Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| General Motors RSP Tactical Asset Allocation Moderate | NA | 5.23% | 4.29% | 6.11% | 7.48% | 10.12% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| General Motors RSP Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.72 | 5.23 | 4.29 | 6.11 | 7.48 | 10.12 | NA | … | … | -0.21 | -1.67 | 4.17 | 11.45 | 9.13 | 4.24 | 12.82 | 21.89 | -12.68 | 17.51 | 18.10 | 15.15 | 12.24 | 26.42 | 13.17 | 5.00 |
| Sharpe Ratio | NA | -6.71 | -3.88 | -2.80 | -1.68 | NA | NA | … | … | -6.79 | -3.14 | -2.41 | -0.98 | -1.70 | -1.60 | -0.44 | 0.36 | -4.47 | -0.37 | -0.44 | -0.83 | -0.84 | 1.16 | -1.16 | -3.37 |
| Standard Deviation(%) | NA | 5.05 | 5.84 | 6.09 | 8.50 | NA | NA | … | … | 5.06 | 6.44 | 5.95 | 7.24 | 5.55 | 8.92 | 13.01 | 9.20 | 7.21 | 12.28 | 9.60 | 7.06 | 8.74 | 6.12 | 5.69 | 4.80 |
| Draw Down(%) | NA | 6.18 | 7.14 | 7.14 | 20.05 | NA | NA | … | … | 6.18 | 7.14 | 5.87 | 6.97 | 4.62 | 6.73 | 8.86 | 4.68 | 16.12 | 9.79 | 12.00 | 5.42 | 12.04 | 4.97 | 6.11 | 4.97 |
| Yield(%) | NA | 2.39 | 2.24 | 2.72 | 4.24 | NA | NA | … | … | 2.40 | 1.73 | 2.60 | 2.47 | 4.39 | 4.09 | 6.62 | 8.30 | 3.37 | 6.36 | 3.45 | 6.46 | 4.95 | 7.83 | 5.96 | 7.77 |
Data as of 09/30/2016, Common starting date 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 Tactical Asset Allocation Moderate |
1.49%
Nov 2013 – Nov 2016 |
4.14%
Apr 2011 – Apr 2016 |
6.32%
Nov 2006 – Nov 2016 |
9.72%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Motors RSP Tactical Asset Allocation Moderate |
21.88%
Oct 2004 – Oct 2007 |
20.14%
Oct 2002 – Oct 2007 |
12.79%
Apr 2001 – Apr 2011 |
10.16%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart