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 - Optimal Moderate | NA | 36.85% | 14.99% | 13.91% | 8.72% | 8.87% | 7.60% | 6.75% |
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 - Optimal 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 (%) | -0.75 | 36.85 | 14.99 | 13.91 | 8.72 | 8.87 | 7.60 | 6.75 | NA | 24.25 | 29.19 | -6.15 | 9.47 | 19.40 | 11.68 | -4.35 | 4.52 | 5.31 | 1.09 | 3.36 | 17.19 | 8.82 | 0.39 | 11.40 | 23.40 | -25.85 | 8.90 | 10.85 | 8.54 | 9.66 | 21.64 | -9.64 | -8.75 |
| Sharpe Ratio | NA | 2.20 | 1.08 | 0.97 | 0.69 | NA | NA | 0.47 | 0.09 | 2.02 | 3.01 | -0.55 | 0.98 | 1.03 | 1.27 | -0.50 | 0.60 | 0.61 | 0.12 | 0.48 | 2.47 | 1.08 | 0.03 | 1.02 | 1.44 | -1.19 | 0.61 | 0.96 | 0.89 | 1.02 | 2.12 | -0.83 | -1.02 |
| Standard Deviation(%) | NA | 8.67 | 10.55 | 12.44 | 10.75 | NA | NA | 11.32 | 8.86 | 8.75 | 8.30 | 13.67 | 9.62 | 18.63 | 8.09 | 11.27 | 6.46 | 8.36 | 8.98 | 6.95 | 6.93 | 8.12 | 13.85 | 11.15 | 16.19 | 22.59 | 9.62 | 7.89 | 7.18 | 8.52 | 9.89 | 12.93 | 10.89 |
| Draw Down(%) | NA | 5.34 | 13.36 | 19.92 | 20.07 | NA | NA | 38.30 | 0.66 | 5.34 | 4.24 | 14.11 | 6.27 | 19.92 | 3.93 | 12.74 | 6.53 | 8.16 | 7.80 | 4.69 | 4.05 | 7.58 | 12.06 | 8.82 | 15.65 | 34.31 | 5.81 | 8.58 | 4.64 | 7.31 | 7.90 | 18.46 | 19.39 |
| Yield(%) | NA | 16.11 | 10.72 | 7.93 | 6.14 | NA | NA | 3.98 | NA | 4.58 | 16.24 | 7.49 | 3.40 | 5.99 | 1.40 | 8.79 | 0.75 | 3.65 | 4.12 | 4.91 | 1.85 | 3.39 | 2.18 | 1.32 | 1.75 | 2.79 | 3.23 | 3.85 | 2.23 | 1.74 | 1.96 | 1.95 | 2.02 |
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 - Optimal Moderate |
-8.31%
Feb 2006 - Feb 2009 |
-1.47%
Feb 2004 - Feb 2009 |
4.15%
Feb 2006 - Feb 2016 |
4.04%
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 - Optimal Moderate |
17.78%
Feb 2009 - Feb 2012 |
14.57%
Feb 2009 - Feb 2014 |
8.92%
Nov 2014 - Nov 2024 |
9.80%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart