Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY EMPLOYEE INCENTIVE THRIFT PLAN Tactical Asset Allocation Moderate | NA | 41.11% | 14.04% | 14.33% | 10.53% | 10.43% | 10.17% | 9.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY EMPLOYEE INCENTIVE THRIFT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.78 | 41.11 | 14.04 | 14.33 | 10.53 | 10.43 | 10.17 | 9.04 | NA | 27.28 | 28.26 | -7.67 | 11.21 | 12.42 | 20.44 | -3.03 | 14.04 | 7.44 | 0.22 | 7.32 | 16.73 | 9.10 | 4.01 | 12.46 | 12.98 | 2.71 | 10.70 | 12.03 | 7.03 | 9.23 | 12.55 | -6.61 | -2.99 |
| Sharpe Ratio | NA | 2.02 | 1.00 | 0.79 | 0.78 | NA | NA | 0.76 | 0.09 | 1.88 | 2.73 | -0.63 | 0.96 | 0.61 | 2.34 | -0.40 | 2.52 | 0.83 | 0.02 | 0.86 | 2.17 | 1.09 | 0.29 | 1.12 | 1.50 | 2.75 | 0.79 | 1.15 | 0.73 | 0.98 | 1.33 | -1.30 | -1.06 |
| Standard Deviation(%) | NA | 10.86 | 11.60 | 13.71 | 11.47 | NA | NA | 9.81 | 6.46 | 11.02 | 8.78 | 14.30 | 11.71 | 19.97 | 8.14 | 10.89 | 5.31 | 8.74 | 9.38 | 8.52 | 7.70 | 8.29 | 13.72 | 11.04 | 8.57 | 0.65 | 9.82 | 7.62 | 6.67 | 8.42 | 8.89 | 5.94 | 4.98 |
| Draw Down(%) | NA | 6.31 | 13.33 | 19.59 | 19.59 | NA | NA | 19.59 | 0.50 | 6.31 | 4.70 | 14.84 | 5.77 | 19.59 | 4.49 | 13.99 | 2.14 | 7.52 | 9.63 | 5.22 | 4.43 | 6.58 | 10.47 | 8.39 | 4.16 | 0.40 | 5.96 | 8.71 | 3.83 | 7.06 | 5.66 | 8.64 | 9.67 |
| Yield(%) | NA | 16.23 | 12.63 | 9.09 | 7.42 | NA | NA | 0.00 | NA | 7.30 | 16.17 | 7.42 | 8.06 | 3.34 | 5.68 | 5.40 | 6.20 | 5.95 | 3.98 | 7.81 | 3.76 | 2.91 | 2.11 | 1.54 | 2.58 | 2.63 | 4.06 | 3.62 | 2.85 | 2.46 | 3.11 | 3.55 | 3.11 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY EMPLOYEE INCENTIVE THRIFT PLAN Tactical Asset Allocation Moderate |
2.06%
Jul 2001 - Jul 2004 |
4.51%
Feb 2001 - Feb 2006 |
6.74%
Sep 2012 - Sep 2022 |
6.74%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY EMPLOYEE INCENTIVE THRIFT PLAN Tactical Asset Allocation Moderate |
15.79%
Nov 2021 - Nov 2024 |
14.71%
Nov 2019 - Nov 2024 |
10.80%
Nov 2014 - Nov 2024 |
10.64%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart