Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MXSTX (GREAT-WEST SECUREFOUNDATION LIFETIME 2045 FUND INVESTOR CLASS) | NA | -35.78% | -8.36% | -1.33% | 2.57% | NA | NA | 2.46% |
Data as of 11/09/2021, AR inception is 12/29/2009
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MXSTX (GREAT-WEST SECUREFOUNDATION LIFETIME 2045 FUND INVESTOR CLASS) | 12/29/2009 | 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 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -35.78 | -8.36 | -1.33 | 2.57 | NA | NA | 2.46 | -47.10 | 13.26 | 23.47 | -10.74 | 17.21 | 9.93 | -1.08 | 4.86 | 21.01 | 6.93 | -8.00 | 11.19 | -0.78 |
Sharpe Ratio | NA | -0.64 | -0.30 | -0.13 | 0.04 | NA | NA | 0.04 | -0.73 | 0.45 | 2.12 | -0.80 | 2.31 | 0.69 | -0.05 | 0.43 | 1.74 | 0.51 | -0.34 | 0.59 | -13.57 |
Standard Deviation(%) | NA | 66.98 | 42.59 | 33.69 | 26.41 | NA | NA | 25.67 | 72.28 | 29.15 | 10.40 | 15.00 | 7.22 | 14.03 | 24.39 | 11.40 | 12.06 | 13.54 | 23.92 | 18.81 | 4.62 |
Draw Down(%) | NA | 48.97 | 48.97 | 48.97 | 48.97 | NA | NA | 48.97 | 48.97 | 31.75 | 6.02 | 17.46 | 2.95 | 10.80 | 21.95 | 8.81 | 6.55 | 11.14 | 22.20 | 15.10 | 0.78 |
Yield(%) | 0.00 | 13.88 | 13.03 | 11.61 | 8.90 | 6.02 | 4.52 | 8.21 | 12.84 | 10.10 | 12.56 | 12.36 | 5.99 | 4.63 | 7.09 | 4.53 | 6.59 | 0.00 | 0.00 | 0.00 | 1.47 |
Data as of 11/09/2021, AR inception is 12/29/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXSTX (GREAT-WEST SECUREFOUNDATION LIFETIME 2045 FUND INVESTOR CLASS) |
-13.39%
Jan 2018 - Jan 2021 |
-2.40%
Mar 2016 - Mar 2021 |
0.51%
Feb 2011 - Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MXSTX (GREAT-WEST SECUREFOUNDATION LIFETIME 2045 FUND INVESTOR CLASS) |
14.17%
May 2012 - May 2015 |
10.19%
Nov 2012 - Nov 2017 |
7.71%
Aug 2010 - Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart