Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DVASX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) | NA | 9.36% | 4.28% | 7.58% | 3.66% | 6.13% | 4.96% | 5.93% |
Data as of 10/31/2017, AR inception is 07/10/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVASX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) | 07/10/1996 | 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.36 | 4.28 | 7.58 | 3.66 | 6.13 | 4.96 | 5.93 | 5.97 | 6.59 | 0.12 | 4.27 | 19.61 | 12.65 | -1.35 | 14.55 | 24.82 | -33.54 | 5.28 | 10.55 | 5.29 | 9.71 | 20.62 | -12.53 | -6.98 | -3.43 | 19.06 | 14.42 | 18.63 | 9.20 |
| Sharpe Ratio | NA | 1.99 | 0.45 | 0.85 | 0.23 | NA | NA | 0.19 | 1.69 | 0.62 | 0.01 | 0.53 | 2.34 | 1.11 | -0.07 | 1.07 | 1.31 | -1.23 | 0.20 | 0.91 | 0.44 | 1.10 | 2.01 | -0.94 | -0.75 | -0.55 | 1.58 | 0.87 | -3.10 | 1.52 |
| Standard Deviation(%) | NA | 4.44 | 8.93 | 8.70 | 15.12 | NA | NA | 13.10 | 3.91 | 10.33 | 10.41 | 8.08 | 8.36 | 11.42 | 20.39 | 13.52 | 18.85 | 27.84 | 11.32 | 8.03 | 7.16 | 7.94 | 9.90 | 14.52 | 12.59 | 13.54 | 10.04 | 12.78 | 11.77 | 10.94 |
| Draw Down(%) | NA | 1.52 | 15.13 | 15.13 | 46.76 | NA | NA | 46.76 | 1.48 | 10.03 | 9.33 | 6.63 | 6.10 | 10.07 | 16.60 | 10.54 | 19.26 | 42.75 | 7.68 | 7.50 | 4.78 | 6.35 | 8.86 | 21.64 | 19.42 | 10.08 | 6.79 | 16.90 | 9.02 | 5.69 |
| Yield(%) | 0.00 | 0.88 | 1.21 | 1.67 | 2.09 | 3.40 | 3.65 | 4.44 | 0.48 | 1.60 | 1.02 | 1.56 | 2.11 | 1.87 | 1.38 | 1.20 | 2.04 | 6.44 | 5.90 | 7.89 | 2.78 | 1.73 | 1.81 | 1.71 | 2.25 | 7.94 | 8.37 | 5.05 | 9.03 | 2.69 |
Data as of 10/31/2017, AR inception is 07/10/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVASX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) |
-12.71%
Feb 2006 - Feb 2009 |
-5.10%
Feb 2004 - Feb 2009 |
-1.11%
Feb 1999 - Feb 2009 |
3.30%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVASX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE/LONG HORIZON) |
20.01%
Feb 2009 - Feb 2012 |
16.97%
Feb 2009 - Feb 2014 |
7.38%
Mar 1997 - Mar 2007 |
6.42%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart