Great West Lifetime 2015 Fund Market Value
| MXNYX Fund | USD 7.54 0.02 0.27% |
| Symbol | Great-west |
Great-west Lifetime 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Great-west Lifetime's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Great-west Lifetime.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Great-west Lifetime on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Great West Lifetime 2015 or generate 0.0% return on investment in Great-west Lifetime over 90 days. Great-west Lifetime is related to or competes with Boyd Watterson, Dgi Balanced, Eic Value, Omni Small-cap, Small Cap, Western Asset, and Barings Active. The fund seeks to achieve its objective by investing in a professionally selected mix of underlying funds that is tailor... More
Great-west Lifetime Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Great-west Lifetime's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Great West Lifetime 2015 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2983 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 1.36 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.542 |
Great-west Lifetime Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-west Lifetime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great-west Lifetime's standard deviation. In reality, there are many statistical measures that can use Great-west Lifetime historical prices to predict the future Great-west Lifetime's volatility.| Risk Adjusted Performance | 0.1716 | |||
| Jensen Alpha | 0.0594 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (3.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great-west Lifetime's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Great-west Lifetime March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1716 | |||
| Market Risk Adjusted Performance | (3.37) | |||
| Mean Deviation | 0.2114 | |||
| Downside Deviation | 0.2983 | |||
| Coefficient Of Variation | 403.93 | |||
| Standard Deviation | 0.2755 | |||
| Variance | 0.0759 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0594 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (3.38) | |||
| Maximum Drawdown | 1.36 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.542 | |||
| Downside Variance | 0.089 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.27) | |||
| Skewness | 0.2193 | |||
| Kurtosis | 1.14 |
Great West Lifetime Backtested Returns
At this stage we consider Great-west Mutual Fund to be very steady. Great West Lifetime holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Great West Lifetime, which you can use to evaluate the volatility of the entity. Please check out Great-west Lifetime's Coefficient Of Variation of 403.93, risk adjusted performance of 0.1716, and Market Risk Adjusted Performance of (3.37) to validate if the risk estimate we provide is consistent with the expected return of 0.0474%. The fund retains a Market Volatility (i.e., Beta) of -0.0172, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Great-west Lifetime are expected to decrease at a much lower rate. During the bear market, Great-west Lifetime is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Great West Lifetime 2015 has very good predictability. Overlapping area represents the amount of predictability between Great-west Lifetime time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Great West Lifetime price movement. The serial correlation of 0.84 indicates that around 84.0% of current Great-west Lifetime price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Great-west Mutual Fund
Great-west Lifetime financial ratios help investors to determine whether Great-west Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Great-west with respect to the benefits of owning Great-west Lifetime security.
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