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 - Optimal Moderate | NA | -12.20% | 5.42% | 3.65% | 4.80% | 3.85% | 6.26% | 5.73% |
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 - Optimal 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 (%) | -1.62 | -12.20 | 5.42 | 3.65 | 4.80 | 3.85 | 6.26 | 5.73 | -7.53 | 5.72 | 17.98 | 13.79 | -6.46 | 8.00 | 3.76 | -0.47 | 3.32 | 11.78 | 12.25 | -1.64 | 12.21 | 24.52 | -28.09 | 8.96 | 15.39 | 11.85 | 15.46 | 23.60 | -3.14 | -2.33 |
| Sharpe Ratio | NA | -0.86 | 0.40 | 0.29 | 0.51 | NA | NA | 0.44 | -0.69 | 0.71 | 1.05 | 2.01 | -0.99 | 1.97 | 0.46 | -0.06 | 0.59 | 1.71 | 1.53 | -0.11 | 1.04 | 1.33 | -1.23 | 0.58 | 1.51 | 1.61 | 2.11 | 3.19 | -0.47 | -0.55 |
| Standard Deviation(%) | NA | 11.79 | 12.68 | 10.80 | 8.99 | NA | NA | 10.85 | 12.31 | 8.04 | 16.85 | 6.16 | 7.86 | 3.74 | 7.77 | 8.44 | 5.60 | 6.87 | 7.96 | 14.55 | 11.69 | 18.43 | 23.54 | 10.28 | 8.01 | 6.03 | 6.89 | 7.17 | 8.99 | 8.47 |
| Draw Down(%) | NA | 16.74 | 19.69 | 19.69 | 19.69 | NA | NA | 41.97 | 15.60 | 4.78 | 19.69 | 3.62 | 12.17 | 2.35 | 7.90 | 9.18 | 4.97 | 6.87 | 6.80 | 14.57 | 8.89 | 17.58 | 38.36 | 6.75 | 9.08 | 4.22 | 7.36 | 6.82 | 14.68 | 14.02 |
| Yield(%) | NA | 6.57 | 4.22 | 3.90 | 3.40 | NA | NA | 3.53 | 4.14 | 3.90 | 4.22 | 2.06 | 5.69 | 0.59 | 1.53 | 4.90 | 2.76 | 3.65 | 2.46 | 3.52 | 1.77 | 2.39 | 3.46 | 6.40 | 4.28 | 4.53 | 4.06 | 3.45 | 2.23 | 2.03 |
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 - Optimal Moderate |
-8.62%
Feb 2006 - Feb 2009 |
-0.17%
Feb 2004 - Feb 2009 |
3.36%
Oct 2007 - Oct 2017 |
3.21%
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 - Optimal Moderate |
20.34%
Mar 2003 - Mar 2006 |
16.21%
Oct 2002 - Oct 2007 |
9.06%
Mar 2003 - Mar 2013 |
7.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart