Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXEPX (GREAT-WEST AGGRESSIVE PROFILE II FUND CLASS L) | NA | -24.05% | -4.38% | 1.52% | 5.46% | NA | NA | … | … |
Data as of 10/13/2021, Common starting date is 08/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXEPX (GREAT-WEST AGGRESSIVE PROFILE II FUND CLASS L) | 08/01/2011 | 10/13/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.05 | -4.38 | 1.52 | 5.46 | NA | NA | … | … | -32.93 | 11.54 | 27.24 | -11.75 | 17.52 | 7.64 | -0.68 | 8.70 | 26.55 | 13.99 | -7.24 |
| Sharpe Ratio | NA | -0.47 | -0.14 | 0.02 | 0.20 | NA | NA | … | … | -0.68 | 0.33 | 2.24 | -0.53 | 2.08 | 0.50 | -0.05 | 0.62 | 1.81 | 1.03 | -0.49 |
| Standard Deviation(%) | NA | 52.70 | 38.39 | 30.57 | 24.23 | NA | NA | … | … | 59.11 | 33.99 | 11.53 | 24.74 | 8.15 | 14.90 | 15.16 | 14.10 | 14.62 | 13.64 | 33.14 |
| Draw Down(%) | NA | 39.61 | 39.61 | 39.61 | 39.61 | NA | NA | … | … | 39.61 | 36.68 | 6.47 | 22.99 | 2.66 | 12.52 | 12.23 | 11.39 | 7.15 | 12.16 | 17.61 |
| Yield(%) | 0.00 | 1.57 | 5.24 | 6.03 | 7.24 | 4.41 | 3.30 | … | … | 1.40 | 2.42 | 9.64 | 7.16 | 4.82 | 3.13 | 8.60 | 9.03 | 9.51 | 0.00 | 0.00 |
Data as of 10/13/2021, Common starting date is 08/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXEPX (GREAT-WEST AGGRESSIVE PROFILE II FUND CLASS L) |
-9.55%
Jan 2018 – Jan 2021 |
0.55%
Mar 2015 – Mar 2020 |
6.01%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXEPX (GREAT-WEST AGGRESSIVE PROFILE II FUND CLASS L) |
16.78%
May 2012 – May 2015 |
11.86%
Nov 2012 – Nov 2017 |
6.01%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart