Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/31/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DISFX (TRANSAMERICA PARTNERS INSTITUTIONAL STOCK INDEX TRANSAMERIC PARTNERS INSTITUTIONAL STOCK INDEX) | NA | 11.73% | 6.90% | 12.62% | 6.20% | 8.54% | NA | 6.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DISFX (TRANSAMERICA PARTNERS INSTITUTIONAL STOCK INDEX TRANSAMERIC PARTNERS INSTITUTIONAL STOCK INDEX) | 03/26/2001 | 10/31/2017 |
The return data shown below all have the same latest date: 10/31/2017.
AR inception is since 03/26/2001.
AR inception is since 03/26/2001.
| 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 | 11.73 | 6.90 | 12.62 | 6.20 | 8.54 | NA | 6.25 | 5.71 | 11.68 | 1.07 | 13.32 | 32.05 | 15.72 | 1.82 | 14.79 | 26.46 | -37.15 | 4.77 | 15.00 | 4.42 | 10.82 | 28.16 | -22.74 | -0.47 |
| Sharpe Ratio | NA | 2.11 | 0.54 | 1.05 | 0.29 | NA | NA | 0.27 | 1.54 | 0.87 | 0.07 | 1.17 | 2.91 | 1.23 | 0.08 | 0.81 | 0.97 | -0.93 | 0.11 | 1.17 | 0.22 | 0.89 | 1.62 | -0.92 | -0.13 |
| Standard Deviation(%) | NA | 5.30 | 12.22 | 11.91 | 20.71 | NA | NA | 19.09 | 4.09 | 13.08 | 15.50 | 11.39 | 11.01 | 12.81 | 23.46 | 18.22 | 27.30 | 40.85 | 16.03 | 10.08 | 10.32 | 11.08 | 16.91 | 26.02 | 20.84 |
| Draw Down(%) | NA | 2.63 | 13.15 | 13.15 | 54.92 | NA | NA | 55.39 | 2.63 | 10.31 | 12.07 | 7.31 | 4.75 | 9.59 | 18.78 | 15.62 | 27.13 | 47.82 | 9.94 | 7.55 | 7.06 | 7.55 | 13.80 | 33.39 | 26.62 |
| Yield(%) | 0.00 | 1.72 | 1.89 | 2.54 | 1.91 | 2.84 | 1.67 | 2.09 | 1.15 | 2.14 | 1.78 | 1.84 | 2.08 | 2.70 | 1.42 | 1.72 | 2.21 | 1.72 | 1.40 | 1.17 | 1.57 | 1.70 | 1.55 | 0.61 | 0.57 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DISFX (TRANSAMERICA PARTNERS INSTITUTIONAL STOCK INDEX TRANSAMERIC PARTNERS INSTITUTIONAL STOCK INDEX) |
-15.53%
Feb 2006 - Feb 2009 |
-7.01%
Feb 2004 - Feb 2009 |
2.15%
May 2001 - May 2011 |
5.05%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DISFX (TRANSAMERICA PARTNERS INSTITUTIONAL STOCK INDEX TRANSAMERIC PARTNERS INSTITUTIONAL STOCK INDEX) |
25.30%
Feb 2009 - Feb 2012 |
22.71%
Feb 2009 - Feb 2014 |
8.17%
Mar 2003 - Mar 2013 |
9.15%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart