Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DVEIX (TRANSAMERICA PARTNERS LARGE VALUE TRANSAMERICA PARTNERS LARGE VALUE) | NA | 12.27% | 3.69% | 10.95% | 2.38% | 6.17% | 5.11% | 7.84% |
Data as of 10/31/2017, AR inception is 12/21/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVEIX (TRANSAMERICA PARTNERS LARGE VALUE TRANSAMERICA PARTNERS LARGE VALUE) | 12/21/1994 | 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 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.27 | 3.69 | 10.95 | 2.38 | 6.17 | 5.11 | 7.84 | 1.91 | 8.86 | -0.88 | 9.24 | 37.38 | 16.78 | 1.78 | 14.10 | 15.85 | -43.34 | -10.07 | 20.01 | 6.34 | 12.35 | 25.89 | -15.89 | -2.45 | 8.96 | 7.65 | 12.45 | 29.28 | 17.91 | 33.42 | 0.21 |
| Sharpe Ratio | NA | 1.67 | 0.25 | 0.83 | 0.10 | NA | NA | 0.33 | 0.29 | 0.54 | -0.06 | 0.76 | 3.16 | 1.27 | 0.07 | 0.76 | 0.58 | -1.01 | -0.72 | 1.66 | 0.41 | 1.07 | 1.64 | -0.73 | -0.32 | 0.27 | 0.31 | 0.58 | 1.70 | 1.52 | 4.49 | 1.72 |
| Standard Deviation(%) | NA | 7.04 | 13.63 | 13.07 | 21.81 | NA | NA | 17.98 | 5.81 | 16.00 | 15.87 | 12.10 | 11.82 | 13.23 | 24.85 | 18.42 | 27.12 | 43.62 | 18.28 | 10.14 | 10.24 | 10.64 | 15.37 | 23.26 | 15.01 | 17.71 | 14.51 | 15.61 | 15.08 | 9.43 | 6.58 | 3.15 |
| Draw Down(%) | NA | 4.97 | 21.24 | 21.24 | 64.18 | NA | NA | 65.96 | 4.97 | 16.00 | 13.09 | 9.59 | 5.20 | 11.57 | 21.46 | 15.35 | 28.99 | 54.85 | 18.64 | 8.11 | 7.12 | 7.40 | 13.87 | 32.10 | 18.21 | 15.50 | 12.40 | 17.53 | 8.94 | 6.14 | 2.43 | 0.30 |
| Yield(%) | 0.00 | 0.80 | 1.04 | 1.48 | 1.04 | 3.43 | 3.33 | 5.88 | 0.38 | 1.58 | 1.00 | 0.77 | 1.36 | 1.76 | 1.19 | 1.18 | 2.05 | 2.09 | 2.53 | 10.03 | 9.47 | 3.13 | 1.44 | 1.03 | 1.92 | 4.34 | 3.95 | 3.44 | 3.25 | 1.39 | 1.59 | 0.91 |
Data as of 10/31/2017, AR inception is 12/21/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVEIX (TRANSAMERICA PARTNERS LARGE VALUE TRANSAMERICA PARTNERS LARGE VALUE) |
-22.23%
Feb 2006 - Feb 2009 |
-10.96%
Feb 2004 - Feb 2009 |
-3.28%
Feb 1999 - Feb 2009 |
2.58%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVEIX (TRANSAMERICA PARTNERS LARGE VALUE TRANSAMERICA PARTNERS LARGE VALUE) |
28.41%
Mar 1995 - Mar 1998 |
21.91%
Feb 2009 - Feb 2014 |
11.70%
Jan 1995 - Jan 2005 |
6.61%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart