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ISIN
US39137C2970
Inception Date
Apr 30, 2009
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

MXXLX Performance Chart

Great-West Lifetime 2055 Fund (MXXLX) is up 10.8% since the beginning of the year. MXXLX is currently trading at $22 per share. Investors who bought $1,000 worth of MXXLX shares 5 years ago would now be looking at an investment worth $1,444.


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S&P 500 Index

Returns By Period

Great-West Lifetime 2055 Fund (MXXLX) has returned 10.77% so far this year and 23.59% over the past 12 months.


Great-West Lifetime 2055 Fund

1D
0.54%
1M
1.60%
YTD
10.77%
6M
11.14%
1Y
23.59%
3Y*
16.53%
5Y*
7.62%
10Y*
9.58%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXXLX Monthly Returns History

Based on dividend-adjusted daily data since May 4, 2009, MXXLX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MXXLX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.14%2.08%-6.35%8.19%3.41%0.41%10.77%
20253.24%-0.44%-2.93%-0.17%4.91%3.76%0.42%2.82%2.47%1.17%0.55%0.73%17.54%
20240.06%2.41%3.65%-3.75%3.36%1.09%2.03%2.44%2.27%-1.57%2.43%-3.87%10.65%
20237.58%-2.98%1.18%0.78%-1.93%5.38%3.42%-3.07%-4.29%-3.51%8.09%6.53%17.25%
2022-6.60%0.06%1.63%-6.29%-1.12%-8.41%6.77%-3.54%-9.15%2.65%8.69%-1.58%-17.19%
20212.18%2.08%1.55%3.85%1.32%0.81%0.50%1.49%-3.05%3.18%-2.68%4.09%16.12%

Benchmark Metrics

Great-West Lifetime 2055 Fund has an annualized alpha of -0.22%, beta of 0.89, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 05, 2009.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.50%) than losses (64.25%) - typical of diversified or defensive assets.
  • With beta of 0.89 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.22%
Beta
0.89
0.77
Upside Capture
79.50%
Downside Capture
64.25%

Expense Ratio

MXXLX has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MXXLX ranks 49 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.


MXXLX Risk / Return Rank: 4949
Overall Rank
MXXLX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MXXLX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MXXLX Omega Ratio Rank: 4646
Omega Ratio Rank
MXXLX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MXXLX 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 2055 Fund (MXXLX) and compare them to S&P 500 Index.


MXXLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

11.05

Dividends

Dividend History

Great-West Lifetime 2055 Fund provided a 2.68% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.60$0.60$0.75$0.57$1.15$1.70$0.90$1.58$1.48$0.54

Dividend yield

2.68%2.97%4.27%3.42%7.87%8.92%5.05%9.47%10.16%2.95%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West Lifetime 2055 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$0.43$0.00$0.00$0.17$0.60
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.28$0.75
2023$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.31$0.00$0.00$0.23$0.57
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.89$0.00$0.00$0.25$1.15
2021$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.70$0.00$0.00$0.99$1.70

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 2055 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 2055 Fund was 33.59%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Great-West Lifetime 2055 Fund drawdown is 0.09%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.59%Mar 2020
2mo 2d5mo 13d
7mo 15dJan 2020 - Sep 2020
2016 bear market2016
-29.93%Feb 2016
1y 7mo1y 10mo
3y 5moJul 2014 - Dec 2017
Bear market2022
-28.94%Oct 2022
9mo 17d1y 9mo
2y 6moDec 2021 - Jul 2024
2011 bear market2011
-22.67%Oct 2011
5mo 4d1y 2mo
1y 7moMay 2011 - Dec 2012
Rate-hike selloffLate 2018
-17.40%Dec 2018
10mo 25d10mo 7d
1y 8moJan 2018 - Oct 2019

Drawdown Indicators


MXXLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-9.10%

-24.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

Current Drawdown

Current decline from peak

-0.09%

-2.97%

+2.88%

Average Drawdown

Average peak-to-trough decline

-7.02%

-1.13%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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