Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IEMTX (TRANSAMERICA EMERGING MARKETS EQUITY I) | NA | 7.86% | -0.96% | 5.23% | NA | NA | NA | 1.81% |
Data as of 10/20/2020, AR inception is 04/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IEMTX (TRANSAMERICA EMERGING MARKETS EQUITY I) | 04/30/2012 | 10/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.86 | -0.96 | 5.23 | NA | NA | NA | 1.81 | -0.48 | 13.24 | -18.83 | 36.32 | 6.03 | -21.15 | -0.60 | -2.45 | 1.90 |
| Sharpe Ratio | NA | 0.18 | -0.17 | 0.14 | NA | NA | NA | -0.01 | -0.03 | -0.74 | -2.20 | 1.64 | -1.52 | -2.24 | -1.65 | -1.50 | -1.19 |
| Standard Deviation(%) | NA | 28.75 | 21.19 | 19.05 | NA | NA | NA | 17.41 | 31.55 | 13.58 | 18.34 | 10.46 | 18.38 | 17.70 | 11.60 | 13.98 | 15.27 |
| Draw Down(%) | NA | 32.27 | 42.08 | 42.08 | NA | NA | NA | 42.08 | 32.27 | 11.59 | 28.48 | 5.91 | 12.32 | 29.12 | 13.55 | 16.40 | 14.40 |
| Yield(%) | 0.00 | 2.85 | 1.56 | 1.84 | 1.09 | 0.73 | 0.54 | 1.36 | 0.00 | 3.59 | 0.81 | 1.26 | 2.20 | 1.11 | 1.34 | 1.15 | 0.39 |
Data as of 10/20/2020, AR inception is 04/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEMTX (TRANSAMERICA EMERGING MARKETS EQUITY I) |
-9.81%
Feb 2013 - Feb 2016 |
-2.59%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEMTX (TRANSAMERICA EMERGING MARKETS EQUITY I) |
11.99%
Feb 2016 - Feb 2019 |
6.78%
Sep 2015 - Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart