Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/22/2016.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
MXJLX (Great-West Lifetime 2035 II T1) | 10.27% | NA | -6.54% | 5.66% | 3.90% | NA | NA | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXJLX (Great-West Lifetime 2035 II T1) | 05/04/2009 | 04/22/2016 |
The return data shown below all have the same latest date: 04/22/2016.
AR inception is since 05/04/2009.
AR inception is since 05/04/2009.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -3.15 | -6.54 | 5.66 | 3.90 | NA | NA | NA | 10.27 | -1.18 | -10.39 | 1.13 | 13.48 | 9.12 | -6.27 | 14.07 | 23.62 |
Sharpe Ratio | NA | -0.41 | -0.42 | -0.49 | NA | NA | NA | -0.39 | -1.18 | -0.36 | -1.75 | -0.52 | -0.82 | -1.13 | -0.27 | 0.93 |
Standard Deviation(%) | NA | 80.05 | 46.94 | 38.04 | NA | NA | NA | 33.35 | 16.03 | 79.93 | 9.91 | 9.73 | 11.67 | 21.89 | 17.03 | 17.48 |
Draw Down(%) | NA | 47.89 | 48.56 | 48.56 | NA | NA | NA | 48.56 | 9.70 | 47.89 | 8.94 | 6.80 | 10.06 | 20.83 | 13.26 | 6.78 |
Yield(%) | 0.00 | 8.25 | 7.11 | 4.38 | 3.32 | 2.21 | 1.66 | 5.53 | 0.00 | 8.62 | 6.03 | 5.67 | 0.00 | 0.00 | 0.00 | 0.96 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXJLX (Great-West Lifetime 2035 II T1) |
4.33%
Jan 2013 - Jan 2016 |
3.48%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXJLX (Great-West Lifetime 2035 II T1) |
13.22%
May 2012 - May 2015 |
12.37%
Jun 2009 - Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart