Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXSIX (GREAT-WEST STOCK INDEX FUND INVESTOR CLASS) | NA | 6.99% | 6.00% | 10.06% | 3.02% | 3.87% | 2.08% | … | … |
Data as of 07/14/2017, Common starting date is 03/27/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXSIX (GREAT-WEST STOCK INDEX FUND INVESTOR CLASS) | 03/27/1991 | 07/14/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.32 | 6.99 | 6.00 | 10.06 | 3.02 | 3.87 | 2.08 | … | … | 2.62 | 11.69 | 0.56 | 10.94 | 22.53 | 11.00 | -0.44 | 13.83 | 26.76 | -39.21 | -2.13 | 7.18 | -2.51 | 0.07 | 17.82 | -21.96 | -12.98 | -14.64 | 13.66 | 22.54 | 26.19 | 21.25 | 31.19 | 0.90 | 9.86 | -2.20 | 4.76 |
| Sharpe Ratio | NA | 0.62 | 0.43 | 0.75 | 0.13 | NA | NA | … | … | 0.38 | 0.88 | 0.03 | 0.95 | 1.79 | 0.83 | -0.02 | 0.76 | 0.98 | -0.95 | -0.30 | 0.32 | -0.37 | -0.06 | 0.93 | -0.76 | -0.71 | -0.78 | 0.54 | 0.93 | 1.09 | 1.42 | 3.19 | -0.19 | 0.91 | -0.40 | 0.25 |
| Standard Deviation(%) | NA | 10.60 | 13.69 | 13.10 | 21.51 | NA | NA | … | … | 11.70 | 13.03 | 15.75 | 11.48 | 12.58 | 13.31 | 24.24 | 18.17 | 27.08 | 42.10 | 17.67 | 11.99 | 12.79 | 14.63 | 18.34 | 30.53 | 21.95 | 24.11 | 19.04 | 20.56 | 20.54 | 12.31 | 8.52 | 11.55 | 8.43 | 11.73 | 9.90 |
| Draw Down(%) | NA | 6.65 | 13.62 | 13.62 | 59.49 | NA | NA | … | … | 6.65 | 10.40 | 12.01 | 8.34 | 6.44 | 9.76 | 20.13 | 16.42 | 27.20 | 48.71 | 12.95 | 7.95 | 8.17 | 9.70 | 13.77 | 33.08 | 30.02 | 22.47 | 11.94 | 19.76 | 10.59 | 7.86 | 2.73 | 8.28 | 4.79 | 8.65 | 4.67 |
| Yield(%) | 0.00 | 8.27 | 7.62 | 6.20 | 2.76 | 3.07 | 2.40 | … | … | 0.00 | 9.74 | 5.78 | 9.48 | 0.00 | 0.00 | 0.00 | 0.00 | 1.82 | 1.45 | 1.39 | 1.38 | 1.27 | 1.46 | 1.30 | 7.70 | 5.57 | 2.76 | 0.75 | 0.96 | 1.54 | 1.70 | 2.30 | 2.25 | 2.21 | 2.52 | 3.63 |
Data as of 07/14/2017, Common starting date is 03/27/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSIX (GREAT-WEST STOCK INDEX FUND INVESTOR CLASS) |
-20.26%
Feb 2006 – Feb 2009 |
-13.18%
Feb 2004 – Feb 2009 |
-8.82%
Feb 1999 – Feb 2009 |
-1.08%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSIX (GREAT-WEST STOCK INDEX FUND INVESTOR CLASS) |
28.53%
Jul 1994 – Jul 1997 |
23.34%
Jun 1994 – Jun 1999 |
9.78%
Apr 1991 – Apr 2001 |
5.81%
Nov 1991 – Nov 2006 |
Annualized Rolling Returns Comparison Chart