Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DILHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) | NA | 9.62% | 4.56% | 7.89% | 4.01% | 6.44% | NA | 5.05% |
Data as of 10/31/2017, AR inception is 03/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DILHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) | 03/27/2001 | 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 | 9.62 | 4.56 | 7.89 | 4.01 | 6.44 | NA | 5.05 | 6.25 | 6.72 | 0.49 | 4.57 | 19.93 | 13.07 | -1.16 | 14.98 | 25.14 | -33.09 | 5.62 | 10.86 | 5.81 | 9.79 | 20.86 | -13.28 | 0.26 |
| Sharpe Ratio | NA | 2.05 | 0.49 | 0.89 | 0.22 | NA | NA | 0.27 | 1.79 | 0.63 | 0.04 | 0.56 | 2.36 | 0.47 | -0.06 | 1.10 | 1.33 | -1.22 | 0.23 | 0.95 | 0.52 | 1.13 | 2.05 | -1.00 | -0.14 |
| Standard Deviation(%) | NA | 4.44 | 8.89 | 8.72 | 17.42 | NA | NA | 14.78 | 3.90 | 10.28 | 10.40 | 8.10 | 8.42 | 27.84 | 20.22 | 13.48 | 18.76 | 27.79 | 11.26 | 7.99 | 7.03 | 7.86 | 9.86 | 14.38 | 12.33 |
| Draw Down(%) | NA | 1.54 | 15.02 | 15.02 | 46.25 | NA | NA | 46.25 | 1.43 | 10.10 | 9.20 | 6.57 | 6.06 | 22.57 | 16.59 | 10.14 | 19.16 | 42.32 | 7.76 | 7.52 | 4.71 | 6.10 | 8.84 | 22.11 | 18.25 |
| Yield(%) | 0.00 | 1.13 | 1.65 | 2.17 | 1.96 | 3.36 | 2.28 | 2.84 | 0.59 | 1.96 | 1.46 | 2.26 | 2.11 | 2.70 | 1.63 | 1.70 | 2.13 | 2.41 | 4.24 | 5.97 | 3.86 | 3.71 | 1.97 | 1.65 | 2.85 |
Data as of 10/31/2017, AR inception is 03/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DILHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) |
-12.32%
Feb 2006 - Feb 2009 |
-4.71%
Feb 2004 - Feb 2009 |
1.68%
May 2002 - May 2012 |
4.26%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DILHX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) |
20.30%
Feb 2009 - Feb 2012 |
17.29%
Feb 2009 - Feb 2014 |
6.73%
Mar 2003 - Mar 2013 |
6.75%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart