Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GENERAL MOTORS SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Asset Allocation Composite Moderate | NA | 3.46% | 3.72% | 8.23% | 6.88% | 7.62% | 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 SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES 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 | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 3.46 | 3.72 | 8.23 | 6.88 | 7.62 | NA | … | … | 4.81 | -3.44 | 6.92 | 14.32 | 14.01 | 0.61 | 7.29 | 17.92 | 1.64 | 2.18 | 13.55 | 7.09 | 13.11 | 15.99 | 0.98 | 3.39 |
| Sharpe Ratio | NA | 0.61 | 0.39 | 1.01 | 0.68 | NA | NA | … | … | 0.70 | -0.47 | 1.13 | 1.96 | 1.84 | 0.04 | 0.71 | 1.82 | 0.18 | -0.09 | 1.55 | 0.83 | 1.95 | 2.71 | -0.04 | 74.11 |
| Standard Deviation(%) | NA | 6.60 | 6.72 | 7.01 | 8.76 | NA | NA | … | … | 6.59 | 7.41 | 6.12 | 7.28 | 7.58 | 14.87 | 10.15 | 9.80 | 3.89 | 9.33 | 6.62 | 5.92 | 6.23 | 5.64 | 2.99 | 0.01 |
| Draw Down(%) | NA | 5.89 | 12.13 | 12.13 | 13.24 | NA | NA | … | … | 5.39 | 8.41 | 5.00 | 5.88 | 5.75 | 13.24 | 7.78 | 4.57 | 4.63 | 6.94 | 5.74 | 3.93 | 6.70 | 2.90 | 3.06 | 0.00 |
| Yield(%) | NA | 3.05 | 2.64 | 3.28 | 3.65 | NA | NA | … | … | 3.09 | 2.62 | 2.25 | 4.09 | 4.31 | 3.09 | 4.08 | 3.52 | 2.55 | 6.79 | 4.49 | 3.32 | 4.83 | 3.78 | 2.77 | 3.39 |
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 SAVINGS-STOCK PURCHASE PROGRAM FOR SALARIED EMPLOYEES IN THE UNITED STATES Asset Allo |
2.47%
Oct 2013 – Oct 2016 |
4.57%
Feb 2011 – Feb 2016 |
6.34%
Nov 2006 – Nov 2016 |
7.19%
Feb 2001 – Feb 2016 |
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 Asset Allo |
14.06%
Apr 2003 – Apr 2006 |
12.04%
Jun 2009 – Jun 2014 |
9.96%
Apr 2003 – Apr 2013 |
7.65%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart