Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVMSX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON) | NA | 6.95% | 3.53% | 5.93% | 3.81% | 5.55% | 4.83% | … | … |
Data as of 10/31/2017, Common starting date is 07/08/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVMSX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON) | 07/08/1996 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 6.95 | 3.53 | 5.93 | 3.81 | 5.55 | 4.83 | … | … | 4.82 | 5.86 | -0.15 | 4.16 | 13.65 | 11.06 | 0.69 | 12.28 | 21.99 | -26.04 | 5.60 | 8.83 | 4.16 | 7.70 | 15.75 | -7.41 | -2.64 | -0.93 | 13.16 | 12.62 | 14.03 | 7.17 |
| Sharpe Ratio | NA | 1.92 | 0.51 | 0.91 | 0.30 | NA | NA | … | … | 1.76 | 0.76 | -0.02 | 0.71 | 2.13 | 0.86 | 0.03 | 1.25 | 1.64 | -1.37 | 0.33 | 0.96 | 0.39 | 1.16 | 2.15 | -0.86 | -0.56 | -0.51 | 0.94 | 1.01 | -5.33 | 1.97 |
| Standard Deviation(%) | NA | 3.34 | 6.46 | 6.35 | 11.87 | NA | NA | … | … | 2.97 | 7.44 | 7.58 | 5.88 | 6.39 | 12.96 | 19.22 | 9.75 | 13.36 | 19.59 | 7.82 | 5.81 | 5.07 | 5.81 | 7.01 | 9.86 | 9.06 | 9.70 | 10.52 | 9.18 | 7.71 | 5.97 |
| Draw Down(%) | NA | 1.30 | 11.69 | 11.69 | 36.65 | NA | NA | … | … | 1.30 | 7.23 | 7.38 | 4.86 | 5.53 | 11.70 | 12.74 | 7.53 | 14.29 | 34.33 | 5.28 | 5.16 | 3.38 | 4.69 | 6.02 | 14.98 | 13.48 | 7.13 | 5.35 | 12.53 | 5.51 | 2.63 |
| Yield(%) | 0.00 | 1.07 | 1.43 | 1.88 | 2.23 | 3.50 | 3.76 | … | … | 0.55 | 1.92 | 1.25 | 1.79 | 2.35 | 2.38 | 2.00 | 1.70 | 2.77 | 3.34 | 6.30 | 8.70 | 4.68 | 2.26 | 2.33 | 2.99 | 3.18 | 7.99 | 6.13 | 4.44 | 7.89 | 2.40 |
Data as of 10/31/2017, Common starting date is 07/08/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVMSX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON) |
-8.69%
Feb 2006 – Feb 2009 |
-3.11%
Feb 2004 – Feb 2009 |
0.24%
Feb 1999 – Feb 2009 |
3.64%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVMSX (TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-INTERMEDIATE HORIZON) |
17.07%
Feb 2009 – Feb 2012 |
14.14%
Feb 2009 – Feb 2014 |
6.53%
Mar 1997 – Mar 2007 |
5.76%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart