Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXAJX (GREAT-WEST LIFETIME 2020 FUND CLASS L) | NA | -6.49% | -1.81% | 1.06% | NA | NA | NA | 2.77% |
Data as of 04/22/2022, AR inception is 05/05/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXAJX (GREAT-WEST LIFETIME 2020 FUND CLASS L) | 05/05/2016 | 04/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.17 | -6.49 | -1.81 | 1.06 | NA | NA | NA | 2.77 | -7.76 | -16.67 | 9.65 | 4.16 | -5.63 | 11.19 | 5.60 |
| Sharpe Ratio | NA | -0.86 | -0.14 | 0.02 | NA | NA | NA | 0.08 | -2.53 | -0.78 | 0.57 | 0.28 | -0.10 | 1.86 | 1.16 |
| Standard Deviation(%) | NA | 7.69 | 15.88 | 22.65 | NA | NA | NA | 20.92 | 9.29 | 21.48 | 16.42 | 9.65 | 67.65 | 5.69 | 7.19 |
| Draw Down(%) | NA | 10.83 | 20.77 | 32.52 | NA | NA | NA | 32.52 | 7.83 | 17.87 | 20.77 | 9.61 | 33.44 | 2.45 | 3.63 |
| Yield(%) | 0.00 | 4.22 | 4.90 | 4.79 | 2.70 | 1.80 | 1.35 | 5.39 | 0.00 | 4.41 | 3.60 | 6.92 | 5.00 | 3.89 | 1.18 |
Data as of 04/22/2022, AR inception is 05/05/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXAJX (GREAT-WEST LIFETIME 2020 FUND CLASS L) |
-0.38%
Jan 2018 - Jan 2021 |
1.87%
Feb 2017 - Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXAJX (GREAT-WEST LIFETIME 2020 FUND CLASS L) |
7.12%
Nov 2016 - Nov 2019 |
4.45%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart