Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIGIX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE) | NA | 13.49% | 5.03% | 12.56% | 5.70% | 7.73% | NA | 5.01% |
Data as of 10/31/2017, AR inception is 04/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIGIX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE) | 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 | 13.49 | 5.03 | 12.56 | 5.70 | 7.73 | NA | 5.01 | 5.90 | 7.80 | -1.01 | 14.79 | 37.16 | 16.95 | 3.32 | 11.46 | 23.12 | -36.88 | 1.09 | 11.48 | 6.82 | 10.48 | 23.80 | -22.84 | -7.58 |
| Sharpe Ratio | NA | 2.30 | 0.36 | 0.96 | 0.27 | NA | NA | 0.21 | 1.73 | 0.51 | -0.07 | 1.17 | 3.17 | 1.34 | 0.14 | 0.65 | 0.92 | -0.95 | -0.12 | 0.77 | 0.43 | 0.83 | 1.42 | -0.93 | -0.68 |
| Standard Deviation(%) | NA | 5.62 | 13.15 | 12.88 | 20.34 | NA | NA | 18.79 | 3.79 | 14.97 | 16.01 | 12.67 | 11.71 | 12.71 | 23.14 | 17.62 | 25.03 | 39.67 | 16.55 | 10.64 | 10.84 | 11.43 | 16.27 | 25.77 | 18.99 |
| Draw Down(%) | NA | 2.28 | 19.21 | 19.21 | 54.47 | NA | NA | 55.22 | 1.57 | 13.85 | 13.07 | 8.81 | 5.30 | 10.46 | 18.87 | 15.68 | 25.71 | 47.68 | 11.49 | 9.08 | 7.53 | 7.77 | 12.57 | 33.07 | 28.16 |
| Yield(%) | 0.00 | 1.31 | 1.27 | 1.71 | 3.23 | 4.52 | 2.44 | 3.04 | 0.85 | 1.68 | 1.01 | 0.80 | 1.44 | 1.58 | 1.09 | 1.38 | 1.64 | 25.64 | 1.96 | 4.62 | 3.74 | 3.72 | 0.76 | 0.36 | 0.18 |
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 |
|---|---|---|---|---|
| DIGIX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE) |
-16.61%
Feb 2006 - Feb 2009 |
-7.16%
Feb 2004 - Feb 2009 |
0.66%
May 2001 - May 2011 |
4.06%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIGIX (TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE TRANSAMERICA PARTNERS INSTITUTIONAL LARGE CORE) |
25.17%
Sep 2011 - Sep 2014 |
22.26%
Feb 2009 - Feb 2014 |
8.03%
Aug 2004 - Aug 2014 |
8.34%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart