Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY SAVINGS AND INVESTMENT PROGRAM Tactical Asset Allocation Moderate | NA | 19.58% | 8.57% | 7.67% | 5.30% | 6.50% | 7.22% | … | … |
Data as of 04/30/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY SAVINGS AND INVESTMENT PROGRAM Tactical Asset Allocation Moderate | 12/31/2000 | 07/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | 19.58 | 8.57 | 7.67 | 5.30 | 6.50 | 7.22 | … | … | 7.25 | 13.48 | 9.86 | -1.13 | 11.73 | 1.34 | -0.23 | -2.15 | 16.48 | 7.50 | -0.18 | 9.88 | 16.09 | -3.45 | 9.93 | 14.36 | 4.92 | 10.70 | 18.05 | 1.12 | 6.98 |
| Sharpe Ratio | NA | 2.12 | 1.11 | 0.99 | 0.88 | NA | NA | … | … | 0.79 | 1.49 | 1.98 | -0.34 | 2.43 | 0.28 | -0.05 | -0.35 | 2.47 | 1.53 | -0.02 | 0.89 | 1.98 | -1.05 | 0.72 | 1.59 | 0.48 | 1.33 | 3.04 | 0.00 | 1.14 |
| Standard Deviation(%) | NA | 9.19 | 7.23 | 6.79 | 6.23 | NA | NA | … | … | 9.19 | 8.89 | 4.27 | 7.14 | 4.57 | 4.08 | 5.18 | 6.13 | 6.65 | 4.86 | 8.72 | 11.02 | 8.06 | 4.15 | 9.59 | 6.97 | 5.72 | 7.34 | 5.70 | 4.61 | 4.09 |
| Draw Down(%) | NA | 4.67 | 10.68 | 10.68 | 10.68 | NA | NA | … | … | 4.67 | 10.68 | 2.89 | 7.01 | 2.27 | 3.86 | 4.44 | 7.01 | 4.73 | 4.51 | 8.40 | 9.55 | 4.26 | 6.76 | 7.19 | 7.41 | 4.64 | 6.34 | 3.58 | 5.83 | 2.77 |
| Yield(%) | NA | 4.08 | 2.89 | 2.22 | 2.92 | NA | NA | … | … | 0.27 | 4.60 | 2.94 | 1.31 | 0.23 | 3.13 | 5.18 | 4.33 | 2.54 | 4.14 | 2.20 | 4.28 | 4.40 | 2.66 | 4.68 | 4.28 | 1.98 | 5.59 | 3.85 | 5.24 | 6.93 |
Data as of 04/30/2021, 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 |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY SAVINGS AND INVESTMENT PROGRAM Tactical Asset Allocation Moderate |
-0.36%
Dec 2013 – Dec 2016 |
1.79%
Dec 2013 – Dec 2018 |
4.50%
Mar 2010 – Mar 2020 |
5.86%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY SAVINGS AND INVESTMENT PROGRAM Tactical Asset Allocation Moderate |
12.98%
Oct 2004 – Oct 2007 |
12.47%
Oct 2002 – Oct 2007 |
9.21%
Apr 2001 – Apr 2011 |
7.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart