Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Strategic Asset Allocation - Equal Weight Moderate | NA | -9.71% | 6.38% | 4.84% | 5.35% | 4.30% | 7.31% | 6.99% |
Data as of 08/31/2022, AR inception 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 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.21 | -9.71 | 6.38 | 4.84 | 5.35 | 4.30 | 7.31 | 6.99 | -5.51 | 7.48 | 17.17 | 13.32 | -5.25 | 11.52 | 2.96 | 0.54 | 6.06 | 7.78 | 14.47 | -0.31 | 11.92 | 21.27 | -27.94 | 8.20 | 19.13 | 12.77 | 17.97 | 30.79 | -0.27 | 2.12 |
| Sharpe Ratio | NA | -0.71 | 0.55 | 0.44 | 0.62 | NA | NA | 0.57 | -0.62 | 0.93 | 1.07 | 2.09 | -0.82 | 3.00 | 0.38 | 0.06 | 1.19 | 1.22 | 2.48 | -0.03 | 1.16 | 1.15 | -1.20 | 0.47 | 1.97 | 1.67 | 2.08 | 4.25 | -0.16 | -0.02 |
| Standard Deviation(%) | NA | 10.32 | 11.72 | 10.09 | 8.40 | NA | NA | 10.50 | 10.55 | 8.04 | 15.76 | 5.72 | 7.99 | 3.63 | 7.27 | 8.09 | 5.10 | 6.34 | 5.81 | 12.28 | 10.21 | 18.41 | 24.11 | 11.11 | 8.04 | 6.36 | 8.20 | 7.07 | 8.59 | 8.46 |
| Draw Down(%) | NA | 12.95 | 20.06 | 20.06 | 20.06 | NA | NA | 42.79 | 12.58 | 4.51 | 20.06 | 3.42 | 11.42 | 1.21 | 7.59 | 7.88 | 4.33 | 7.50 | 5.13 | 12.78 | 8.35 | 18.13 | 38.34 | 7.86 | 8.47 | 4.96 | 10.88 | 5.61 | 15.54 | 11.66 |
| Yield(%) | NA | 8.19 | 4.49 | 4.64 | 3.77 | NA | NA | 4.25 | 4.59 | 4.54 | 3.55 | 2.61 | 6.67 | 2.68 | 1.31 | 4.84 | 2.16 | 4.10 | 3.53 | 3.38 | 3.53 | 3.11 | 3.24 | 7.58 | 5.69 | 5.27 | 5.20 | 4.17 | 3.17 | 4.37 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Strategic Asset Allocation - Equal Weight Moderate |
-8.66%
Feb 2006 - Feb 2009 |
0.65%
Feb 2004 - Feb 2009 |
3.39%
Oct 2007 - Oct 2017 |
3.78%
Sep 2007 - Sep 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
23.67%
Mar 2003 - Mar 2006 |
19.33%
Oct 2002 - Oct 2007 |
10.03%
Mar 2003 - Mar 2013 |
8.64%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart