Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXMYX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INSTITUTIONAL CLASS) | NA | -11.84% | -5.05% | 1.40% | NA | NA | NA | … | … |
Data as of 10/23/2020, Common starting date is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXMYX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INSTITUTIONAL CLASS) | 05/01/2015 | 10/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.79 | -11.84 | -5.05 | 1.40 | NA | NA | NA | … | … | -15.05 | 14.61 | -14.47 | 8.40 | 24.00 | -8.02 |
| Sharpe Ratio | NA | -0.26 | -0.20 | 0.03 | NA | NA | NA | … | … | -0.37 | 0.85 | -0.91 | 0.57 | 1.35 | -0.65 |
| Standard Deviation(%) | NA | 44.91 | 29.23 | 24.86 | NA | NA | NA | … | … | 49.57 | 15.46 | 17.43 | 13.66 | 17.53 | 18.02 |
| Draw Down(%) | NA | 45.81 | 48.94 | 48.94 | NA | NA | NA | … | … | 45.81 | 12.14 | 24.91 | 8.58 | 14.84 | 14.38 |
| Yield(%) | 0.00 | 0.93 | 5.34 | 6.07 | 3.07 | 2.05 | 1.53 | … | … | 0.37 | 1.55 | 8.02 | 11.92 | 1.27 | 7.89 |
Data as of 10/23/2020, Common starting date is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMYX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INSTITUTIONAL CLASS) |
-11.33%
Mar 2017 – Mar 2020 |
-1.07%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMYX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INSTITUTIONAL CLASS) |
13.92%
Sep 2015 – Sep 2018 |
1.79%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart