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ISIN
US39137G5383
Inception Date
Apr 27, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MXAYX Performance Chart

Great-West Lifetime 2030 Fund (MXAYX) is up 6.8% since the beginning of the year. MXAYX is currently trading at $12 per share. Investors who bought $1,000 worth of MXAYX shares 5 years ago would now be looking at an investment worth $1,319.


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S&P 500 Index

Returns By Period

Great-West Lifetime 2030 Fund (MXAYX) has returned 6.77% so far this year and 16.53% over the past 12 months. Over the last ten years, MXAYX has returned 7.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Great-West Lifetime 2030 Fund

1D
0.08%
1M
2.27%
YTD
6.77%
6M
7.49%
1Y
16.53%
3Y*
12.11%
5Y*
5.70%
10Y*
7.98%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXAYX Monthly Returns History

Based on dividend-adjusted daily data since May 4, 2016, MXAYX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MXAYX closed higher 46% of trading days. The best single day was Dec 30, 2021 with a return of +5.7%, while the worst single day was Mar 16, 2020 at -7.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.02%1.64%-4.58%5.51%2.19%0.08%6.77%
20252.28%0.28%-2.04%-0.00%3.12%2.85%0.36%2.14%1.87%0.87%0.52%0.42%13.30%
20240.00%1.26%2.69%-2.99%2.51%1.22%1.77%2.19%1.80%-1.35%1.91%-2.87%8.22%
20235.74%-2.47%1.42%0.70%-1.49%3.58%2.36%-2.01%-3.40%-2.48%6.57%5.07%13.71%
2022-4.98%-0.34%0.95%-4.78%-0.81%-6.56%5.56%-2.86%-7.30%1.19%6.64%-0.97%-14.31%
20211.34%1.07%1.14%3.15%0.94%0.75%0.93%1.15%-2.27%2.23%-1.64%2.89%12.17%

Benchmark Metrics

Great-West Lifetime 2030 Fund has an annualized alpha of 1.48%, beta of 0.48, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 05, 2016.

  • This fund participated in 68.06% of S&P 500 Index downside but only 56.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.48 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.48%
Beta
0.48
0.54
Upside Capture
56.64%
Downside Capture
68.06%

Expense Ratio

MXAYX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

MXAYX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MXAYX Risk / Return Rank: 5151
Overall Rank
MXAYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MXAYX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MXAYX Omega Ratio Rank: 5151
Omega Ratio Rank
MXAYX Calmar Ratio Rank: 5050
Calmar Ratio Rank
MXAYX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Great-West Lifetime 2030 Fund (MXAYX) and compare them to S&P 500 Index.


MXAYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.39

-0.34

Sortino ratio

Return per unit of downside risk

2.93

3.25

-0.32

Omega ratio

Gain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratio

Return relative to maximum drawdown

2.68

3.11

-0.43

Martin ratio

Return relative to average drawdown

11.42

14.38

-2.96

Dividends

Dividend History

Great-West Lifetime 2030 Fund provided a 4.30% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.52$0.52$0.61$0.59$0.93$1.15$0.69$0.93$0.74$0.36

Dividend yield

4.30%4.60%5.85%5.73%9.66%9.40%5.78%8.28%7.37%3.07%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West Lifetime 2030 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.31$0.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.35$0.61
2023$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.21$0.00$0.00$0.28$0.59
2022$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.56$0.00$0.00$0.28$0.93
2021$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.38$0.00$0.00$0.70$1.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Great-West Lifetime 2030 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Great-West Lifetime 2030 Fund was 24.86%, occurring on Oct 14, 2022. Recovery took 466 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.86%Oct 2022
9mo 17d1y 10mo
2y 7moDec 2021 - Aug 2024
COVID crash2020
-24.70%Mar 2020
29d4mo 20d
5mo 19dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-12.57%Dec 2018
10mo 25d4mo 3d
1y 2moJan 2018 - Apr 2019
2025 selloff2025
-9.57%Apr 2025
1mo 18d1mo 8d
2mo 26dFeb 2025 - May 2025
2026 pullback2026
-6.27%Mar 2026
1mo 1d18d
1mo 19dFeb 2026 - Apr 2026

Drawdown Indicators


MXAYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.86%

-56.78%

+31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-9.10%

+2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-9.57%

-18.90%

+9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-25.43%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

-33.92%

+9.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.80%

-10.72%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.97%

-0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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