Antidepressants & memory loss

Have been depressed as long as I can remember, since about 3 years old. Now 55.
Have tried numerous of new antidepressants, but all had side affects, on balance sexual.
Problem: I'm currently running a warehouse. Work efficiently and effectively,
but my boss & office mgr. find it really weird that I can't remember specifics on orders I've worked on.
Are my concerns of memory loss due to antidepressants justified?

Thanks!