Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2016.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
MXLWX (Great-West Lifetime 2015 II T1) | 0.36% | NA | -9.54% | -2.90% | -1.04% | NA | NA | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXLWX (Great-West Lifetime 2015 II T1) | 04/22/2010 | 04/25/2016 |
The return data shown below all have the same latest date: 04/25/2016.
AR inception is since 04/22/2010.
AR inception is since 04/22/2010.
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 (%) | -1.92 | -9.54 | -2.90 | -1.04 | NA | NA | NA | 0.36 | 0.79 | -7.43 | 0.15 | 0.51 | 5.99 | -1.68 | 4.39 |
Sharpe Ratio | NA | -0.12 | -0.04 | -0.02 | NA | NA | NA | 0.01 | 0.26 | -0.13 | 0.02 | 0.07 | 0.65 | -0.14 | 0.57 |
Standard Deviation(%) | NA | 79.87 | 79.37 | 61.84 | NA | NA | NA | 26.76 | 9.12 | 56.86 | 6.40 | 6.79 | 9.14 | 12.18 | 11.02 |
Draw Down(%) | NA | 36.72 | 38.12 | 38.12 | NA | NA | NA | 38.12 | 5.28 | 36.72 | 5.25 | 6.38 | 5.11 | 12.15 | 8.35 |
Yield(%) | 0.00 | 6.26 | 6.01 | 3.74 | 2.01 | 1.34 | 1.01 | 3.35 | 0.00 | 6.46 | 5.88 | 6.17 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXLWX (Great-West Lifetime 2015 II T1) |
-3.38%
Jan 2013 - Jan 2016 |
-1.35%
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 |
---|---|---|---|---|
MXLWX (Great-West Lifetime 2015 II T1) |
5.53%
May 2010 - May 2013 |
3.47%
Jun 2010 - Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart