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 Strategic Asset Allocation - Equal Weight Moderate | NA | 36.31% | 14.09% | 13.34% | 8.86% | 8.45% | 7.48% | 6.95% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.70 | 36.31 | 14.09 | 13.34 | 8.86 | 8.45 | 7.48 | 6.95 | NA | 22.56 | 28.04 | -6.19 | 6.67 | 19.08 | 12.76 | -4.56 | 12.29 | 2.99 | 1.19 | 2.02 | 16.34 | 9.79 | -0.25 | 6.34 | 20.36 | -20.31 | 8.70 | 10.47 | 7.40 | 8.45 | 19.47 | -8.23 | -1.71 |
| Sharpe Ratio | NA | 2.15 | 1.05 | 0.91 | 0.73 | NA | NA | 0.55 | 0.09 | 1.97 | 3.10 | -0.59 | 0.69 | 1.03 | 1.52 | -0.60 | 2.74 | 0.32 | 0.14 | 0.28 | 2.43 | 1.34 | -0.02 | 0.67 | 1.49 | -1.23 | 0.70 | 1.16 | 1.04 | 1.11 | 2.33 | -0.85 | -0.47 |
| Standard Deviation(%) | NA | 8.03 | 9.87 | 11.98 | 10.16 | NA | NA | 9.84 | 7.51 | 8.10 | 7.68 | 12.90 | 9.61 | 18.23 | 7.44 | 9.83 | 4.25 | 8.76 | 8.31 | 7.13 | 6.70 | 7.27 | 11.68 | 9.37 | 13.61 | 17.24 | 8.21 | 6.19 | 5.05 | 6.76 | 8.06 | 10.97 | 8.53 |
| Draw Down(%) | NA | 4.87 | 13.47 | 20.37 | 20.37 | NA | NA | 32.17 | 0.53 | 4.87 | 4.08 | 13.77 | 6.67 | 20.37 | 3.97 | 11.56 | 2.29 | 8.23 | 7.53 | 5.82 | 4.48 | 6.64 | 10.56 | 8.12 | 13.63 | 28.48 | 5.08 | 7.13 | 3.19 | 4.95 | 7.00 | 16.10 | 12.71 |
| Yield(%) | NA | 16.10 | 9.91 | 7.20 | 5.38 | NA | NA | 4.01 | NA | 4.58 | 16.03 | 6.51 | 2.28 | 4.29 | 1.99 | 6.72 | 1.72 | 2.28 | 3.45 | 3.73 | 4.97 | 2.84 | 2.26 | 1.73 | 2.17 | 2.47 | 3.39 | 4.26 | 3.23 | 3.13 | 2.65 | 2.26 | 3.21 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.41%
Feb 2006 - Feb 2009 |
-0.25%
Feb 2004 - Feb 2009 |
4.07%
Feb 2006 - Feb 2016 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRISTOL-MYERS SQUIBB COMPANY EMPLOYEE INCENTIVE THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.94%
Nov 2021 - Nov 2024 |
13.72%
Sep 2019 - Sep 2024 |
9.04%
Nov 2014 - Nov 2024 |
9.18%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart