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 - Optimal Moderate | NA | 9.65% | 4.18% | 7.65% | 4.96% | 7.52% | NA | 6.88% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| General Motors RSP Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 9.65 | 4.18 | 7.65 | 4.96 | 7.52 | NA | 6.88 | 2.65 | 1.51 | 3.37 | 11.94 | 12.46 | -1.56 | 13.23 | 23.93 | -25.84 | 8.68 | 16.07 | 10.59 | 15.35 | 26.00 | -2.59 | -2.21 |
| Sharpe Ratio | NA | 0.25 | 0.30 | 0.79 | 0.30 | NA | NA | 0.49 | 0.32 | 0.17 | 0.43 | 1.74 | 1.56 | -0.11 | 1.11 | 1.33 | -1.17 | 0.57 | 1.69 | 1.37 | 1.95 | 3.49 | -0.42 | -0.53 |
| Standard Deviation(%) | NA | 7.63 | 8.07 | 7.82 | 12.64 | NA | NA | 11.05 | 7.63 | 8.74 | 7.85 | 6.84 | 7.96 | 14.34 | 11.85 | 17.92 | 22.85 | 9.91 | 7.58 | 6.13 | 7.40 | 7.25 | 8.80 | 8.59 |
| Draw Down(%) | NA | 8.07 | 10.28 | 10.28 | 40.06 | NA | NA | 40.06 | 7.61 | 9.13 | 5.33 | 6.91 | 6.78 | 13.94 | 8.87 | 17.69 | 37.31 | 6.63 | 8.39 | 4.21 | 8.01 | 6.64 | 14.72 | 13.91 |
| Yield(%) | NA | 1.99 | 5.15 | 4.37 | 3.94 | NA | NA | 3.72 | 2.01 | 6.94 | 6.54 | 3.77 | 2.57 | 3.62 | 2.33 | 2.61 | 3.59 | 5.29 | 4.04 | 4.59 | 3.75 | 3.31 | 2.36 | 2.23 |
Data as of 09/30/2016, 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 - Optimal Moderate |
-7.74%
Feb 2006 - Feb 2009 |
0.15%
Feb 2004 - Feb 2009 |
4.23%
Nov 2006 - Nov 2016 |
6.31%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Motors RSP Strategic Asset Allocation - Optimal Moderate |
20.53%
Mar 2003 - Mar 2006 |
16.47%
Oct 2002 - Oct 2007 |
9.57%
Mar 2003 - Mar 2013 |
7.49%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart