Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IFLBX (TRANSAMERICA FLEXIBLE INCOME B) | NA | 3.39% | 2.07% | 1.74% | 5.01% | 3.49% | 3.93% | 4.50% |
Data as of 07/23/2019, AR inception is 10/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFLBX (TRANSAMERICA FLEXIBLE INCOME B) | 10/13/1995 | 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 | 3.39 | 2.07 | 1.74 | 5.01 | 3.49 | 3.93 | 4.50 | 3.80 | -1.75 | 4.00 | 4.82 | -1.57 | 3.00 | 2.74 | 11.31 | 2.52 | 11.03 | 29.20 | -19.36 | 0.00 | 4.34 | 0.53 | 4.15 | 4.97 | 8.87 | 6.10 | 5.28 | 0.30 | 7.10 | 10.97 | 4.77 | 3.33 |
| Sharpe Ratio | NA | 1.07 | 0.61 | 0.63 | 2.18 | NA | NA | 0.86 | 3.34 | -1.67 | 1.98 | 2.35 | -0.88 | 2.08 | 1.10 | 7.16 | 0.92 | 3.69 | 8.02 | -4.14 | -0.64 | 0.38 | -0.59 | 0.85 | 1.06 | 1.64 | 0.76 | 0.47 | -0.98 | 1.07 | 2.46 | 0.29 | 4.17 |
| Standard Deviation(%) | NA | 1.71 | 1.79 | 1.79 | 2.14 | NA | NA | 3.30 | 1.60 | 1.84 | 1.71 | 1.95 | 1.82 | 1.44 | 2.46 | 1.59 | 2.69 | 2.97 | 3.63 | 4.88 | 4.77 | 2.71 | 2.78 | 3.79 | 4.05 | 4.73 | 5.01 | 2.65 | 2.99 | 3.53 | 3.01 | 4.40 | 3.16 |
| Draw Down(%) | NA | 1.52 | 2.33 | 4.69 | 4.84 | NA | NA | 22.13 | 0.22 | 2.19 | 0.97 | 2.02 | 3.38 | 1.26 | 4.33 | 0.88 | 4.84 | 2.44 | 2.56 | 20.57 | 5.55 | 3.10 | 3.13 | 6.02 | 5.48 | 2.67 | 4.48 | 3.61 | 3.43 | 3.10 | 2.13 | 4.54 | 0.64 |
| Yield(%) | 0.00 | 2.23 | 2.60 | 2.46 | 3.85 | 3.44 | 3.92 | 4.46 | 0.87 | 2.68 | 2.88 | 2.89 | 2.41 | 2.03 | 3.45 | 4.27 | 4.50 | 4.98 | 5.75 | 4.54 | 4.27 | 4.19 | 3.40 | 8.03 | 4.54 | 3.78 | 4.69 | 5.07 | 4.88 | 5.29 | 6.06 | 5.77 | 1.47 |
Data as of 07/23/2019, AR inception is 10/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFLBX (TRANSAMERICA FLEXIBLE INCOME B) |
-5.60%
Feb 2006 - Feb 2009 |
-2.67%
Feb 2004 - Feb 2009 |
1.21%
Dec 1998 - Dec 2008 |
3.22%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFLBX (TRANSAMERICA FLEXIBLE INCOME B) |
14.91%
Feb 2009 - Feb 2012 |
11.15%
Feb 2009 - Feb 2014 |
6.40%
Mar 2009 - Mar 2019 |
5.21%
May 1996 - May 2011 |
Annualized Rolling Returns Comparison Chart