Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXMIX (GREAT-WEST MFS INTERNATIONAL VALUE FUND CLASS L) | NA | -7.25% | -7.52% | -2.89% | NA | NA | NA | … | … |
Data as of 04/22/2022, Common starting date is 05/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXMIX (GREAT-WEST MFS INTERNATIONAL VALUE FUND CLASS L) | 05/02/2013 | 04/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.87 | -7.25 | -7.52 | -2.89 | NA | NA | NA | … | … | -10.35 | -27.43 | 9.50 | 17.38 | -15.91 | 26.14 | 3.51 | 6.07 | 0.80 | 11.12 |
| Sharpe Ratio | NA | -0.53 | -0.27 | -0.14 | NA | NA | NA | … | … | -1.67 | -0.69 | 0.33 | 1.41 | -1.36 | 3.68 | 0.22 | 0.46 | 0.08 | 1.56 |
| Standard Deviation(%) | NA | 13.80 | 29.29 | 23.71 | NA | NA | NA | … | … | 18.18 | 40.05 | 28.41 | 11.29 | 12.67 | 6.96 | 14.65 | 13.17 | 9.61 | 10.95 |
| Draw Down(%) | NA | 15.54 | 35.59 | 35.59 | NA | NA | NA | … | … | 14.81 | 32.76 | 31.70 | 8.10 | 21.76 | 3.41 | 9.17 | 11.53 | 10.87 | 6.39 |
| Yield(%) | 0.00 | 2.86 | 2.43 | 5.95 | 4.60 | 3.06 | 2.30 | … | … | 0.00 | 3.02 | 1.21 | 2.90 | 17.64 | 4.60 | 2.13 | 2.33 | 0.44 | 3.30 |
Data as of 04/22/2022, Common starting date is 05/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMIX (GREAT-WEST MFS INTERNATIONAL VALUE FUND CLASS L) |
-9.65%
Jan 2018 – Jan 2021 |
-1.33%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXMIX (GREAT-WEST MFS INTERNATIONAL VALUE FUND CLASS L) |
11.93%
Jan 2015 – Jan 2018 |
8.54%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart