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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.46% | 4.37% | 7.46% | 4.50% | 3.60% | 3.19% | 2.98% |
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 MAXIMUM VALUE PLAN 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 (%) | -0.52 | 21.46 | 4.37 | 7.46 | 4.50 | 3.60 | 3.19 | 2.98 | NA | 5.73 | 10.79 | -6.16 | 15.45 | 5.36 | 11.02 | -9.58 | 7.28 | 7.17 | -3.46 | -8.92 | 16.76 | 6.15 | -5.57 | 3.92 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.03 | -0.07 | 0.27 | 0.22 | NA | NA | 0.16 | 0.09 | -0.09 | 0.72 | -0.61 | 1.55 | 0.23 | 1.14 | -0.92 | 1.24 | 0.83 | -0.36 | -0.66 | 2.03 | 0.64 | -0.33 | 0.34 | 0.02 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 9.16 | 10.34 | 13.41 | 11.39 | NA | NA | 9.25 | 4.22 | 9.22 | 9.06 | 12.41 | 9.97 | 21.87 | 8.47 | 11.79 | 5.36 | 8.39 | 9.58 | 13.47 | 8.26 | 9.57 | 16.85 | 11.30 | 0.00 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 7.43 | 11.65 | 26.47 | 27.75 | NA | NA | 27.75 | 0.24 | 7.43 | 7.61 | 11.65 | 4.98 | 26.47 | 5.95 | 15.21 | 3.32 | 8.02 | 8.69 | 14.12 | 4.22 | 8.06 | 17.28 | 10.21 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.21 | 3.38 | 3.17 | 4.05 | NA | NA | 2.91 | NA | 0.30 | 3.63 | 2.43 | 4.00 | 2.32 | 3.47 | 4.45 | 4.51 | 3.03 | 4.57 | 7.83 | 11.71 | 0.02 | 0.01 | 0.04 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 MAXIMUM VALUE PLAN B SHARES Strategic Asset Allocation - Equal Weight Moderate |
-4.68%
Mar 2017 - Mar 2020 |
-2.20%
Mar 2015 - Mar 2020 |
0.04%
Mar 2010 - Mar 2020 |
0.63%
Mar 2005 - Mar 2020 |
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 Strategic Asset Allocation - Equal Weight Moderate |
12.09%
Mar 2020 - Mar 2023 |
7.94%
Nov 2019 - Nov 2024 |
4.84%
Nov 2014 - Nov 2024 |
3.91%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart