Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DIIHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON) | NA | 7.23% | 3.92% | 6.30% | 4.18% | 5.94% | NA | … | … |
Data as of 10/31/2017, Common starting date is 03/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIIHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON) | 03/27/2001 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.23 | 3.92 | 6.30 | 4.18 | 5.94 | NA | … | … | 5.17 | 6.16 | 0.27 | 4.50 | 14.06 | 11.42 | 0.74 | 13.06 | 22.22 | -25.48 | 5.50 | 9.21 | 4.73 | 8.14 | 16.40 | -7.85 | 1.80 |
| Sharpe Ratio | NA | 1.03 | 0.51 | 0.89 | 0.28 | NA | NA | … | … | 0.84 | 0.80 | 0.03 | 0.76 | 2.20 | 0.46 | 0.04 | 1.35 | 1.66 | -1.35 | 0.31 | 1.01 | 0.50 | 1.22 | 2.26 | -0.91 | 0.04 |
| Standard Deviation(%) | NA | 6.51 | 7.22 | 6.86 | 14.05 | NA | NA | … | … | 6.74 | 7.42 | 7.53 | 5.87 | 6.38 | 25.08 | 19.02 | 9.60 | 13.36 | 19.55 | 7.94 | 5.89 | 5.12 | 5.87 | 6.95 | 9.87 | 8.93 |
| Draw Down(%) | NA | 4.40 | 11.32 | 11.32 | 36.18 | NA | NA | … | … | 4.40 | 7.11 | 7.05 | 4.84 | 5.41 | 19.64 | 12.41 | 6.95 | 14.17 | 33.98 | 5.49 | 5.24 | 3.37 | 4.60 | 5.81 | 15.75 | 12.64 |
| Yield(%) | 0.00 | 1.45 | 1.87 | 2.36 | 2.44 | 3.56 | 2.62 | … | … | 0.77 | 2.33 | 1.67 | 2.35 | 2.27 | 3.35 | 2.30 | 2.18 | 4.06 | 3.24 | 4.04 | 5.31 | 3.88 | 2.90 | 2.67 | 2.65 | 4.76 |
Data as of 10/31/2017, Common starting date is 03/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIIHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON) |
-8.37%
Feb 2006 – Feb 2009 |
-2.73%
Feb 2004 – Feb 2009 |
2.42%
May 2002 – May 2012 |
4.49%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIIHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE HORIZON) |
17.44%
Feb 2009 – Feb 2012 |
14.51%
Feb 2009 – Feb 2014 |
6.37%
Mar 2003 – Mar 2013 |
6.16%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart