Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIEGX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH) | NA | 10.02% | 6.92% | 12.92% | 5.40% | 7.27% | NA | 4.87% |
Data as of 10/31/2017, AR inception is 04/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIEGX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH) | 04/24/2001 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.02 | 6.92 | 12.92 | 5.40 | 7.27 | NA | 4.87 | 9.50 | 0.75 | 8.89 | 10.47 | 34.99 | 14.73 | -2.12 | 17.29 | 35.06 | -40.04 | 3.52 | 3.89 | 7.03 | 7.36 | 26.12 | -23.73 | -5.74 |
| Sharpe Ratio | NA | 1.71 | 0.49 | 0.95 | 0.25 | NA | NA | 0.20 | 3.30 | 0.04 | 0.53 | 0.75 | 2.90 | 1.03 | -0.08 | 0.90 | 1.37 | -1.08 | 0.03 | 0.05 | 0.44 | 0.53 | 1.52 | -1.03 | -0.51 |
| Standard Deviation(%) | NA | 5.56 | 13.52 | 13.42 | 20.93 | NA | NA | 19.20 | 3.31 | 15.16 | 16.75 | 13.96 | 12.06 | 14.44 | 25.86 | 19.07 | 25.45 | 37.83 | 17.15 | 12.61 | 11.14 | 12.16 | 16.73 | 24.13 | 20.41 |
| Draw Down(%) | NA | 2.61 | 17.76 | 17.76 | 56.77 | NA | NA | 56.77 | 0.96 | 14.95 | 12.72 | 9.20 | 6.06 | 11.96 | 20.34 | 15.97 | 22.10 | 48.94 | 12.22 | 11.82 | 7.68 | 12.23 | 11.03 | 30.44 | 29.44 |
| Yield(%) | 0.00 | 0.15 | 0.13 | 0.30 | 0.64 | 1.11 | 0.62 | 0.78 | 0.07 | 0.18 | 0.09 | 0.17 | 0.36 | 0.56 | 0.09 | 1.09 | 0.93 | 0.57 | 4.17 | 2.46 | 1.24 | 0.37 | 0.08 | 0.00 | 0.03 |
Data as of 10/31/2017, AR inception is 04/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIEGX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH) |
-17.73%
Feb 2006 - Feb 2009 |
-8.62%
Feb 2004 - Feb 2009 |
0.95%
May 2001 - May 2011 |
4.17%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIEGX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH TRANSAMERICA PARTNERS INSTITUTIONAL LARGE GROWTH) |
26.46%
Feb 2009 - Feb 2012 |
23.46%
Feb 2009 - Feb 2014 |
7.51%
Apr 2005 - Apr 2015 |
7.81%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart