Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXCDX (Great-West Lifetime 2025 II L) | NA | -6.42% | 3.78% | 1.80% | NA | NA | NA | 1.96% |
Data as of 04/22/2016, AR inception is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXCDX (Great-West Lifetime 2025 II L) | 04/07/2011 | 04/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.28 | -6.42 | 3.78 | 1.80 | NA | NA | NA | 1.96 | -1.95 | -14.37 | -2.83 | 2.07 | 4.09 | -7.00 |
| Sharpe Ratio | NA | -0.57 | -0.65 | -0.73 | NA | NA | NA | -0.72 | -1.53 | -0.50 | -2.29 | -1.76 | -1.37 | -1.45 |
| Standard Deviation(%) | NA | 65.85 | 38.77 | 31.39 | NA | NA | NA | 31.27 | 13.90 | 65.66 | 9.33 | 9.34 | 10.64 | 19.51 |
| Draw Down(%) | NA | 47.31 | 47.31 | 47.31 | NA | NA | NA | 47.31 | 7.06 | 43.31 | 8.13 | 6.90 | 7.73 | 16.88 |
| Yield(%) | 0.00 | 12.64 | 10.29 | 6.04 | 3.04 | 2.03 | 1.52 | 6.09 | 0.00 | 13.07 | 9.07 | 9.39 | 0.00 | 0.00 |
Data as of 04/22/2016, AR inception is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXCDX (Great-West Lifetime 2025 II L) |
3.38%
May 2011 - May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXCDX (Great-West Lifetime 2025 II L) |
9.20%
May 2012 - May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart