Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MXLOX (GREAT-WEST SECUREFOUNDATION LIFETIME 2050 FUND CLASS L) | NA | 7.18% | 4.45% | 7.07% | NA | NA | NA | 7.29% |
Data as of 10/07/2020, AR inception is 02/04/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXLOX (GREAT-WEST SECUREFOUNDATION LIFETIME 2050 FUND CLASS L) | 02/04/2011 | 10/07/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.45 | 7.18 | 4.45 | 7.07 | NA | NA | NA | 7.29 | -11.35 | 23.69 | -10.01 | 18.19 | 8.58 | -1.33 | 4.69 | 25.06 | 13.90 | -8.75 |
Sharpe Ratio | NA | -0.12 | -0.01 | 0.23 | NA | NA | NA | 0.31 | -0.41 | 2.07 | -0.75 | 2.37 | 0.54 | -0.09 | 0.42 | 2.12 | 1.09 | -0.39 |
Standard Deviation(%) | NA | 31.56 | 21.21 | 18.22 | NA | NA | NA | 17.10 | 35.81 | 10.75 | 15.19 | 7.44 | 15.59 | 14.37 | 11.09 | 11.79 | 12.83 | 25.05 |
Draw Down(%) | NA | 32.58 | 32.58 | 32.58 | NA | NA | NA | 32.58 | 32.58 | 6.33 | 18.04 | 2.30 | 10.90 | 12.83 | 8.57 | 6.73 | 11.39 | 21.93 |
Yield(%) | 0.00 | 12.73 | 10.75 | 8.95 | 6.74 | 4.50 | 3.37 | 7.49 | 9.41 | 11.27 | 12.06 | 5.24 | 2.56 | 3.99 | 3.59 | 7.28 | 0.00 | 0.00 |
Data as of 10/07/2020, AR inception is 02/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXLOX (GREAT-WEST SECUREFOUNDATION LIFETIME 2050 FUND CLASS L) |
-0.31%
Mar 2017 - Mar 2020 |
1.40%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXLOX (GREAT-WEST SECUREFOUNDATION LIFETIME 2050 FUND CLASS L) |
15.57%
May 2012 - May 2015 |
11.05%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart