Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICLBX (TRANSAMERICA ASSET ALLOCATION – CONSERVATIVE PORTFOLIO B) | NA | 1.34% | 3.14% | 2.49% | 5.09% | 4.32% | NA | … | … |
Data as of 07/23/2019, Common starting date is 03/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICLBX (TRANSAMERICA ASSET ALLOCATION – CONSERVATIVE PORTFOLIO B) | 03/08/2002 | 07/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.34 | 3.14 | 2.49 | 5.09 | 4.32 | NA | … | … | 6.15 | -5.31 | 8.90 | 4.59 | -1.28 | 3.45 | 7.51 | 8.95 | -0.59 | 9.39 | 23.76 | -22.25 | 6.78 | 8.34 | 4.05 | 9.18 | 20.22 | -7.60 |
| Sharpe Ratio | NA | -0.06 | 0.59 | 0.44 | 0.89 | NA | NA | … | … | 3.71 | -1.44 | 3.21 | 0.86 | -0.26 | 0.84 | 1.70 | 2.29 | -0.07 | 1.31 | 2.36 | -1.49 | 0.61 | 0.96 | 0.40 | 1.42 | 2.67 | -1.16 |
| Standard Deviation(%) | NA | 3.84 | 3.60 | 4.27 | 5.35 | NA | NA | … | … | 2.63 | 4.62 | 2.58 | 5.06 | 5.07 | 4.07 | 4.40 | 3.92 | 8.99 | 7.11 | 10.04 | 15.52 | 6.17 | 5.29 | 4.75 | 5.81 | 7.31 | 8.90 |
| Draw Down(%) | NA | 6.91 | 8.96 | 8.96 | 9.30 | NA | NA | … | … | 0.68 | 8.96 | 1.09 | 4.41 | 6.08 | 3.09 | 4.91 | 3.29 | 9.30 | 5.62 | 11.74 | 30.76 | 4.11 | 5.77 | 3.90 | 6.12 | 4.65 | 13.35 |
| Yield(%) | 0.00 | 5.87 | 4.98 | 5.22 | 4.89 | 4.55 | 3.87 | … | … | 0.06 | 5.75 | 5.69 | 3.85 | 4.73 | 8.78 | 4.53 | 2.33 | 1.82 | 2.22 | 4.28 | 3.27 | 4.25 | 5.64 | 5.27 | 5.54 | 2.09 | 0.55 |
Data as of 07/23/2019, Common starting date is 03/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICLBX (TRANSAMERICA ASSET ALLOCATION – CONSERVATIVE PORTFOLIO B) |
-6.48%
Feb 2006 – Feb 2009 |
-1.61%
Feb 2004 – Feb 2009 |
3.27%
Oct 2007 – Oct 2017 |
3.90%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICLBX (TRANSAMERICA ASSET ALLOCATION – CONSERVATIVE PORTFOLIO B) |
14.86%
Feb 2009 – Feb 2012 |
11.37%
Feb 2009 – Feb 2014 |
6.83%
Feb 2009 – Feb 2019 |
5.71%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart