Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMERISOURCEBERGEN EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 0.36% | 2.97% | 3.71% | 3.34% | 4.94% | 5.76% | 6.29% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERISOURCEBERGEN EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.52 | 0.36 | 2.97 | 3.71 | 3.34 | 4.94 | 5.76 | 6.29 | -0.33 | 11.73 | -14.70 | 12.88 | 13.98 | 9.54 | -2.51 | 10.85 | -0.14 | -0.08 | 1.27 | 16.33 | 5.11 | -0.49 | 9.10 | 15.41 | -3.01 | 10.80 | 11.78 | 6.65 | 10.47 | 18.34 | 4.20 | 6.54 |
| Sharpe Ratio | NA | 0.37 | 0.06 | 0.50 | 0.43 | NA | NA | 0.75 | -0.08 | 0.99 | -1.59 | 1.40 | 1.57 | 1.82 | -0.52 | 2.02 | -0.08 | -0.02 | 0.19 | 2.45 | 0.92 | -0.06 | 0.83 | 1.95 | -0.94 | 0.79 | 1.13 | 0.77 | 1.31 | 3.69 | 0.82 | 1.16 |
| Standard Deviation(%) | NA | 7.56 | 8.96 | 8.30 | 7.10 | NA | NA | 7.09 | 7.42 | 7.59 | 10.11 | 9.17 | 8.75 | 4.48 | 7.32 | 5.06 | 4.12 | 5.09 | 6.45 | 6.64 | 5.50 | 9.31 | 10.86 | 7.87 | 4.16 | 9.87 | 7.52 | 5.81 | 7.28 | 4.79 | 3.78 | 3.66 |
| Draw Down(%) | NA | 6.82 | 15.74 | 15.74 | 15.74 | NA | NA | 15.74 | 2.47 | 6.82 | 15.35 | 4.55 | 10.66 | 2.99 | 7.94 | 3.65 | 3.71 | 4.28 | 5.97 | 5.13 | 5.35 | 9.66 | 9.56 | 4.07 | 6.50 | 7.66 | 8.81 | 4.18 | 6.95 | 2.70 | 3.89 | 2.77 |
| Yield(%) | NA | 4.08 | 5.00 | 4.76 | 4.01 | NA | NA | 3.90 | 0.01 | 4.34 | 2.36 | 8.39 | 5.82 | 3.13 | 2.99 | 0.26 | 1.87 | 5.66 | 5.58 | 1.46 | 2.99 | 1.95 | 3.94 | 4.25 | 2.66 | 5.07 | 6.24 | 2.36 | 3.28 | 3.11 | 5.27 | 6.65 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERISOURCEBERGEN EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.35%
Dec 2013 - Dec 2016 |
1.77%
Dec 2013 - Dec 2018 |
3.34%
Oct 2013 - Oct 2023 |
4.50%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERISOURCEBERGEN EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
13.28%
Apr 2003 - Apr 2006 |
12.53%
Oct 2002 - Oct 2007 |
9.57%
Apr 2001 - Apr 2011 |
7.61%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart