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 MAXIMUM VALUE PLAN B SHARES Tactical Asset Allocation Moderate | NA | 13.10% | 4.41% | 4.44% | 6.19% | 4.70% | NA | 4.58% |
Data as of 04/28/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Great West Life & Annuity Insurance Co MAXIMUM VALUE PLAN B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.86 | 13.10 | 4.41 | 4.44 | 6.19 | 4.70 | NA | 4.58 | 2.32 | 10.48 | -4.81 | 3.75 | 15.23 | 1.51 | -1.06 | 7.83 | 27.27 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 1.23 | 0.33 | 0.54 | 0.50 | NA | NA | 0.39 | 0.30 | 1.18 | -0.52 | 0.43 | 1.78 | 0.13 | -0.06 | 0.52 | 1.52 | 0.15 | 1.01 | 2.79 | 0.96 | 0.31 | 0.00 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.09 | 8.54 | 8.98 | 11.57 | NA | NA | 9.01 | 6.80 | 8.70 | 9.38 | 8.69 | 8.56 | 11.06 | 18.44 | 14.96 | 17.86 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.83 | 14.53 | 14.53 | 18.05 | NA | NA | 18.05 | 2.32 | 6.75 | 9.65 | 6.43 | 3.34 | 7.81 | 18.05 | 14.76 | 8.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.64 | 5.98 | 6.05 | 3.27 | NA | NA | 0.00 | 0.78 | 4.06 | 4.74 | 9.67 | 11.88 | 0.02 | 0.00 | 0.01 | 0.25 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 04/28/2017, 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 MAXIMUM VALUE PLAN B SHARES Tactical Asset Allocation Moderate |
0.81%
Apr 2010 - Apr 2013 |
0.64%
Apr 2011 - Apr 2016 |
3.92%
Sep 2001 - Sep 2011 |
3.76%
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 MAXIMUM VALUE PLAN B SHARES Tactical Asset Allocation Moderate |
14.99%
Apr 2008 - Apr 2011 |
9.98%
Apr 2006 - Apr 2011 |
6.31%
Feb 2005 - Feb 2015 |
4.78%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart