Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IBABX (TRANSAMERICA MULTI-MANAGED BALANCED B) | NA | 4.18% | 6.40% | 5.12% | 9.51% | 6.81% | 5.09% | 7.61% |
Data as of 07/23/2019, AR inception is 12/22/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBABX (TRANSAMERICA MULTI-MANAGED BALANCED B) | 12/22/1995 | 07/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.18 | 6.40 | 5.12 | 9.51 | 6.81 | 5.09 | 7.61 | 11.13 | -5.01 | 12.52 | 6.40 | -1.15 | 9.32 | 16.37 | 11.08 | 2.44 | 22.93 | 26.72 | -33.18 | 11.78 | 7.87 | 4.75 | 10.35 | 12.15 | -7.73 | -6.41 | -3.99 | 22.77 | 30.00 | 20.41 | 15.86 | -0.50 |
| Sharpe Ratio | NA | 0.31 | 0.73 | 0.56 | 0.98 | NA | NA | 0.50 | 3.54 | -0.62 | 2.44 | 0.77 | -0.13 | 1.37 | 2.27 | 1.44 | 0.17 | 1.75 | 1.57 | -1.25 | 0.67 | 0.46 | 0.30 | 1.20 | 1.47 | -0.90 | -0.88 | -0.55 | 1.43 | 1.73 | 1.98 | 1.69 | -1.52 |
| Standard Deviation(%) | NA | 8.45 | 7.35 | 8.03 | 9.35 | NA | NA | 11.83 | 5.46 | 10.29 | 4.89 | 8.03 | 9.29 | 6.81 | 7.19 | 7.73 | 14.12 | 13.07 | 16.96 | 27.26 | 13.06 | 9.97 | 8.64 | 7.82 | 7.79 | 9.77 | 10.04 | 14.65 | 13.70 | 15.43 | 8.48 | 7.24 | 20.24 |
| Draw Down(%) | NA | 12.14 | 12.14 | 12.14 | 12.14 | NA | NA | 43.75 | 1.17 | 12.14 | 2.01 | 6.47 | 8.08 | 4.28 | 5.09 | 5.80 | 11.92 | 10.90 | 15.62 | 42.18 | 8.64 | 8.83 | 7.16 | 6.50 | 5.55 | 13.06 | 15.09 | 12.69 | 8.36 | 18.37 | 5.82 | 4.19 | 1.98 |
| Yield(%) | 0.00 | 5.99 | 3.20 | 3.31 | 5.83 | 4.53 | 3.53 | 5.97 | 0.05 | 6.03 | 2.33 | 0.49 | 2.38 | 5.05 | 5.42 | 4.70 | 13.80 | 1.89 | 0.98 | 4.82 | 3.13 | 0.08 | 0.09 | 0.25 | 0.48 | 1.15 | 1.09 | 2.41 | 2.18 | 0.92 | 12.12 | 15.59 | 0.23 |
Data as of 07/23/2019, AR inception is 12/22/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBABX (TRANSAMERICA MULTI-MANAGED BALANCED B) |
-11.15%
Feb 2006 - Feb 2009 |
-3.74%
Feb 2004 - Feb 2009 |
-0.62%
Mar 1999 - Mar 2009 |
4.22%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBABX (TRANSAMERICA MULTI-MANAGED BALANCED B) |
25.55%
Mar 1997 - Mar 2000 |
18.33%
Feb 2009 - Feb 2014 |
11.63%
Feb 2009 - Feb 2019 |
7.71%
Feb 1996 - Feb 2011 |
Annualized Rolling Returns Comparison Chart