Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Great West Life & Annuity Insurance Co FUTUREFUNDS SERIES ACCOUNT B SHARES Strategic Asset Allocation - Equal Weight Moderate | NA | 22.89% | 3.58% | 6.74% | 6.07% | 6.66% | 5.03% | 3.78% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Great West Life & Annuity Insurance Co FUTUREFUNDS SERIES ACCOUNT B SHARES Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.82 | 22.89 | 3.58 | 6.74 | 6.07 | 6.66 | 5.03 | 3.78 | NA | 5.57 | 11.88 | -10.91 | 8.96 | 12.06 | 16.39 | -5.03 | 12.69 | 3.57 | 3.39 | 0.83 | 15.07 | 6.74 | -1.12 | 11.86 | 18.59 | -33.04 | 18.63 | 5.45 | 4.29 | 2.26 | 19.15 | -18.86 | -7.10 |
Sharpe Ratio | NA | 0.03 | -0.16 | 0.23 | 0.29 | NA | NA | 0.16 | 0.27 | -0.13 | 0.94 | -1.01 | 1.12 | 0.64 | 2.08 | -0.69 | 2.84 | 0.42 | 0.10 | 0.12 | 2.53 | 1.06 | -0.11 | 1.00 | 1.07 | -1.46 | 1.32 | 0.28 | 0.30 | 0.14 | 1.58 | -1.19 | -0.62 |
Standard Deviation(%) | NA | 7.84 | 9.62 | 11.70 | 14.07 | NA | NA | 13.19 | 2.30 | 7.96 | 8.09 | 12.22 | 7.99 | 18.50 | 7.21 | 9.18 | 4.25 | 8.10 | 32.86 | 6.88 | 5.93 | 6.32 | 10.05 | 11.80 | 17.24 | 23.25 | 11.84 | 7.75 | 7.03 | 9.43 | 11.72 | 16.74 | 15.24 |
Draw Down(%) | NA | 6.79 | 16.12 | 23.83 | 25.65 | NA | NA | 43.29 | 0.00 | 6.79 | 6.58 | 17.19 | 3.79 | 23.83 | 3.90 | 11.04 | 2.33 | 7.17 | 19.91 | 6.14 | 4.13 | 5.87 | 11.02 | 9.99 | 14.00 | 38.78 | 6.91 | 6.99 | 4.76 | 10.62 | 8.06 | 25.26 | 22.23 |
Yield(%) | NA | 3.04 | 3.36 | 3.17 | 4.75 | NA | NA | 2.45 | NA | 0.26 | 3.56 | 1.92 | 4.33 | 3.70 | 2.02 | 8.39 | 4.43 | 1.89 | 12.90 | 4.97 | 2.45 | 0.02 | 0.01 | 0.02 | 0.03 | 0.36 | 1.00 | 1.10 | 0.76 | 0.41 | 0.28 | 0.60 | 0.92 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Great West Life & Annuity Insurance Co FUTUREFUNDS SERIES ACCOUNT B SHARES Strategic Asset Allocation - Equal Weight Moderate |
-8.80%
Feb 2006 - Feb 2009 |
-4.39%
Feb 2004 - Feb 2009 |
1.26%
Dec 2001 - Dec 2011 |
1.95%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Great West Life & Annuity Insurance Co FUTUREFUNDS SERIES ACCOUNT B SHARES Strategic Asset Allocation - Equal Weight Moderate |
13.84%
Feb 2009 - Feb 2012 |
11.97%
Feb 2009 - Feb 2014 |
8.04%
Feb 2009 - Feb 2019 |
7.53%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart