Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXVPX (GREAT-WEST CONSERVATIVE PROFILE I FUND INVESTOR CLASS) | NA | 3.49% | 2.56% | 4.26% | 0.58% | 2.42% | NA | 2.85% |
Data as of 07/14/2017, AR inception is 12/29/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXVPX (GREAT-WEST 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 (%) | -1.47 | 3.49 | 2.56 | 4.26 | 0.58 | 2.42 | NA | 2.85 | 1.00 | 7.04 | -0.83 | 4.94 | 4.78 | 4.00 | -1.43 | -8.87 | 18.12 | -15.53 | 1.35 | 3.97 | 1.89 | 6.91 | 11.33 | -0.72 | 2.96 | 5.44 | 4.84 | 8.20 | -0.74 |
| Sharpe Ratio | NA | 0.55 | 0.36 | 0.64 | 0.02 | NA | NA | 0.16 | 0.34 | 1.01 | -0.13 | 0.72 | 0.60 | 0.69 | -0.06 | -0.53 | 1.88 | -1.43 | -0.28 | 0.18 | -0.08 | 1.75 | 2.74 | -0.35 | 0.13 | 0.25 | 0.30 | 1.07 | -5.04 |
| Standard Deviation(%) | NA | 5.64 | 6.71 | 6.52 | 11.69 | NA | NA | 8.93 | 4.09 | 6.71 | 6.42 | 6.82 | 7.96 | 5.74 | 24.28 | 16.90 | 9.56 | 11.46 | 5.93 | 4.00 | 3.37 | 3.41 | 3.88 | 5.26 | 4.78 | 5.35 | 5.39 | 4.58 | 12.77 |
| Draw Down(%) | NA | 3.19 | 9.03 | 9.03 | 25.80 | NA | NA | 25.80 | 1.94 | 4.77 | 5.38 | 4.41 | 4.27 | 4.17 | 20.20 | 14.44 | 10.56 | 23.19 | 4.31 | 2.85 | 2.29 | 3.44 | 3.02 | 6.84 | 4.30 | 2.90 | 3.91 | 5.11 | 0.93 |
| Yield(%) | 0.00 | 2.70 | 5.11 | 4.60 | 2.74 | 3.25 | 3.58 | 3.77 | 0.00 | 3.89 | 7.10 | 5.99 | 5.77 | 0.00 | 0.00 | 2.14 | 3.16 | 3.69 | 3.04 | 3.15 | 3.28 | 3.02 | 3.32 | 3.62 | 7.53 | 5.27 | 6.61 | 6.06 | 1.41 |
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 |
|---|---|---|---|---|
| MXVPX (GREAT-WEST CONSERVATIVE PROFILE I FUND INVESTOR CLASS) |
-6.23%
Feb 2006 - Feb 2009 |
-3.13%
May 2007 - May 2012 |
0.22%
Jan 2006 - Jan 2016 |
1.55%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXVPX (GREAT-WEST CONSERVATIVE PROFILE I FUND INVESTOR CLASS) |
7.97%
Sep 2002 - Sep 2005 |
6.00%
Sep 2002 - Sep 2007 |
4.29%
Jan 1998 - Jan 2008 |
2.56%
Aug 1999 - Aug 2014 |
Annualized Rolling Returns Comparison Chart