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 Strategic Asset Allocation – Equal Weight Moderate | NA | 29.01% | 11.11% | 9.00% | 6.52% | 6.41% | 6.60% | … | … |
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 Strategic Asset Allocation – Equal Weight 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 (%) | -0.47 | 29.01 | 11.11 | 9.00 | 6.52 | 6.41 | 6.60 | … | … | 4.52 | 20.09 | 18.74 | -6.62 | 11.67 | -0.84 | 2.46 | 2.37 | 12.68 | 11.40 | -1.07 | 10.83 | 23.90 | -20.27 | 9.41 | 12.72 | 6.77 | 11.13 | 18.75 | -4.15 | -1.91 |
| Sharpe Ratio | NA | 1.60 | 0.80 | 0.77 | 0.69 | NA | NA | … | … | 0.45 | 1.07 | 2.55 | -0.91 | 2.64 | -0.14 | 0.29 | 0.36 | 2.09 | 1.99 | -0.11 | 1.40 | 1.59 | -1.14 | 0.73 | 1.43 | 0.87 | 1.43 | 2.84 | -0.67 | -0.48 |
| Standard Deviation(%) | NA | 10.19 | 12.73 | 10.50 | 9.31 | NA | NA | … | … | 9.95 | 18.56 | 6.80 | 8.69 | 4.18 | 7.60 | 8.51 | 6.55 | 6.04 | 5.69 | 10.42 | 7.67 | 14.95 | 18.54 | 8.81 | 6.61 | 5.29 | 7.12 | 6.36 | 7.89 | 8.82 |
| Draw Down(%) | NA | 6.11 | 21.56 | 21.56 | 21.56 | NA | NA | … | … | 6.11 | 21.56 | 3.07 | 13.12 | 1.66 | 8.55 | 8.33 | 5.71 | 5.96 | 4.51 | 11.23 | 6.60 | 16.55 | 32.42 | 6.14 | 6.53 | 3.67 | 6.18 | 4.69 | 11.46 | 12.12 |
| Yield(%) | NA | 4.82 | 2.98 | 2.14 | 3.02 | NA | NA | … | … | 0.37 | 5.06 | 3.01 | 1.31 | 0.37 | 1.61 | 4.33 | 4.15 | 3.99 | 4.48 | 3.72 | 4.22 | 4.05 | 4.96 | 3.72 | 4.05 | 3.75 | 5.33 | 3.40 | 4.35 | 4.59 |
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 Strategic Asset Allocation – Equal Weigh |
-4.74%
Feb 2006 – Feb 2009 |
0.44%
Feb 2004 – Feb 2009 |
4.41%
Mar 2010 – Mar 2020 |
4.96%
Mar 2005 – Mar 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 Strategic Asset Allocation – Equal Weigh |
16.48%
Feb 2009 – Feb 2012 |
13.67%
Feb 2009 – Feb 2014 |
8.19%
Mar 2003 – Mar 2013 |
7.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart