Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXTQX (GREAT-WEST T. ROWE PRICE EQUITY INCOME FUND CLASS L) | NA | 8.94% | 6.40% | 5.72% | NA | NA | NA | 8.75% |
Data as of 02/14/2020, AR inception is 08/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXTQX (GREAT-WEST T. ROWE PRICE EQUITY INCOME FUND CLASS L) | 08/01/2011 | 02/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.94 | 6.40 | 5.72 | NA | NA | NA | 8.75 | 0.00 | 18.22 | -10.22 | 16.02 | 16.83 | -7.21 | 7.28 | 29.18 | 11.66 | -5.32 |
| Sharpe Ratio | NA | 0.75 | 0.43 | 0.37 | NA | NA | NA | 0.53 | 0.00 | 1.53 | -0.70 | 2.07 | 1.13 | -0.46 | 0.70 | 2.68 | 0.89 | -0.36 |
| Standard Deviation(%) | NA | 10.10 | 12.14 | 13.26 | NA | NA | NA | 14.51 | NA | 10.99 | 16.56 | 7.48 | 14.69 | 15.58 | 10.39 | 10.85 | 13.19 | 34.20 |
| Draw Down(%) | NA | 6.50 | 19.93 | 19.93 | NA | NA | NA | 19.93 | 0.00 | 6.50 | 19.93 | 3.47 | 10.64 | 15.71 | 8.26 | 5.52 | 10.03 | 14.66 |
| Yield(%) | 0.00 | 9.24 | 10.75 | 9.10 | 8.59 | 5.73 | 4.30 | 10.74 | 0.00 | 9.99 | 12.37 | 12.14 | 7.89 | 9.60 | 16.69 | 14.18 | 0.00 | 0.00 |
Data as of 02/14/2020, AR inception is 08/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTQX (GREAT-WEST T. ROWE PRICE EQUITY INCOME FUND CLASS L) |
3.66%
Oct 2013 - Oct 2016 |
3.91%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXTQX (GREAT-WEST T. ROWE PRICE EQUITY INCOME FUND CLASS L) |
16.49%
Sep 2011 - Sep 2014 |
11.75%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart