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 – Optimal Moderate | NA | 6.82% | 5.01% | 8.93% | 5.74% | 7.30% | NA | … | … |
Data as of 09/30/2016, 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 – Optimal 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 (%) | 0.23 | 6.82 | 5.01 | 8.93 | 5.74 | 7.30 | NA | … | … | 1.08 | 1.22 | 6.18 | 17.55 | 12.17 | -2.02 | 10.42 | 26.28 | -24.13 | 10.08 | 12.92 | 9.06 | 14.10 | 24.12 | -8.69 | -7.24 |
| Sharpe Ratio | NA | 0.07 | 0.38 | 1.02 | 0.38 | NA | NA | … | … | 0.12 | 0.14 | 1.00 | 2.53 | 1.67 | -0.15 | 0.98 | 1.53 | -1.08 | 0.78 | 1.34 | 1.12 | 1.74 | 2.58 | -0.81 | -0.73 |
| Standard Deviation(%) | NA | 7.05 | 7.31 | 7.23 | 12.20 | NA | NA | … | … | 7.06 | 8.57 | 6.13 | 6.92 | 7.27 | 14.14 | 10.56 | 17.16 | 23.15 | 9.04 | 7.20 | 6.14 | 7.56 | 9.07 | 12.05 | 13.13 |
| Draw Down(%) | NA | 8.77 | 11.04 | 11.04 | 38.02 | NA | NA | … | … | 8.40 | 8.04 | 4.90 | 5.76 | 6.55 | 15.05 | 8.83 | 18.03 | 36.14 | 6.29 | 6.99 | 4.28 | 6.40 | 7.04 | 17.82 | 20.87 |
| Yield(%) | NA | 2.49 | 4.17 | 4.15 | 4.20 | NA | NA | … | … | 2.52 | 5.04 | 5.01 | 4.11 | 4.02 | 4.28 | 3.69 | 3.81 | 4.32 | 5.02 | 4.03 | 4.53 | 6.57 | 2.94 | 3.82 | 3.72 |
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 |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY SAVINGS AND INVESTMENT PROGRAM Strategic Asset Allocation – Optimal Mod |
-6.99%
Feb 2006 – Feb 2009 |
0.04%
Feb 2004 – Feb 2009 |
5.06%
Nov 2006 – Nov 2016 |
5.88%
Feb 2001 – Feb 2016 |
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 – Optimal Mod |
18.03%
Mar 2003 – Mar 2006 |
15.64%
Feb 2009 – Feb 2014 |
9.12%
Mar 2003 – Mar 2013 |
7.28%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart