Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GREAT-WEST LIFE and ANN INS CO STAFF and AGENTS SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.00% | 3.17% | 8.56% | 8.22% | 8.64% | 9.19% | 9.08% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GREAT-WEST LIFE and ANN INS CO STAFF and AGENTS SAVINGS PLAN Tactical Asset Allocation 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 (%) | -1.22 | 25.00 | 3.17 | 8.56 | 8.22 | 8.64 | 9.19 | 9.08 | NA | 8.26 | 13.50 | -12.43 | 7.02 | 21.60 | 19.89 | -3.67 | 13.54 | 11.62 | 1.82 | 5.54 | 19.44 | 12.97 | 0.79 | 6.72 | 21.44 | 3.10 | 6.95 | 14.41 | 7.42 | 14.18 | 11.65 | 0.22 | 5.50 |
| Sharpe Ratio | NA | 0.26 | -0.02 | 0.31 | 0.51 | NA | NA | 0.74 | 0.04 | 0.14 | 1.02 | -1.02 | 0.55 | 0.99 | 2.43 | -0.43 | 2.55 | 1.28 | 0.20 | 0.64 | 2.64 | 1.66 | 0.06 | 0.69 | 2.38 | 0.37 | 0.46 | 1.64 | 0.92 | 1.91 | 1.63 | -0.14 | 0.53 |
| Standard Deviation(%) | NA | 11.91 | 11.64 | 14.39 | 11.88 | NA | NA | 9.82 | 7.07 | 12.01 | 9.07 | 13.58 | 12.73 | 21.49 | 7.61 | 11.46 | 5.07 | 8.93 | 9.15 | 8.69 | 7.35 | 7.79 | 13.65 | 9.61 | 8.97 | 5.96 | 8.54 | 6.78 | 5.68 | 6.94 | 6.71 | 6.15 | 6.04 |
| Draw Down(%) | NA | 8.68 | 16.57 | 25.28 | 25.28 | NA | NA | 25.28 | 0.63 | 8.68 | 7.61 | 18.99 | 9.41 | 25.28 | 4.07 | 15.45 | 2.30 | 6.60 | 7.48 | 6.00 | 4.86 | 5.27 | 13.00 | 8.94 | 4.04 | 5.01 | 5.65 | 6.62 | 3.84 | 5.47 | 6.69 | 6.55 | 6.22 |
| Yield(%) | NA | 4.00 | 4.18 | 4.91 | 4.92 | NA | NA | 0.00 | NA | 0.00 | 5.05 | 2.80 | 5.43 | 8.03 | 5.65 | 5.21 | 5.54 | 4.03 | 5.97 | 4.82 | 7.91 | 5.39 | 2.06 | 3.01 | 5.12 | 9.12 | 13.58 | 9.15 | 5.76 | 4.68 | 3.24 | 5.26 | 7.93 |
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 and ANN INS CO STAFF and AGENTS SAVINGS PLAN Tactical Asset Allocation Moderate |
1.71%
Apr 2021 - Apr 2024 |
4.58%
Sep 2017 - Sep 2022 |
6.45%
Oct 2013 - Oct 2023 |
7.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREAT-WEST LIFE and ANN INS CO STAFF and AGENTS SAVINGS PLAN Tactical Asset Allocation Moderate |
15.98%
Dec 2018 - Dec 2021 |
13.99%
Feb 2016 - Feb 2021 |
11.17%
Sep 2003 - Sep 2013 |
10.48%
Aug 2003 - Aug 2018 |
Annualized Rolling Returns Comparison Chart