Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXBFX (GREAT-WEST LIFETIME 2040 FUND CLASS L) | NA | -7.84% | -3.08% | 1.39% | NA | NA | NA | 4.02% |
Data as of 04/22/2022, AR inception is 05/05/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXBFX (GREAT-WEST LIFETIME 2040 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 (%) | -1.73 | -7.84 | -3.08 | 1.39 | NA | NA | NA | 4.02 | -9.98 | -22.19 | 11.47 | 6.59 | -9.80 | 17.35 | 9.37 |
| Sharpe Ratio | NA | -0.62 | -0.14 | 0.03 | NA | NA | NA | 0.11 | -1.79 | -0.69 | 0.40 | 0.31 | -0.12 | 1.81 | 1.25 |
| Standard Deviation(%) | NA | 12.80 | 25.53 | 26.82 | NA | NA | NA | 24.90 | 16.40 | 32.28 | 28.40 | 16.72 | 91.66 | 9.30 | 11.39 |
| Draw Down(%) | NA | 14.94 | 31.62 | 37.00 | NA | NA | NA | 37.00 | 11.51 | 25.45 | 31.62 | 15.61 | 36.07 | 4.55 | 6.14 |
| Yield(%) | 0.00 | 5.83 | 6.90 | 7.12 | 4.17 | 2.78 | 2.08 | 8.33 | 0.00 | 6.30 | 5.15 | 11.06 | 6.34 | 7.06 | 1.89 |
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 |
|---|---|---|---|---|
| MXBFX (GREAT-WEST LIFETIME 2040 FUND CLASS L) |
-2.36%
Jan 2018 - Jan 2021 |
2.41%
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 |
|---|---|---|---|---|
| MXBFX (GREAT-WEST LIFETIME 2040 FUND CLASS L) |
10.51%
Jun 2016 - Jun 2019 |
6.21%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart