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 |
---|---|---|---|---|---|---|---|---|
DVIEX (TRANSAMERICA PARTNERS INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INTERNATIONAL EQUITY) | NA | 4.32% | -0.42% | 2.46% | -4.15% | 3.85% | 1.95% | 2.56% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DVIEX (TRANSAMERICA PARTNERS INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INTERNATIONAL EQUITY) | 07/09/1996 | 10/31/2017 |
The return data shown below all have the same latest date: 10/31/2017.
AR inception is since 07/09/1996.
AR inception is since 07/09/1996.
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 | 4.32 | -0.42 | 2.46 | -4.15 | 3.85 | 1.95 | 2.56 | 4.79 | 1.79 | -3.08 | -8.22 | 13.27 | 17.68 | -14.01 | 14.26 | 26.07 | -50.24 | 1.28 | 26.65 | 10.68 | 18.99 | 32.88 | -17.15 | -20.36 | -24.29 | 60.30 | 8.52 | 5.24 | 6.22 |
Sharpe Ratio | NA | 0.82 | -0.05 | 0.18 | -0.20 | NA | NA | -0.05 | 1.47 | 0.09 | -0.21 | -0.79 | 1.07 | 1.16 | -0.53 | 0.71 | 0.95 | -1.21 | -0.08 | 1.61 | 0.81 | 1.27 | 2.24 | -0.96 | -1.24 | -1.52 | 4.29 | 0.27 | -3.90 | 1.30 |
Standard Deviation(%) | NA | 4.59 | 13.62 | 12.90 | 22.34 | NA | NA | 19.00 | 3.52 | 17.11 | 14.97 | 10.47 | 12.36 | 15.28 | 26.71 | 19.94 | 27.30 | 42.06 | 21.31 | 14.54 | 10.51 | 14.21 | 14.38 | 19.03 | 18.52 | 18.58 | 13.31 | 18.98 | 12.77 | 7.52 |
Draw Down(%) | NA | 3.14 | 25.31 | 27.70 | 68.79 | NA | NA | 68.79 | 1.17 | 13.44 | 17.64 | 15.69 | 11.18 | 14.67 | 28.44 | 15.62 | 27.08 | 59.61 | 18.90 | 15.99 | 7.90 | 11.32 | 15.91 | 28.50 | 34.29 | 28.93 | 5.45 | 26.67 | 15.30 | 4.34 |
Yield(%) | 0.00 | 0.28 | 1.13 | 1.46 | 1.39 | 5.03 | 3.17 | 3.48 | 0.25 | 1.66 | 1.79 | 2.17 | 0.91 | 3.02 | 0.54 | 1.06 | 1.06 | 4.19 | 8.61 | 14.85 | 7.87 | 2.72 | 1.66 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DVIEX (TRANSAMERICA PARTNERS INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INTERNATIONAL EQUITY) |
-23.60%
Mar 2000 - Mar 2003 |
-10.87%
May 2007 - May 2012 |
-4.14%
Jun 2000 - Jun 2010 |
-1.11%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DVIEX (TRANSAMERICA PARTNERS INTERNATIONAL EQUITY TRANSAMERICA PARTNERS INTERNATIONAL EQUITY) |
28.40%
Mar 2003 - Mar 2006 |
22.15%
Sep 2002 - Sep 2007 |
8.44%
Oct 1997 - Oct 2007 |
4.29%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart