Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MXDSX (GREAT-WEST SECUREFOUNDATION LIFETIME 2040 FUND INVESTOR CLASS) | NA | -31.15% | -6.05% | 0.15% | 4.27% | NA | NA | 3.54% |
Data as of 11/09/2021, AR inception is 02/01/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXDSX (GREAT-WEST SECUREFOUNDATION LIFETIME 2040 FUND INVESTOR CLASS) | 02/01/2011 | 11/09/2021 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -31.15 | -6.05 | 0.15 | 4.27 | NA | NA | 3.54 | -59.74 | 13.32 | 22.38 | -8.70 | 17.09 | 7.82 | -1.54 | 5.88 | 23.88 | 14.01 | -6.50 |
Sharpe Ratio | NA | -0.76 | -0.44 | -0.24 | -0.03 | NA | NA | -0.05 | -0.81 | 0.49 | 2.21 | -0.25 | 2.45 | 0.58 | -0.12 | 0.55 | 1.95 | 1.13 | -0.29 |
Standard Deviation(%) | NA | 74.56 | 45.99 | 40.01 | 29.70 | NA | NA | 29.35 | 80.49 | 26.54 | 9.48 | 40.77 | 6.74 | 12.99 | 13.42 | 10.71 | 12.25 | 12.48 | 24.22 |
Draw Down(%) | NA | 61.06 | 61.06 | 61.06 | 61.06 | NA | NA | 61.06 | 61.06 | 29.15 | 5.49 | 29.37 | 2.05 | 10.26 | 12.03 | 8.29 | 6.38 | 10.80 | 21.29 |
Yield(%) | 0.00 | 45.46 | 22.60 | 17.26 | 13.26 | 8.24 | 6.18 | 12.36 | 42.28 | 10.60 | 10.79 | 12.45 | 5.06 | 2.36 | 3.84 | 3.93 | 8.47 | 0.00 | 0.00 |
Data as of 11/09/2021, AR inception is 02/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXDSX (GREAT-WEST SECUREFOUNDATION LIFETIME 2040 FUND INVESTOR CLASS) |
-10.92%
Jan 2018 - Jan 2021 |
-0.96%
Mar 2016 - Mar 2021 |
2.49%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXDSX (GREAT-WEST SECUREFOUNDATION LIFETIME 2040 FUND INVESTOR CLASS) |
15.29%
Sep 2011 - Sep 2014 |
10.64%
Nov 2012 - Nov 2017 |
4.54%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart