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 Strategic Asset Allocation - Equal Weight Moderate | NA | 25.01% | 4.91% | 8.95% | 6.97% | 7.33% | 7.31% | 8.02% |
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 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 (%) | -1.16 | 25.01 | 4.91 | 8.95 | 6.97 | 7.33 | 7.31 | 8.02 | NA | 7.43 | 14.85 | -8.94 | 4.90 | 23.03 | 19.16 | -4.56 | 11.61 | 2.12 | 1.38 | 2.99 | 13.30 | 10.62 | -0.85 | 10.58 | 32.18 | -21.24 | 6.25 | 16.11 | 8.41 | 15.70 | 24.96 | -2.24 | 8.14 |
| Sharpe Ratio | NA | 0.26 | 0.03 | 0.41 | 0.48 | NA | NA | 0.60 | 0.06 | 0.09 | 1.20 | -0.80 | 0.46 | 1.18 | 2.47 | -0.61 | 2.12 | 0.23 | 0.16 | 0.42 | 2.08 | 1.72 | -0.08 | 1.21 | 1.88 | -1.04 | 0.37 | 1.93 | 1.15 | 2.03 | 3.30 | -0.35 | 0.73 |
| Standard Deviation(%) | NA | 9.42 | 10.54 | 12.80 | 10.61 | NA | NA | 10.46 | 9.11 | 9.45 | 8.85 | 12.84 | 10.65 | 19.29 | 7.20 | 9.55 | 5.18 | 8.25 | 8.31 | 7.08 | 6.37 | 6.13 | 11.59 | 8.68 | 17.06 | 21.29 | 8.88 | 6.66 | 5.41 | 7.27 | 7.37 | 9.60 | 8.02 |
| Draw Down(%) | NA | 7.08 | 15.97 | 23.16 | 23.16 | NA | NA | 34.46 | 0.71 | 7.03 | 7.22 | 16.16 | 8.15 | 23.16 | 3.30 | 12.73 | 3.17 | 6.99 | 7.14 | 5.74 | 5.81 | 5.08 | 12.62 | 7.10 | 16.96 | 32.57 | 5.65 | 6.45 | 3.60 | 5.89 | 8.66 | 18.34 | 10.26 |
| Yield(%) | NA | 3.71 | 3.91 | 3.97 | 3.68 | NA | NA | 4.55 | NA | 0.49 | 4.00 | 3.11 | 4.07 | 4.51 | 3.97 | 4.28 | 0.42 | 1.73 | 5.13 | 5.17 | 3.05 | 3.58 | 2.17 | 3.62 | 3.24 | 7.60 | 13.55 | 9.69 | 6.20 | 4.35 | 3.03 | 3.65 | 4.02 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.64%
Feb 2006 - Feb 2009 |
0.76%
Feb 2004 - Feb 2009 |
4.57%
Mar 2010 - Mar 2020 |
5.11%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.81%
Mar 2003 - Mar 2006 |
15.38%
Feb 2009 - Feb 2014 |
10.23%
Mar 2003 - Mar 2013 |
9.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart