Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DILSX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON) | NA | 12.14% | 5.22% | 9.48% | 3.67% | 6.82% | NA | … | … |
Data as of 10/31/2017, Common starting date is 03/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DILSX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG 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 | 12.14 | 5.22 | 9.48 | 3.67 | 6.82 | NA | … | … | 7.24 | 7.41 | 0.64 | 4.57 | 26.36 | 14.37 | -3.65 | 17.12 | 27.21 | -40.00 | 5.68 | 12.70 | 6.89 | 11.46 | 25.65 | -19.52 | -0.81 |
| Sharpe Ratio | NA | 2.04 | 0.44 | 0.84 | 0.18 | NA | NA | … | … | 1.62 | 0.54 | 0.05 | 0.44 | 2.49 | 1.05 | -0.15 | 0.98 | 1.14 | -1.14 | 0.18 | 0.92 | 0.54 | 1.07 | 1.80 | -0.98 | -0.18 |
| Standard Deviation(%) | NA | 5.69 | 11.44 | 11.15 | 19.05 | NA | NA | … | … | 5.05 | 13.28 | 13.29 | 10.37 | 10.57 | 13.75 | 23.81 | 17.42 | 23.87 | 35.77 | 14.52 | 10.26 | 8.78 | 9.87 | 13.88 | 20.96 | 17.44 |
| Draw Down(%) | NA | 1.91 | 18.86 | 18.86 | 54.63 | NA | NA | … | … | 1.82 | 13.00 | 11.51 | 8.41 | 6.39 | 11.01 | 21.55 | 13.43 | 23.38 | 49.69 | 9.90 | 9.85 | 5.94 | 8.04 | 13.02 | 30.22 | 25.03 |
| Yield(%) | 0.00 | 0.94 | 1.48 | 1.93 | 1.71 | 3.25 | 1.98 | … | … | 0.52 | 1.62 | 1.30 | 2.10 | 1.92 | 1.72 | 1.00 | 1.16 | 4.41 | 1.59 | 4.36 | 6.21 | 3.92 | 3.38 | 1.31 | 0.48 | 0.90 |
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 |
|---|---|---|---|---|
| DILSX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON) |
-16.06%
Feb 2006 – Feb 2009 |
-6.65%
Feb 2004 – Feb 2009 |
2.14%
Dec 2001 – Dec 2011 |
3.81%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DILSX (TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON TRANSAMERICA INSTITUTIONAL ASSET ALLOCATION-LONG HORIZON) |
22.62%
Feb 2009 – Feb 2012 |
19.76%
Feb 2009 – Feb 2014 |
7.01%
Mar 2003 – Mar 2013 |
7.29%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart