Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVSIX (TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON) | NA | 4.20% | 2.65% | 4.14% | 3.78% | 4.95% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/18/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVSIX (TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON) | 12/18/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.20 | 2.65 | 4.14 | 3.78 | 4.95 | NA | … | … | 3.71 | 4.97 | -0.63 | 4.09 | 7.47 | 9.60 | 2.39 | 10.36 | 19.66 | -18.28 | 5.14 | 6.87 | 3.22 | 6.20 | 12.04 | -1.90 | -0.34 | -4.98 | 2.09 | 1.41 |
| Sharpe Ratio | NA | 1.73 | 0.60 | 0.98 | 0.39 | NA | NA | … | … | 2.18 | 1.00 | -0.14 | 1.14 | 1.66 | 2.05 | 0.11 | 1.70 | 2.39 | -1.57 | 0.44 | 0.92 | 0.32 | 1.41 | 2.57 | -0.52 | -0.46 | -1.17 | -0.16 | 3.15 |
| Standard Deviation(%) | NA | 2.11 | 4.04 | 4.05 | 9.00 | NA | NA | … | … | 1.78 | 4.74 | 4.68 | 3.56 | 4.48 | 4.70 | 21.19 | 6.03 | 8.20 | 12.19 | 4.80 | 3.91 | 3.31 | 3.73 | 4.42 | 5.72 | 5.84 | 7.72 | 7.03 | 16.67 |
| Draw Down(%) | NA | 1.06 | 7.96 | 7.96 | 26.24 | NA | NA | … | … | 1.06 | 4.18 | 5.31 | 3.21 | 4.94 | 3.25 | 14.67 | 4.37 | 8.91 | 25.94 | 3.16 | 2.98 | 2.44 | 3.79 | 3.14 | 8.54 | 8.56 | 8.05 | 4.99 | 1.86 |
| Yield(%) | 0.00 | 2.36 | 2.07 | 2.35 | 2.69 | 3.57 | 2.73 | … | … | 1.71 | 2.33 | 1.56 | 2.13 | 2.62 | 2.90 | 2.57 | 2.29 | 3.59 | 4.06 | 4.75 | 6.31 | 4.21 | 2.80 | 2.96 | 3.86 | 3.34 | 0.00 | 0.00 | 3.23 |
Data as of 10/31/2017, Common starting date is 12/18/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVSIX (TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON) |
-4.95%
Feb 2006 – Feb 2009 |
-1.27%
Feb 2004 – Feb 2009 |
0.17%
Feb 1999 – Feb 2009 |
3.50%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVSIX (TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON TRANSAMERICA ASSET ALLOCATION-SHORT/INTERMEDIATE HORIZON) |
14.27%
Feb 2009 – Feb 2012 |
11.33%
Feb 2009 – Feb 2014 |
5.55%
Mar 2003 – Mar 2013 |
5.06%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart