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 Strategic Asset Allocation - Equal Weight Moderate | NA | 5.63% | 2.43% | 5.98% | 4.33% | 6.52% | 5.92% | 6.30% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.53 | 5.63 | 2.43 | 5.98 | 4.33 | 6.52 | 5.92 | 6.30 | 1.36 | 14.37 | -10.01 | 6.86 | 21.86 | 16.47 | -7.43 | 8.53 | 2.10 | 1.51 | 2.60 | 13.28 | 12.05 | -0.59 | 11.95 | 22.01 | -19.81 | 9.83 | 12.12 | 7.67 | 11.18 | 21.92 | -0.50 | 4.51 |
Sharpe Ratio | NA | 0.92 | 0.18 | 0.62 | 0.46 | NA | NA | 0.58 | 0.14 | 1.26 | -0.87 | 0.63 | 1.24 | 2.39 | -0.98 | 1.62 | 0.22 | 0.16 | 0.39 | 2.12 | 2.08 | -0.06 | 1.37 | 1.53 | -1.14 | 0.77 | 1.34 | 1.09 | 1.49 | 4.19 | -0.26 | 0.38 |
Standard Deviation(%) | NA | 8.04 | 10.78 | 11.78 | 10.02 | NA | NA | 9.57 | 7.93 | 8.04 | 13.07 | 10.80 | 17.41 | 6.29 | 8.90 | 4.88 | 8.80 | 9.07 | 6.67 | 6.25 | 5.78 | 11.19 | 8.63 | 14.37 | 18.20 | 8.86 | 6.61 | 5.04 | 6.89 | 5.07 | 6.23 | 5.75 |
Draw Down(%) | NA | 7.39 | 19.80 | 19.80 | 19.80 | NA | NA | 33.27 | 1.72 | 7.39 | 17.79 | 6.01 | 19.73 | 3.26 | 13.21 | 4.29 | 8.86 | 8.87 | 5.66 | 6.02 | 4.62 | 11.64 | 6.82 | 16.74 | 31.44 | 6.13 | 7.10 | 3.86 | 6.62 | 3.19 | 9.41 | 6.07 |
Yield(%) | NA | 5.86 | 5.08 | 5.36 | 4.19 | NA | NA | 4.08 | 0.00 | 6.18 | 2.09 | 7.10 | 4.01 | 7.95 | 4.39 | 0.45 | 2.17 | 4.99 | 3.05 | 1.90 | 4.21 | 2.93 | 3.95 | 3.87 | 5.30 | 4.94 | 5.69 | 3.43 | 2.83 | 3.21 | 4.11 | 5.03 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.85%
Feb 2006 - Feb 2009 |
0.55%
Feb 2004 - Feb 2009 |
4.33%
Oct 2013 - Oct 2023 |
4.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AMERISOURCEBERGEN EMPLOYEE INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.93%
Feb 2009 - Feb 2012 |
13.98%
Feb 2009 - Feb 2014 |
8.60%
Mar 2003 - Mar 2013 |
7.63%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart