Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXSPX (GREAT-WEST SECUREFOUNDATION LIFETIME 2020 FUND SERVICE CLASS) | NA | -25.80% | -3.66% | 0.22% | 3.18% | NA | NA | 2.95% |
Data as of 11/09/2021, AR inception is 02/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXSPX (GREAT-WEST SECUREFOUNDATION LIFETIME 2020 FUND SERVICE CLASS) | 02/01/2011 | 11/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.80 | -3.66 | 0.22 | 3.18 | NA | NA | 2.95 | -37.25 | 11.11 | 17.40 | -7.55 | 13.34 | 6.08 | -0.65 | 6.17 | 13.32 | 9.66 | -1.70 |
| Sharpe Ratio | NA | -0.78 | -0.29 | -0.11 | 0.08 | NA | NA | 0.07 | -0.89 | 0.60 | 2.61 | -0.28 | 2.89 | 0.71 | -0.08 | 0.85 | 1.78 | 0.84 | -0.12 |
| Standard Deviation(%) | NA | 43.93 | 27.64 | 25.78 | 19.30 | NA | NA | 19.03 | 47.41 | 18.06 | 6.13 | 32.16 | 4.42 | 8.24 | 8.39 | 7.27 | 7.46 | 11.60 | 15.10 |
| Draw Down(%) | NA | 37.88 | 37.88 | 37.88 | 37.88 | NA | NA | 37.88 | 37.88 | 20.75 | 3.26 | 24.33 | 1.52 | 5.94 | 7.42 | 4.98 | 4.86 | 6.26 | 12.80 |
| Yield(%) | 0.00 | 13.94 | 10.75 | 8.65 | 6.70 | 4.37 | 3.28 | 6.55 | 12.00 | 6.43 | 8.53 | 9.48 | 4.20 | 2.14 | 3.64 | 4.11 | 4.80 | 0.00 | 0.00 |
Data as of 11/09/2021, AR inception is 02/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSPX (GREAT-WEST SECUREFOUNDATION LIFETIME 2020 FUND SERVICE CLASS) |
-6.90%
Jan 2018 - Jan 2021 |
-0.49%
Mar 2016 - Mar 2021 |
2.24%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSPX (GREAT-WEST SECUREFOUNDATION LIFETIME 2020 FUND SERVICE CLASS) |
10.18%
Sep 2011 - Sep 2014 |
8.02%
Dec 2015 - Dec 2020 |
3.43%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart