Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXTPX (GREAT-WEST MODERATELY CONSERVATIVE PROFILE I FUND INVESTOR CLASS) | NA | 5.71% | 3.53% | 5.81% | 0.73% | 2.86% | NA | 2.80% |
Data as of 07/14/2017, AR inception is 12/29/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXTPX (GREAT-WEST MODERATELY CONSERVATIVE PROFILE I FUND INVESTOR CLASS) | 12/29/1997 | 07/14/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.23 | 5.71 | 3.53 | 5.81 | 0.73 | 2.86 | NA | 2.80 | 2.94 | 7.41 | -0.46 | 5.74 | 8.33 | 3.81 | -2.67 | -4.31 | 19.23 | -20.98 | 0.35 | 2.92 | 0.92 | 9.65 | 16.48 | -5.35 | -0.61 | -0.21 | 8.38 | 9.70 | -0.98 |
| Sharpe Ratio | NA | 0.89 | 0.41 | 0.72 | 0.03 | NA | NA | 0.13 | 1.17 | 0.90 | -0.05 | 0.92 | 0.98 | 0.49 | -0.12 | -0.28 | 1.39 | -1.28 | -0.30 | -0.06 | -0.21 | 1.56 | 2.49 | -0.71 | -0.39 | -0.44 | 0.68 | 0.72 | -4.80 |
| Standard Deviation(%) | NA | 5.97 | 8.23 | 7.82 | 13.05 | NA | NA | 10.60 | 4.34 | 7.97 | 10.11 | 6.22 | 8.49 | 7.79 | 21.91 | 15.84 | 13.76 | 17.08 | 8.82 | 6.87 | 5.97 | 5.60 | 6.34 | 9.09 | 7.70 | 9.56 | 7.58 | 8.87 | 15.58 |
| Draw Down(%) | NA | 3.28 | 9.91 | 9.91 | 35.44 | NA | NA | 35.44 | 1.83 | 6.48 | 6.78 | 6.14 | 4.89 | 5.96 | 20.12 | 12.09 | 14.63 | 30.01 | 7.43 | 5.52 | 4.67 | 4.22 | 6.07 | 13.61 | 10.40 | 6.50 | 6.34 | 11.69 | 1.18 |
| Yield(%) | 0.00 | 2.80 | 7.71 | 6.37 | 3.08 | 3.52 | 3.50 | 3.68 | 0.00 | 3.92 | 14.77 | 6.84 | 4.71 | 0.00 | 0.00 | 1.61 | 2.23 | 2.76 | 2.49 | 2.64 | 2.51 | 2.62 | 2.57 | 2.71 | 5.88 | 4.24 | 7.02 | 4.01 | 1.30 |
Data as of 07/14/2017, AR inception is 12/29/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTPX (GREAT-WEST MODERATELY CONSERVATIVE PROFILE I FUND INVESTOR CLASS) |
-10.13%
Feb 2006 - Feb 2009 |
-4.24%
May 2007 - May 2012 |
-0.07%
Feb 1999 - Feb 2009 |
1.34%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTPX (GREAT-WEST MODERATELY CONSERVATIVE PROFILE I FUND INVESTOR CLASS) |
11.20%
Sep 2002 - Sep 2005 |
7.26%
Sep 2002 - Sep 2007 |
3.83%
Aug 1998 - Aug 2008 |
2.76%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart