Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DVCSX (TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON) | NA | 1.78% | 1.95% | 2.36% | 3.77% | 4.16% | 4.22% | 4.62% |
Data as of 10/31/2017, AR inception is 07/09/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVCSX (TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON) | 07/09/1996 | 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 | 1.78 | 1.95 | 2.36 | 3.77 | 4.16 | 4.22 | 4.62 | 2.46 | 4.63 | -0.99 | 3.68 | 1.40 | 7.86 | 4.65 | 8.34 | 16.57 | -9.42 | 5.11 | 5.04 | 2.30 | 4.19 | 6.62 | 2.93 | 5.17 | 6.96 | 1.44 | 6.47 | 8.59 | 5.22 |
| Sharpe Ratio | NA | 0.46 | 0.65 | 0.81 | 0.35 | NA | NA | 0.16 | 0.87 | 1.67 | -0.38 | 1.86 | 0.40 | 3.50 | 0.16 | 2.74 | 3.82 | -1.64 | 0.91 | 0.76 | 0.06 | 1.23 | 2.28 | 0.73 | 1.03 | 1.22 | -0.25 | 1.42 | -17.15 | 2.69 |
| Standard Deviation(%) | NA | 2.72 | 2.64 | 2.72 | 10.15 | NA | NA | 7.05 | 2.73 | 2.64 | 2.66 | 1.97 | 3.45 | 2.25 | 28.46 | 3.01 | 4.31 | 6.29 | 2.29 | 2.30 | 2.08 | 2.63 | 2.59 | 2.51 | 2.81 | 2.40 | 7.02 | 2.21 | 2.71 | 2.83 |
| Draw Down(%) | NA | 2.14 | 4.42 | 4.49 | 18.68 | NA | NA | 18.68 | 2.14 | 2.12 | 3.62 | 1.50 | 4.49 | 0.97 | 18.68 | 2.35 | 4.70 | 16.78 | 1.47 | 1.12 | 1.57 | 3.32 | 3.20 | 2.70 | 1.73 | 1.33 | 4.54 | 1.43 | 2.46 | 1.07 |
| Yield(%) | 0.00 | 1.49 | 1.96 | 2.29 | 3.05 | 3.56 | 3.82 | 4.13 | 0.70 | 2.72 | 1.80 | 2.43 | 2.84 | 3.43 | 3.02 | 3.12 | 4.41 | 4.80 | 4.26 | 4.74 | 4.02 | 4.04 | 4.66 | 3.46 | 4.97 | 5.49 | 4.73 | 4.29 | 5.21 | 2.03 |
Data as of 10/31/2017, AR inception is 07/09/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVCSX (TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON) |
-1.03%
Nov 2005 - Nov 2008 |
0.54%
Feb 2004 - Feb 2009 |
2.58%
Nov 1998 - Nov 2008 |
3.96%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVCSX (TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT HORIZON) |
11.64%
Feb 2009 - Feb 2012 |
8.56%
Feb 2009 - Feb 2014 |
5.09%
Aug 1996 - Aug 2006 |
5.05%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart