Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DVPEX (TRANSAMERICA PARTNERS SMALL CORE TRANSAMERICA PARTNERS SMALL CORE) | NA | 13.43% | 3.07% | 9.24% | 3.28% | 7.13% | 4.87% | 6.06% |
Data as of 10/31/2017, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVPEX (TRANSAMERICA PARTNERS SMALL CORE TRANSAMERICA PARTNERS SMALL CORE) | 06/21/1996 | 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 | 13.43 | 3.07 | 9.24 | 3.28 | 7.13 | 4.87 | 6.06 | -1.21 | 22.53 | -10.05 | 3.58 | 32.79 | 14.27 | -2.78 | 29.11 | 26.84 | -36.48 | -16.84 | 11.15 | 9.90 | 11.96 | 43.20 | -24.52 | -3.65 | -4.70 | 25.32 | 4.46 | 24.18 | 8.25 |
| Sharpe Ratio | NA | 1.43 | 0.19 | 0.61 | 0.12 | NA | NA | 0.12 | -0.31 | 1.21 | -0.62 | 0.24 | 2.32 | 0.91 | -0.09 | 1.22 | 0.80 | -0.88 | -0.88 | 0.51 | 0.54 | 0.71 | 2.44 | -1.12 | -0.27 | -0.29 | 1.37 | 0.05 | -2.01 | 0.85 |
| Standard Deviation(%) | NA | 8.99 | 15.05 | 14.84 | 24.76 | NA | NA | 22.05 | 6.64 | 18.40 | 16.15 | 14.86 | 14.12 | 15.78 | 30.48 | 23.70 | 33.38 | 42.57 | 22.70 | 15.47 | 14.26 | 15.61 | 17.44 | 22.84 | 22.79 | 30.66 | 16.11 | 22.16 | 15.37 | 15.03 |
| Draw Down(%) | NA | 4.57 | 24.72 | 24.72 | 63.75 | NA | NA | 65.30 | 4.57 | 12.94 | 17.17 | 12.12 | 5.73 | 12.30 | 26.53 | 18.95 | 30.71 | 50.50 | 23.64 | 14.99 | 9.96 | 15.96 | 13.89 | 35.39 | 27.72 | 28.91 | 11.17 | 36.91 | 12.66 | 12.02 |
| Yield(%) | 0.00 | 0.00 | 0.38 | 0.50 | 0.62 | 3.99 | 3.20 | 4.07 | 0.00 | 0.52 | 0.51 | 0.47 | 0.17 | 0.44 | 0.00 | 0.00 | 0.51 | 0.52 | 5.93 | 13.97 | 16.55 | 0.00 | 0.00 | 0.34 | 0.00 | 2.81 | 7.98 | 1.02 | 5.33 | 2.72 |
Data as of 10/31/2017, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVPEX (TRANSAMERICA PARTNERS SMALL CORE TRANSAMERICA PARTNERS SMALL CORE) |
-24.08%
Feb 2006 - Feb 2009 |
-11.33%
Feb 2004 - Feb 2009 |
-2.77%
Feb 1999 - Feb 2009 |
2.73%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVPEX (TRANSAMERICA PARTNERS SMALL CORE TRANSAMERICA PARTNERS SMALL CORE) |
29.47%
Feb 2009 - Feb 2012 |
25.23%
Feb 2009 - Feb 2014 |
9.37%
Apr 1997 - Apr 2007 |
7.39%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart