Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXTMX (GREAT-WEST T. ROWE PRICE MID CAP GROWTH FUND CLASS L) | NA | -15.82% | -33.50% | -17.36% | -4.59% | NA | NA | -5.21% |
Data as of 04/22/2022, AR inception is 08/15/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXTMX (GREAT-WEST T. ROWE PRICE MID CAP GROWTH FUND CLASS L) | 08/15/2011 | 04/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.40 | -15.82 | -33.50 | -17.36 | -4.59 | NA | NA | -5.21 | -34.93 | -75.37 | 23.50 | 31.04 | -3.08 | 24.34 | 4.84 | 6.12 | 6.36 | 35.52 | 1.94 | -14.88 |
| Sharpe Ratio | NA | -0.43 | -0.38 | -0.26 | -0.10 | NA | NA | -0.10 | -1.42 | -0.52 | 0.70 | 2.30 | -0.24 | 2.92 | 0.32 | 0.43 | 0.17 | 2.91 | 0.11 | -0.77 |
| Standard Deviation(%) | NA | 37.33 | 88.38 | 69.15 | 51.17 | NA | NA | 50.26 | 53.47 | 145.43 | 33.36 | 12.91 | 18.02 | 8.16 | 14.19 | 14.30 | 37.68 | 12.18 | 17.81 | 44.59 |
| Draw Down(%) | NA | 36.10 | 78.94 | 78.94 | 78.94 | NA | NA | 78.94 | 36.10 | 76.56 | 35.97 | 6.93 | 19.26 | 3.11 | 14.11 | 10.17 | 25.00 | 4.78 | 12.39 | 20.53 |
| Yield(%) | 0.00 | 31.20 | 21.04 | 18.64 | 14.95 | 9.33 | 7.00 | 14.00 | 0.00 | 33.74 | 16.21 | 13.64 | 22.50 | 21.03 | 10.63 | 19.44 | 29.57 | 22.44 | 0.00 | 0.00 |
Data as of 04/22/2022, AR inception is 08/15/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTMX (GREAT-WEST T. ROWE PRICE MID CAP GROWTH FUND CLASS L) |
-31.53%
Feb 2019 - Feb 2022 |
-15.96%
Feb 2017 - Feb 2022 |
-4.11%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTMX (GREAT-WEST T. ROWE PRICE MID CAP GROWTH FUND CLASS L) |
16.45%
Dec 2016 - Dec 2019 |
15.38%
Dec 2015 - Dec 2020 |
0.56%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart