Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Tactical Asset Allocation Moderate | NA | 6.12% | 3.18% | 4.54% | 6.37% | 10.35% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | 6.12 | 3.18 | 4.54 | 6.37 | 10.35 | NA | … | … | 7.91 | 5.40 | -4.62 | 1.10 | 10.76 | 9.12 | 4.04 | 14.63 | 25.57 | -6.82 | 17.09 | 18.96 | 14.10 | 11.82 | 27.24 | 12.16 | 6.60 |
| Sharpe Ratio | NA | 2.00 | 0.39 | 0.67 | 0.78 | NA | NA | … | … | 1.99 | 1.02 | -0.72 | 0.18 | 1.52 | 1.70 | 0.44 | 1.10 | 2.27 | -1.27 | 1.17 | 1.62 | 1.71 | 1.25 | 4.76 | 1.99 | 0.85 |
| Standard Deviation(%) | NA | 3.64 | 5.22 | 5.79 | 7.86 | NA | NA | … | … | 3.65 | 5.07 | 6.46 | 6.07 | 7.04 | 5.34 | 9.10 | 13.21 | 11.24 | 6.11 | 12.01 | 9.65 | 6.99 | 8.68 | 5.58 | 5.56 | 5.04 |
| Draw Down(%) | NA | 1.30 | 11.36 | 11.36 | 11.36 | NA | NA | … | … | 1.30 | 4.19 | 10.53 | 5.32 | 6.43 | 5.30 | 6.97 | 9.10 | 5.30 | 9.60 | 9.68 | 11.94 | 5.64 | 11.92 | 4.16 | 6.68 | 4.76 |
| Yield(%) | NA | 3.71 | 3.41 | 3.26 | 3.72 | NA | NA | … | … | 3.57 | 3.44 | 3.21 | 3.06 | 2.92 | 5.05 | 3.52 | 3.92 | 4.66 | 3.66 | 8.05 | 5.84 | 5.79 | 5.61 | 6.46 | 6.74 | 8.03 |
Data as of 09/29/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Tactical A |
0.54%
Dec 2013 – Dec 2016 |
2.86%
Apr 2011 – Apr 2016 |
5.91%
Oct 2007 – Oct 2017 |
9.97%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Tactical A |
21.54%
Oct 2004 – Oct 2007 |
19.71%
Oct 2002 – Oct 2007 |
14.45%
Apr 2001 – Apr 2011 |
10.58%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart