Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MXLVX (Great-West Lifetime 2015 II T) | NA | -9.59% | -2.92% | -1.01% | NA | NA | NA | 0.38% |
Data as of 04/25/2016, AR inception is 04/22/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXLVX (Great-West Lifetime 2015 II T) | 04/22/2010 | 04/25/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.99 | -9.59 | -2.92 | -1.01 | NA | NA | NA | 0.38 | 0.79 | -7.42 | 0.07 | 0.59 | 6.06 | -1.68 | 4.47 |
Sharpe Ratio | NA | -0.15 | -0.05 | -0.01 | NA | NA | NA | 0.01 | 0.26 | -0.15 | 0.01 | 0.08 | 0.66 | -0.14 | 0.57 |
Standard Deviation(%) | NA | 66.80 | 56.10 | 122.06 | NA | NA | NA | 23.97 | 9.14 | 51.05 | 6.43 | 6.81 | 9.13 | 12.15 | 11.09 |
Draw Down(%) | NA | 34.04 | 35.49 | 35.49 | NA | NA | NA | 35.49 | 5.27 | 34.04 | 5.31 | 6.37 | 5.10 | 12.14 | 8.27 |
Yield(%) | 0.00 | 6.37 | 5.54 | 3.45 | 1.86 | 1.24 | 0.93 | 3.10 | 0.00 | 6.57 | 5.97 | 4.50 | 0.00 | 0.00 | 0.00 |
Data as of 04/25/2016, AR inception is 04/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXLVX (Great-West Lifetime 2015 II T) |
-3.40%
Jan 2013 - Jan 2016 |
-1.33%
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 |
---|---|---|---|---|
MXLVX (Great-West Lifetime 2015 II T) |
5.60%
May 2010 - May 2013 |
3.49%
Jun 2010 - Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart