Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIIEX (TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY) | NA | 4.44% | -0.20% | 2.70% | -3.73% | 4.24% | NA | 1.94% |
Data as of 10/31/2017, AR inception is 03/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIIEX (TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY) | 03/26/2001 | 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 | 4.44 | -0.20 | 2.70 | -3.73 | 4.24 | NA | 1.94 | 4.97 | 1.95 | -2.89 | -7.97 | 13.51 | 18.12 | -13.78 | 14.60 | 26.36 | -50.13 | 3.64 | 26.90 | 10.96 | 19.25 | 33.29 | -17.55 | -10.93 |
| Sharpe Ratio | NA | 0.86 | -0.03 | 0.20 | -0.18 | NA | NA | 0.05 | 1.56 | 0.10 | -0.19 | -0.76 | 1.08 | 1.19 | -0.51 | 0.73 | 0.97 | -1.21 | 0.03 | 1.62 | 0.83 | 1.29 | 2.26 | -0.55 | -0.88 |
| Standard Deviation(%) | NA | 4.53 | 13.65 | 12.94 | 22.27 | NA | NA | 21.03 | 3.47 | 17.19 | 14.96 | 10.48 | 12.43 | 15.26 | 26.98 | 19.95 | 27.16 | 42.06 | 20.47 | 14.59 | 10.54 | 14.24 | 14.42 | 34.11 | 18.56 |
| Draw Down(%) | NA | 3.09 | 25.09 | 27.38 | 68.08 | NA | NA | 68.08 | 1.18 | 13.35 | 17.49 | 15.61 | 11.10 | 14.65 | 28.38 | 15.67 | 27.05 | 59.51 | 17.17 | 15.95 | 7.82 | 11.34 | 15.80 | 41.04 | 30.61 |
| Yield(%) | 0.00 | 0.42 | 1.36 | 1.78 | 1.38 | 4.53 | 2.49 | 3.12 | 0.31 | 1.90 | 2.17 | 2.65 | 1.20 | 3.27 | 0.83 | 1.23 | 1.18 | 1.94 | 6.95 | 10.35 | 5.07 | 6.75 | 1.61 | 0.95 | 0.47 |
Data as of 10/31/2017, AR inception is 03/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIIEX (TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY) |
-21.07%
Feb 2006 - Feb 2009 |
-10.28%
May 2007 - May 2012 |
-3.20%
Sep 2007 - Sep 2017 |
1.21%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIIEX (TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INSTITUTIONAL INTERNATIONAL EQUITY) |
28.74%
Mar 2003 - Mar 2006 |
22.44%
Sep 2002 - Sep 2007 |
6.65%
Mar 2003 - Mar 2013 |
4.69%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart