Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| General Motors RSP Asset Allocation Composite Moderate | NA | 5.96% | 4.63% | 8.37% | 7.22% | 8.72% | NA | 9.00% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| General Motors RSP Asset Allocation Composite 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 (%) | -0.17 | 5.96 | 4.63 | 8.37 | 7.22 | 8.72 | NA | 9.00 | 3.33 | -2.64 | 7.76 | 13.58 | 12.46 | 1.63 | 12.16 | 20.18 | -6.21 | 4.05 | 17.05 | 7.62 | 15.11 | 22.39 | 3.04 | 5.55 |
| Sharpe Ratio | NA | -4.83 | -3.24 | -2.23 | -1.57 | NA | NA | -1.53 | -4.89 | -3.06 | -1.83 | -0.75 | -0.83 | -1.20 | -0.67 | 0.14 | -3.13 | -1.79 | -0.76 | -2.02 | -0.59 | 0.53 | -5.22 | -3.49 |
| Standard Deviation(%) | NA | 6.30 | 6.37 | 6.63 | 8.98 | NA | NA | 7.98 | 6.31 | 6.91 | 5.89 | 6.61 | 7.34 | 14.10 | 9.61 | 11.26 | 8.25 | 10.03 | 6.93 | 6.64 | 7.54 | 5.80 | 3.21 | 4.48 |
| Draw Down(%) | NA | 4.98 | 8.09 | 8.09 | 15.94 | NA | NA | 15.94 | 4.98 | 7.61 | 4.50 | 5.33 | 5.59 | 12.01 | 7.51 | 6.97 | 11.92 | 7.02 | 6.47 | 4.02 | 8.17 | 2.53 | 3.27 | 2.75 |
| Yield(%) | NA | 2.81 | 3.00 | 3.37 | 3.57 | NA | NA | 3.83 | 2.82 | 2.03 | 4.19 | 4.77 | 3.00 | 2.39 | 3.13 | 4.34 | 3.71 | 5.24 | 3.99 | 4.01 | 3.74 | 3.81 | 4.56 | 5.53 |
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 Asset Allocation Composite Moderate |
1.18%
Feb 2006 - Feb 2009 |
5.18%
Feb 2004 - Feb 2009 |
6.35%
Nov 2006 - Nov 2016 |
8.40%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Motors RSP Asset Allocation Composite Moderate |
17.27%
Mar 2003 - Mar 2006 |
14.43%
Oct 2002 - Oct 2007 |
10.85%
Apr 2003 - Apr 2013 |
8.76%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart