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MXIVX: GREAT-WEST MFS INTERNATIONAL VALUE FUND INVESTOR CLASS (MUTUAL FUND)
Basic Info 12.78 0.03(0.23%) March 28
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (25%) |
Start Date: | 12/30/1993 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 3.18% |
Expenses | 0.71% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/07/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | 6.2 | 19.1 | 4.1 | 7.5 | 6.5 | 10.2 | 3.5 | 7.7 | 17.2 | -14.4 | 10.2 | 10.2 | 22.1 | -15.6 | 26.7 | 2.3 | 6.5 | 1.1 | 27.9 | 16.3 | -3.5 | 7.6 | 31.7 | -56.9 | -7.3 | 17.8 | -4.8 | 18.1 | 35.3 | -18.0 | -11.3 | -18.5 | 29.0 | -4.9 | -1.5 | 17.0 | 8.7 | 6.4 | 0.1 |
Sharpe Ratio | NA | 2.36 | 1.26 | 0.11 | 0.32 | 0.36 | NA | NA | 0.08 | 1.03 | -0.71 | 0.85 | 0.35 | 1.99 | -1.2 | 3.73 | 0.14 | 0.49 | 0.11 | 2.57 | 1.28 | -0.17 | 0.45 | 0.95 | -1.21 | -0.41 | 0.71 | -0.32 | 1.41 | 2.53 | -1.01 | -0.85 | -0.93 | 2.0 | -0.44 | -0.36 | 1.61 | 0.53 | 0.36 | NA |
Draw Down(%) | NA | 3.1 | 10.1 | 29.1 | 31.7 | 32.4 | NA | NA | 75.7 | 10.1 | 28.5 | 6.5 | 31.7 | 8.1 | 21.6 | 3.5 | 10.3 | 11.5 | 10.8 | 6.4 | 10.8 | 15.6 | 16.0 | 32.5 | 64.2 | 22.3 | 16.4 | 17.1 | 10.2 | 17.5 | 27.9 | 27.2 | 27.9 | 8.1 | 31.3 | 17.0 | 4.8 | 6.5 | 7.4 | 0.0 |
Standard Deviation(%) | NA | 10.3 | 11.7 | 16.2 | 18.4 | 15.6 | NA | NA | 19.0 | 12.7 | 22.2 | 11.9 | 28.4 | 10.4 | 14.2 | 7.0 | 14.4 | 13.2 | 9.7 | 10.8 | 12.8 | 21.2 | 16.8 | 33.1 | 47.9 | 25.4 | 20.4 | 21.5 | 12.1 | 13.7 | 18.9 | 16.4 | 24.2 | 12.9 | 18.7 | 13.8 | 8.3 | 9.2 | 9.7 | 0.0 |
Treynor Ratio | NA | 0.3 | 0.16 | 0.02 | 0.07 | 0.07 | NA | NA | 0.02 | 0.14 | -0.21 | 0.15 | 0.11 | 0.23 | -0.2 | 0.34 | 0.03 | 0.09 | 0.01 | 0.37 | 0.23 | -0.05 | 0.1 | 0.3 | -0.52 | -0.09 | 0.14 | -0.08 | 0.2 | 0.41 | -0.25 | -0.22 | -0.23 | 0.32 | -0.11 | -0.06 | 0.2 | 0.11 | 0.13 | 0.0 |
Alpha | NA | 0.05 | 0.02 | 0.01 | 0.01 | 0.01 | NA | NA | -0.01 | 0.01 | -0.02 | 0.02 | 0.01 | 0.01 | -0.01 | 0.02 | 0.0 | 0.04 | 0.02 | 0.04 | 0.01 | 0.03 | 0.01 | -0.01 | -0.09 | -0.08 | -0.03 | -0.07 | 0.01 | 0.0 | -0.04 | -0.01 | -0.04 | 0.04 | -0.08 | 0.01 | 0.03 | 0.01 | 0.01 | NA |
Beta | NA | 0.81 | 0.9 | 0.79 | 0.85 | 0.82 | NA | NA | 0.87 | 0.91 | 0.77 | 0.7 | 0.92 | 0.91 | 0.85 | 0.78 | 0.65 | 0.74 | 0.76 | 0.76 | 0.7 | 0.75 | 0.73 | 1.06 | 1.1 | 1.12 | 1.02 | 0.91 | 0.84 | 0.84 | 0.76 | 0.64 | 0.96 | 0.82 | 0.75 | 0.77 | 0.67 | 0.44 | 0.27 | NA |
RSquared | NA | 0.72 | 0.82 | 0.63 | 0.78 | 0.75 | NA | NA | 0.71 | 0.84 | 0.55 | 0.62 | 0.95 | 0.92 | 0.61 | 0.65 | 0.66 | 0.8 | 0.78 | 0.83 | 0.86 | 0.89 | 0.88 | 0.88 | 0.95 | 0.71 | 0.55 | 0.23 | 0.76 | 0.88 | 0.64 | 0.59 | 0.26 | 0.54 | 0.64 | 0.6 | 0.3 | 0.21 | 0.06 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/07/2010
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