Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXVJX (GREAT-WEST S&P 500 INDEX FUND CLASS L) | NA | 4.05% | -1.87% | 3.53% | 7.76% | NA | NA | 8.21% |
Data as of 04/22/2022, AR inception is 08/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXVJX (GREAT-WEST S&P 500 INDEX FUND CLASS L) | 08/01/2011 | 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 (%) | -2.75 | 4.05 | -1.87 | 3.53 | 7.76 | NA | NA | 8.21 | -10.24 | -24.41 | 16.57 | 30.96 | -5.70 | 20.95 | 10.97 | 0.51 | 13.24 | 30.69 | 10.82 | -4.42 |
| Sharpe Ratio | NA | 0.26 | -0.06 | 0.10 | 0.32 | NA | NA | 0.32 | -1.45 | -0.50 | 0.47 | 2.36 | -0.37 | 3.01 | 0.84 | 0.03 | 1.16 | 2.76 | 0.83 | -0.30 |
| Standard Deviation(%) | NA | 15.07 | 35.63 | 29.14 | 22.51 | NA | NA | 22.81 | 20.71 | 49.00 | 34.75 | 12.50 | 18.79 | 6.78 | 12.83 | 15.86 | 11.38 | 11.10 | 13.14 | 33.83 |
| Draw Down(%) | NA | 12.92 | 37.53 | 37.53 | 37.53 | NA | NA | 37.53 | 12.92 | 37.47 | 33.84 | 6.69 | 19.53 | 2.71 | 10.40 | 12.16 | 7.34 | 5.69 | 9.65 | 14.36 |
| Yield(%) | 0.00 | 7.29 | 9.28 | 9.23 | 9.02 | 6.27 | 4.71 | 9.41 | 0.00 | 8.11 | 11.20 | 8.60 | 11.22 | 3.85 | 3.24 | 3.95 | 3.82 | 3.69 | 0.00 | 0.00 |
Data as of 04/22/2022, 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 |
|---|---|---|---|---|
| MXVJX (GREAT-WEST S&P 500 INDEX FUND CLASS L) |
-4.52%
Jan 2018 - Jan 2021 |
4.12%
Feb 2017 - Feb 2022 |
8.03%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXVJX (GREAT-WEST S&P 500 INDEX FUND CLASS L) |
18.27%
Sep 2011 - Sep 2014 |
14.83%
Dec 2012 - Dec 2017 |
9.88%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart