Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXBRX (GREAT-WEST LIFETIME 2050 FUND CLASS L) | NA | -8.42% | -1.89% | 2.04% | NA | NA | NA | 4.80% |
Data as of 04/22/2022, AR inception is 05/05/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXBRX (GREAT-WEST LIFETIME 2050 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 (%) | -1.83 | -8.42 | -1.89 | 2.04 | NA | NA | NA | 4.80 | -10.43 | -19.48 | 11.75 | 7.41 | -10.67 | 19.16 | 9.13 |
| Sharpe Ratio | NA | -0.60 | -0.09 | 0.04 | NA | NA | NA | 0.11 | -1.67 | -0.65 | 0.38 | 0.33 | -0.12 | 2.36 | 1.16 |
| Standard Deviation(%) | NA | 14.24 | 25.66 | 33.40 | NA | NA | NA | 30.88 | 18.24 | 30.10 | 30.56 | 18.08 | 96.78 | 7.90 | 11.92 |
| Draw Down(%) | NA | 16.22 | 33.50 | 47.36 | NA | NA | NA | 47.36 | 12.57 | 23.21 | 33.50 | 15.84 | 44.56 | 2.95 | 6.43 |
| Yield(%) | 0.00 | 6.00 | 6.99 | 6.72 | 3.93 | 2.62 | 1.96 | 7.86 | 0.00 | 6.54 | 5.19 | 10.05 | 6.50 | 4.72 | 1.44 |
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 |
|---|---|---|---|---|
| MXBRX (GREAT-WEST LIFETIME 2050 FUND CLASS L) |
-1.61%
Jan 2018 - Jan 2021 |
3.14%
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 |
|---|---|---|---|---|
| MXBRX (GREAT-WEST LIFETIME 2050 FUND CLASS L) |
10.50%
Jun 2016 - Jun 2019 |
7.17%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart