Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXSVX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INVESTOR CLASS) | NA | -11.85% | -5.26% | 1.13% | 4.95% | NA | NA | … | … |
Data as of 10/23/2020, Common starting date is 06/20/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXSVX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INVESTOR CLASS) | 06/20/2008 | 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.34 | -11.85 | -5.26 | 1.13 | 4.95 | NA | NA | … | … | -15.23 | 17.22 | -14.84 | 7.50 | 24.20 | -7.11 | 8.70 | 35.41 | 9.64 | -12.75 | 30.89 | 20.88 | -27.47 |
| Sharpe Ratio | NA | -0.26 | -0.21 | 0.02 | 0.20 | NA | NA | … | … | -0.38 | 1.05 | -0.86 | 0.50 | 1.34 | -0.35 | 0.55 | 2.32 | 0.54 | -0.37 | 1.17 | 0.56 | -0.77 |
| Standard Deviation(%) | NA | 44.84 | 29.46 | 25.06 | 23.47 | NA | NA | … | … | 49.50 | 15.02 | 18.83 | 13.72 | 17.77 | 20.18 | 15.84 | 15.27 | 17.90 | 34.14 | 26.22 | 37.27 | 59.44 |
| Draw Down(%) | NA | 45.87 | 49.20 | 49.20 | 49.20 | NA | NA | … | … | 45.87 | 10.75 | 24.98 | 8.72 | 14.88 | 19.21 | 11.13 | 6.69 | 11.17 | 28.45 | 21.86 | 35.09 | 47.21 |
| Yield(%) | 0.00 | 0.14 | 4.07 | 4.82 | 7.07 | 4.91 | 3.68 | … | … | 0.13 | 0.52 | 6.31 | 9.78 | 0.24 | 7.33 | 16.81 | 21.79 | 0.00 | 0.00 | 0.00 | 1.05 | 0.53 |
Data as of 10/23/2020, Common starting date is 06/20/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSVX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INVESTOR CLASS) |
-11.62%
Mar 2017 – Mar 2020 |
-5.01%
Mar 2015 – Mar 2020 |
2.80%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXSVX (GREAT-WEST INVESCO SMALL CAP VALUE FUND INVESTOR CLASS) |
25.77%
Feb 2009 – Feb 2012 |
22.84%
Feb 2009 – Feb 2014 |
13.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart