Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXBJX (GREAT-WEST BOND INDEX FUND CLASS L) | NA | -20.99% | -2.87% | -2.43% | NA | NA | NA | … | … |
Data as of 07/01/2021, Common starting date is 08/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXBJX (GREAT-WEST BOND INDEX FUND CLASS L) | 08/01/2011 | 07/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | -20.99 | -2.87 | -2.43 | NA | NA | NA | … | … | -21.62 | 6.98 | 7.81 | -0.56 | 2.88 | 0.51 | -0.06 | 5.40 | -3.24 | -1.84 | -2.39 |
| Sharpe Ratio | NA | -0.95 | -0.28 | -0.30 | NA | NA | NA | … | … | -1.24 | 1.43 | 1.89 | -0.59 | 0.75 | 0.09 | -0.02 | 2.04 | -0.94 | -0.46 | -0.76 |
| Standard Deviation(%) | NA | 22.13 | 13.21 | 10.45 | NA | NA | NA | … | … | 31.36 | 4.71 | 3.40 | 3.22 | 3.00 | 3.38 | 3.98 | 2.64 | 3.48 | 4.11 | 7.37 |
| Draw Down(%) | NA | 23.19 | 23.19 | 23.19 | NA | NA | NA | … | … | 22.60 | 6.16 | 2.16 | 3.30 | 1.58 | 5.71 | 3.15 | 1.18 | 5.16 | 3.61 | 5.15 |
| Yield(%) | 0.00 | 2.94 | 2.48 | 2.15 | 1.98 | 1.32 | 0.99 | … | … | 0.15 | 3.95 | 2.18 | 1.91 | 2.06 | 2.34 | 2.77 | 3.56 | 3.01 | 0.00 | 0.00 |
Data as of 07/01/2021, Common starting date is 08/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXBJX (GREAT-WEST BOND INDEX FUND CLASS L) |
-3.28%
Mar 2018 – Mar 2021 |
-2.39%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXBJX (GREAT-WEST BOND INDEX FUND CLASS L) |
5.01%
Jul 2017 – Jul 2020 |
3.50%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart