.96 | 30.55 | 5.12 | 5.61 | 4.08 | 6.02 | 7.63 | 19.30 | 17.54 |
| Yield(%) | NA | 5.06 | 4.64 | 3.66 | 5.17 | NA | NA | … | … | NA | 1.01 | 4.76 | 3.29 | 4.61 | 2.24 | 2.52 | 6.12 | 0.26 | 19.84 | 3.98 | 3.76 | 4.25 | 4.00 | 3.82 | 3.02 | 2.42 | 2.52 | 8.49 | 4.27 | 2.09 | 2.40 | 3.05 | 2.23 | 2.52 |
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 |
|---|---|---|---|---|
| Shaw Group Inc. 401 (K) Plan Strategic Asset Allocation – Optimal Moderate |
-6.69%
Feb 2006 – Feb 2009 |
-1.87%
Feb 2004 – Feb 2009 |
4.71%
Dec 2001 – Dec 2011 |
4.99%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shaw Group Inc. 401 (K) Plan Strategic Asset Allocation – Optimal Moderate |
18.20%
Feb 2009 – Feb 2012 |
15.21%
Feb 2009 – Feb 2014 |
10.71%
Feb 2009 – Feb 2019 |
9.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart