Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXOPX (GREAT-WEST MODERATE PROFILE I FUND INVESTOR CLASS) | NA | 6.93% | 4.10% | 6.37% | 0.54% | 3.19% | NA | 3.06% |
Data as of 07/14/2017, AR inception is 12/29/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXOPX (GREAT-WEST MODERATE PROFILE I FUND INVESTOR CLASS) | 12/29/1997 | 07/14/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.00 | 6.93 | 4.10 | 6.37 | 0.54 | 3.19 | NA | 3.06 | 2.59 | 9.18 | -0.34 | 6.51 | 7.90 | 3.04 | -3.68 | 1.93 | 21.32 | -27.26 | 0.19 | 4.12 | 1.75 | 13.02 | 18.40 | -8.49 | -2.83 | -1.71 | 16.48 | 11.39 | -3.88 |
| Sharpe Ratio | NA | 0.97 | 0.38 | 0.62 | 0.02 | NA | NA | 0.13 | 0.72 | 0.95 | -0.04 | 0.54 | 0.68 | 0.29 | -0.19 | 0.13 | 1.19 | -1.22 | -0.25 | 0.10 | -0.06 | 1.74 | 2.07 | -0.78 | -0.48 | -0.41 | 1.38 | 0.65 | -2.10 |
| Standard Deviation(%) | NA | 6.77 | 10.27 | 9.98 | 14.51 | NA | NA | 12.60 | 6.10 | 9.38 | 9.46 | 11.95 | 11.50 | 10.43 | 19.26 | 14.39 | 17.78 | 22.96 | 11.27 | 8.34 | 6.67 | 6.95 | 8.57 | 12.27 | 10.82 | 14.26 | 9.58 | 12.51 | 49.08 |
| Draw Down(%) | NA | 3.37 | 14.02 | 14.02 | 44.03 | NA | NA | 44.03 | 2.58 | 8.02 | 8.22 | 8.03 | 6.21 | 7.66 | 18.24 | 9.51 | 18.42 | 37.06 | 9.22 | 6.77 | 4.04 | 5.27 | 8.57 | 18.19 | 14.91 | 10.29 | 7.32 | 17.54 | 4.08 |
| Yield(%) | 0.00 | 4.77 | 8.42 | 7.07 | 3.12 | 3.68 | 3.68 | 3.87 | 0.00 | 5.92 | 12.76 | 9.71 | 6.00 | 0.00 | 0.00 | 1.31 | 1.79 | 2.30 | 2.20 | 2.66 | 2.17 | 2.33 | 1.90 | 2.11 | 5.65 | 5.72 | 9.17 | 2.66 | 0.89 |
Data as of 07/14/2017, AR inception is 12/29/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXOPX (GREAT-WEST MODERATE PROFILE I FUND INVESTOR CLASS) |
-13.33%
Feb 2006 - Feb 2009 |
-5.81%
Feb 2004 - Feb 2009 |
-0.51%
Feb 1999 - Feb 2009 |
1.19%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXOPX (GREAT-WEST MODERATE PROFILE I FUND INVESTOR CLASS) |
13.53%
Mar 2003 - Mar 2006 |
8.76%
Sep 2002 - Sep 2007 |
4.85%
Aug 1998 - Aug 2008 |
3.03%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart