Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GWLOF (Great-West Lifeco Inc. PFD 1ST F 5.9%) | NA | 0.05% | 2.44% | 0.81% | -2.13% | NA | NA | … | … |
Data as of 12/31/2021, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWLOF (Great-West Lifeco Inc. PFD 1ST F 5.9%) | 01/06/2010 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.05 | 2.44 | 0.81 | -2.13 | NA | NA | … | … | -1.37 | 1.65 | 5.71 | -10.46 | 8.44 | 1.55 | -15.26 | -6.62 | -8.18 | 4.65 | -3.58 | 9.04 |
| Sharpe Ratio | NA | -0.02 | 0.03 | 0.00 | -0.11 | NA | NA | … | … | -0.02 | 0.04 | 0.73 | -1.29 | 0.95 | 0.10 | -1.60 | -0.59 | -0.93 | 0.72 | -0.45 | 0.79 |
| Standard Deviation(%) | NA | 70.65 | 42.11 | 32.63 | 23.97 | NA | NA | … | … | 70.65 | 31.85 | 5.91 | 9.10 | 8.23 | 13.98 | 9.56 | 11.19 | 8.86 | 6.47 | 7.97 | 11.46 |
| Draw Down(%) | NA | 40.03 | 40.03 | 40.03 | 50.31 | NA | NA | … | … | 40.03 | 28.98 | 2.43 | 14.67 | 4.28 | 6.88 | 15.40 | 12.79 | 9.13 | 3.58 | 8.59 | 8.57 |
| Yield(%) | 0.00 | 4.49 | 5.63 | 5.65 | 4.83 | 4.12 | 3.09 | … | … | 4.49 | 5.71 | 6.03 | 5.50 | 5.95 | 5.89 | 5.27 | 5.64 | 5.53 | 5.99 | 5.89 | 4.54 |
Data as of 12/31/2021, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWLOF (Great-West Lifeco Inc. PFD 1ST F 5.9%) |
-12.13%
Jan 2013 – Jan 2016 |
-7.58%
Jan 2011 – Jan 2016 |
-5.18%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWLOF (Great-West Lifeco Inc. PFD 1ST F 5.9%) |
3.91%
May 2010 – May 2013 |
3.41%
Mar 2016 – Mar 2021 |
-1.49%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart