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 - Optimal Moderate | NA | 26.38% | 2.97% | 5.61% | 5.25% | 7.39% | 7.11% | 7.82% |
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 - Optimal 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 (%) | -1.20 | 26.38 | 2.97 | 5.61 | 5.25 | 7.39 | 7.11 | 7.82 | NA | 6.89 | 14.42 | -14.95 | 2.98 | 17.24 | 16.07 | -3.99 | 9.36 | 2.40 | 1.01 | 6.21 | 19.92 | 14.04 | 1.06 | 15.02 | 29.49 | -20.86 | 7.01 | 12.63 | 8.02 | 14.64 | 22.22 | -1.50 | 9.76 |
| Sharpe Ratio | NA | 0.18 | -0.19 | 0.16 | 0.28 | NA | NA | 0.54 | 0.05 | 0.03 | 1.10 | -1.10 | 0.29 | 0.84 | 1.86 | -0.44 | 1.61 | 0.25 | 0.11 | 0.84 | 2.72 | 1.81 | 0.07 | 1.42 | 1.77 | -1.01 | 0.46 | 1.41 | 1.01 | 1.93 | 2.87 | -0.26 | 0.91 |
| Standard Deviation(%) | NA | 9.62 | 11.57 | 13.55 | 11.40 | NA | NA | 11.08 | 7.93 | 9.69 | 9.24 | 14.89 | 10.23 | 20.26 | 7.90 | 11.91 | 5.43 | 8.65 | 8.78 | 7.36 | 7.32 | 7.73 | 13.96 | 10.53 | 16.59 | 21.59 | 8.75 | 6.66 | 5.82 | 7.08 | 7.49 | 9.96 | 8.15 |
| Draw Down(%) | NA | 7.96 | 21.64 | 26.74 | 26.74 | NA | NA | 33.68 | 0.67 | 7.96 | 8.56 | 21.86 | 7.59 | 26.74 | 3.36 | 14.25 | 3.61 | 6.49 | 6.90 | 5.70 | 5.85 | 5.75 | 12.21 | 8.41 | 16.69 | 33.12 | 5.47 | 5.91 | 3.72 | 5.69 | 8.22 | 17.23 | 9.60 |
| Yield(%) | NA | 5.12 | 5.07 | 4.63 | 4.21 | NA | NA | 4.84 | NA | 0.29 | 5.39 | 5.10 | 4.30 | 5.73 | 1.47 | 8.20 | 0.07 | 1.33 | 4.41 | 5.27 | 5.16 | 3.79 | 2.51 | 3.98 | 3.37 | 6.93 | 13.66 | 7.97 | 6.14 | 5.01 | 3.25 | 3.77 | 4.12 |
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 - Optimal Moderate |
-5.94%
Feb 2006 - Feb 2009 |
0.30%
Feb 2004 - Feb 2009 |
3.65%
Oct 2013 - Oct 2023 |
5.01%
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 - Optimal Moderate |
21.21%
Feb 2009 - Feb 2012 |
18.29%
Feb 2009 - Feb 2014 |
11.08%
Feb 2009 - Feb 2019 |
9.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart