Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CTTRX (TRANSAMERICA DYNAMIC ALLOCATION C) | NA | 9.42% | 4.87% | 3.43% | NA | NA | NA | 5.42% |
Data as of 01/16/2020, AR inception is 11/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTTRX (TRANSAMERICA DYNAMIC ALLOCATION C) | 11/01/2012 | 01/16/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.42 | 4.87 | 3.43 | NA | NA | NA | 5.42 | 0.00 | 10.80 | -6.16 | 11.75 | 3.78 | -2.65 | 3.20 | 17.48 | 1.65 |
| Sharpe Ratio | NA | 1.11 | 0.49 | 0.35 | NA | NA | NA | 0.59 | 0.00 | 1.29 | -0.79 | 2.46 | 0.51 | -0.29 | 0.37 | 1.97 | 1.06 |
| Standard Deviation(%) | NA | 7.23 | 7.39 | 7.64 | NA | NA | NA | 8.06 | NA | 7.30 | 9.52 | 4.55 | 6.95 | 9.25 | 8.65 | 8.86 | 10.16 |
| Draw Down(%) | NA | 3.82 | 11.33 | 11.56 | NA | NA | NA | 11.56 | 0.00 | 3.82 | 11.33 | 1.63 | 4.28 | 9.13 | 7.85 | 5.63 | 4.46 |
| Yield(%) | 0.00 | 0.00 | 0.05 | 0.97 | 1.73 | 1.15 | 0.86 | 2.47 | 0.00 | 0.00 | 0.08 | 0.07 | 0.48 | 4.20 | 5.94 | 0.52 | 4.84 |
Data as of 01/16/2020, AR inception is 11/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTTRX (TRANSAMERICA DYNAMIC ALLOCATION C) |
1.28%
Oct 2013 - Oct 2016 |
1.80%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTTRX (TRANSAMERICA DYNAMIC ALLOCATION C) |
6.68%
Sep 2015 - Sep 2018 |
6.48%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart