Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Great West Life & Annuity Insurance Co MAXIMUM VALUE PLAN B SHARES Strategic Asset Allocation – Optimal Moderate | NA | 24.05% | 1.27% | 6.27% | 4.60% | 4.67% | 3.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Great West Life & Annuity Insurance Co MAXIMUM VALUE PLAN B SHARES 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 | Common | Inception | 2025 | 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 (%) | -0.46 | 24.05 | 1.27 | 6.27 | 4.60 | 4.67 | 3.99 | … | … | 0.28 | 2.20 | 5.63 | -10.22 | 14.62 | 9.54 | 14.18 | -7.13 | 8.48 | 10.52 | -6.01 | 6.30 | 10.48 | 7.43 | -5.50 | 7.12 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.36 | -0.41 | 0.11 | 0.18 | NA | NA | … | … | 0.05 | -0.49 | 0.12 | -0.79 | 1.51 | 0.39 | 1.49 | -0.70 | 1.45 | 1.10 | -0.59 | 0.86 | 1.55 | 0.80 | -0.36 | 1.05 | 0.00 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.94 | 12.09 | 14.81 | 12.39 | NA | NA | … | … | 4.11 | 9.03 | 11.87 | 14.73 | 9.65 | 23.74 | 8.57 | 12.09 | 5.41 | 9.41 | 10.28 | 7.35 | 6.75 | 9.21 | 15.46 | 6.67 | 0.00 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 8.10 | 17.56 | 29.85 | 29.85 | NA | NA | … | … | 0.32 | 8.10 | 14.43 | 17.65 | 4.61 | 29.85 | 5.50 | 15.16 | 3.53 | 9.70 | 10.69 | 5.71 | 2.78 | 7.59 | 15.35 | 4.93 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.61 | 5.94 | 5.19 | 5.66 | NA | NA | … | … | NA | 0.00 | 3.55 | 8.84 | 4.81 | 4.12 | 3.67 | 6.31 | 5.21 | 4.10 | 5.75 | 9.93 | 0.32 | 0.02 | 0.01 | 0.06 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 10/31/2024, Common starting date 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 & Annuity Insurance Co MAXIMUM VALUE PLAN B SHARES Strategic Asset Allocation – Opti |
-3.68%
Mar 2017 – Mar 2020 |
-1.35%
Mar 2015 – Mar 2020 |
0.95%
Sep 2001 – Sep 2011 |
1.83%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Great West Life & Annuity Insurance Co MAXIMUM VALUE PLAN B SHARES Strategic Asset Allocation – Opti |
12.76%
Dec 2018 – Dec 2021 |
9.16%
Feb 2016 – Feb 2021 |
6.70%
Sep 2011 – Sep 2021 |
4.80%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart