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Great-West Invesco Small Cap Value Fund Institutional Class (MXMYX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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7.59
+0.06
(+0.80%)
At close: 08:00PM EDT
Summary
Chart
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★
Number of years up
3
Number of years down
1
Best 1-yr total return (3 Feb 2019)
24.00%
Worst 1-yr total return (3 Feb 2019)
-13.52%
Risk statistics
3 years
MXMYX
Category average
5 years
MXMYX
Category average
10 years
MXMYX
Category average
Alpha
-20.11
-0.12
-13.66
-0.08
-8.55
-0.07
BETA
1.19
0.01
1.23
0.01
1.21
0.01
Mean annual return
-0.39
0.01
0.31
0.01
0.67
0.01
R-squared
83.94
0.78
76.97
0.72
76.43
0.73
Standard deviation
23.16
0.28
20.86
0.23
18.27
0.2
Sharpe ratio
-0.27
0
0.12
0.01
0.4
0.01
Treynor ratio
-7.43
0.06
0.28
0.09
4.84
0.08
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