MXIVX - Great-West International Value Fund Investor Class

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk overview

Morningstar risk rating★★
Number of years up20
Number of years down6
Best 1-yr total return (3 Feb 2019)35.84%
Worst 1-yr total return (3 Feb 2019)-53.75%

Risk statistics

3 years
MXIVXCategory average
5 years
MXIVXCategory average
10 years
MXIVXCategory average
Alpha
-0.33-0.01
2.24-0
4.530
Beta
0.910.01
0.850.01
0.790.01
Mean annual return
0.170
0.440
0.780
R-squared
92.910.95
87.130.93
84.910.94
Standard deviation
15.120.16
13.50.15
130.15
Sharpe ratio
0.02-0
0.30
0.680
Treynor ratio
-0.9-0.03
3.84-0.01
10.520.04