Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GWLIF (Great-West Lifeco Inc) | 17.57% | 36.88% | 24.89% | 23.00% | 8.32% | 7.15% | NA | 6.60% |
Data as of 07/14/2025, AR inception is 01/05/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GWLIF (Great-West Lifeco Inc) | 01/05/2010 | 07/14/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.11 | 36.88 | 24.89 | 23.00 | 8.32 | 7.15 | NA | 6.60 | 17.57 | 5.58 | 50.89 | -18.28 | 37.15 | -4.43 | 33.68 | -21.90 | 11.75 | 7.78 | -10.98 | -1.69 | 25.72 | 21.86 | -24.38 | 2.00 |
Sharpe Ratio | NA | 1.29 | 0.83 | 0.87 | 0.26 | NA | NA | 0.22 | 1.04 | 0.09 | 2.69 | -0.78 | 2.11 | -0.09 | 1.58 | -1.07 | 0.69 | 0.30 | -0.48 | -0.13 | 1.58 | 0.99 | -0.89 | 0.08 |
Standard Deviation(%) | NA | 26.50 | 23.40 | 24.63 | 26.65 | NA | NA | 24.82 | 33.47 | 20.65 | 17.72 | 25.46 | 17.57 | 52.40 | 20.40 | 21.74 | 16.14 | 25.46 | 22.72 | 13.16 | 16.27 | 22.31 | 27.57 | 22.86 |
Draw Down(%) | NA | 18.52 | 18.52 | 33.52 | 47.32 | NA | NA | 47.32 | 18.52 | 17.40 | 12.34 | 33.52 | 9.31 | 47.32 | 18.14 | 30.82 | 14.75 | 18.35 | 23.14 | 13.46 | 7.75 | 24.45 | 35.96 | 23.27 |
Yield(%) | 0.00 | 5.73 | 6.92 | 8.65 | 4.77 | 4.26 | 2.96 | 3.94 | 2.66 | 4.96 | 6.62 | 5.00 | 6.26 | 5.14 | 7.99 | 4.99 | 4.29 | 3.23 | 3.59 | 3.62 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/14/2025, AR inception is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GWLIF (Great-West Lifeco Inc) |
-10.11%
Apr 2017 - Apr 2020 |
-7.39%
Apr 2015 - Apr 2020 |
-2.23%
Apr 2010 - Apr 2020 |
6.05%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GWLIF (Great-West Lifeco Inc) |
27.99%
May 2020 - May 2023 |
25.31%
Apr 2020 - Apr 2025 |
8.56%
Mar 2015 - Mar 2025 |
7.55%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart