Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXMLX (GREAT-WEST LIFETIME CONSERVATIVE 2045 FUND INVESTOR CLASS) | NA | 7.22% | 5.93% | 6.57% | 7.32% | NA | NA | 8.34% |
Data as of 08/19/2020, AR inception is 05/29/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXMLX (GREAT-WEST LIFETIME CONSERVATIVE 2045 FUND INVESTOR CLASS) | 05/29/2009 | 08/19/2020 |
| 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 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.43 | 7.22 | 5.93 | 6.57 | 7.32 | NA | NA | 8.34 | -2.04 | 11.95 | -20.45 | 10.81 | 3.07 | -16.07 | 3.80 | 9.99 | 8.22 | -6.44 | 13.89 | 19.30 |
| Sharpe Ratio | NA | -0.99 | -1.40 | -0.72 | -0.73 | NA | NA | -0.70 | -0.68 | -1.00 | -2.79 | -1.24 | -2.46 | -0.47 | -1.56 | -0.82 | -0.89 | -1.18 | -0.29 | 0.68 |
| Standard Deviation(%) | NA | 24.66 | 17.58 | 35.99 | 27.22 | NA | NA | 26.30 | 29.74 | 11.31 | 15.06 | 6.83 | 12.58 | 73.93 | 9.46 | 10.47 | 11.65 | 21.08 | 16.36 | 15.67 |
| Draw Down(%) | NA | 28.77 | 36.46 | 43.17 | 47.58 | NA | NA | 47.58 | 28.77 | 9.25 | 21.92 | 3.12 | 9.93 | 46.10 | 9.50 | 6.94 | 9.88 | 20.35 | 12.76 | 6.42 |
| Yield(%) | 0.00 | 9.00 | 8.17 | 8.21 | 7.28 | 5.80 | 4.35 | 7.91 | 0.34 | 10.16 | 9.78 | 6.38 | 9.15 | 9.77 | 8.16 | 8.33 | 0.00 | 0.00 | 0.00 | 1.30 |
Data as of 08/19/2020, AR inception is 05/29/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMLX (GREAT-WEST LIFETIME CONSERVATIVE 2045 FUND INVESTOR CLASS) |
1.14%
Mar 2017 - Mar 2020 |
2.51%
Mar 2015 - Mar 2020 |
4.87%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMLX (GREAT-WEST LIFETIME CONSERVATIVE 2045 FUND INVESTOR CLASS) |
12.74%
Dec 2011 - Dec 2014 |
11.80%
Jun 2009 - Jun 2014 |
8.63%
Jun 2009 - Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart