Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| General Motors RSP Strategic Asset Allocation - Equal Weight Moderate | NA | -8.25% | 5.89% | 4.46% | 5.10% | 4.53% | 7.40% | 7.06% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| General Motors RSP 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 (%) | -1.28 | -8.25 | 5.89 | 4.46 | 5.10 | 4.53 | 7.40 | 7.06 | -6.29 | 10.93 | 13.23 | 13.49 | -4.53 | 8.35 | 2.01 | 2.88 | 4.94 | 6.37 | 14.64 | -1.20 | 13.88 | 27.63 | -27.62 | 8.34 | 19.16 | 11.44 | 16.78 | 30.63 | -1.18 | 2.87 |
| Sharpe Ratio | NA | -0.69 | 0.48 | 0.37 | 0.54 | NA | NA | 0.55 | -0.70 | 1.51 | 0.74 | 2.42 | -0.86 | 1.80 | 0.24 | 0.34 | 0.52 | 0.93 | 1.94 | -0.09 | 1.20 | 1.42 | -1.20 | 0.49 | 2.03 | 1.50 | 1.96 | 4.39 | -0.26 | 0.07 |
| Standard Deviation(%) | NA | 10.18 | 12.31 | 10.31 | 8.99 | NA | NA | 10.95 | 10.43 | 7.23 | 17.48 | 5.00 | 6.81 | 4.29 | 7.57 | 8.33 | 9.51 | 6.79 | 7.53 | 14.35 | 11.46 | 19.34 | 23.77 | 10.81 | 7.82 | 6.20 | 8.08 | 6.82 | 8.67 | 8.57 |
| Draw Down(%) | NA | 12.41 | 21.74 | 21.74 | 21.74 | NA | NA | 41.78 | 12.41 | 3.71 | 21.74 | 2.74 | 9.02 | 3.12 | 7.02 | 7.95 | 6.10 | 8.24 | 6.62 | 13.97 | 8.39 | 17.47 | 38.10 | 7.94 | 8.40 | 4.63 | 10.31 | 5.39 | 16.20 | 12.07 |
| Yield(%) | NA | 8.15 | 4.49 | 4.22 | 4.55 | NA | NA | 4.50 | 4.99 | 4.19 | 3.67 | 2.57 | 6.22 | 0.79 | 1.91 | 7.63 | 8.20 | 4.68 | 3.22 | 3.38 | 3.38 | 3.11 | 3.58 | 4.95 | 5.38 | 5.90 | 4.67 | 3.93 | 3.41 | 4.75 |
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 RSP Strategic Asset Allocation - Equal Weight Moderate |
-8.09%
Feb 2006 - Feb 2009 |
0.66%
Feb 2004 - Feb 2009 |
3.86%
Oct 2007 - Oct 2017 |
3.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Motors RSP Strategic Asset Allocation - Equal Weight Moderate |
22.59%
Mar 2003 - Mar 2006 |
18.78%
Oct 2002 - Oct 2007 |
10.44%
Mar 2003 - Mar 2013 |
8.73%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart