Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IGLLX (Transamerica Templeton Global C) | NA | 21.42% | -7.40% | -0.04% | NA | NA | NA | 2.91% |
Data as of 01/05/2010, AR inception is 11/26/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IGLLX (Transamerica Templeton Global C) | 11/26/2002 | 01/05/2010 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 21.42 | -7.40 | -0.04 | NA | NA | NA | 2.91 | 0.00 | 24.22 | -44.01 | 13.54 | 17.12 | 5.32 | 5.89 | 21.85 | -2.72 |
Sharpe Ratio | NA | 0.79 | -0.29 | -0.08 | NA | NA | NA | 0.06 | 0.00 | 0.89 | -1.08 | 0.63 | 1.20 | 0.38 | 0.38 | 1.51 | -1.67 |
Standard Deviation(%) | NA | 27.13 | 30.57 | 24.74 | NA | NA | NA | 21.72 | NA | 27.16 | 41.30 | 16.67 | 11.53 | 8.34 | 12.92 | 14.03 | 16.09 |
Draw Down(%) | NA | 28.18 | 59.90 | 59.90 | NA | NA | NA | 59.90 | 0.00 | 28.18 | 54.68 | 11.45 | 11.75 | 6.08 | 15.26 | 16.06 | 5.86 |
Yield(%) | 0.00 | 0.00 | 0.26 | 0.33 | 0.20 | 0.14 | 0.10 | 0.29 | 0.00 | 0.00 | 0.00 | 0.76 | 0.61 | 0.02 | 0.00 | 0.00 | 0.00 |
Data as of 01/05/2010, AR inception is 11/26/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IGLLX (Transamerica Templeton Global C) |
-16.51%
Feb 2006 - Feb 2009 |
-8.11%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IGLLX (Transamerica Templeton Global C) |
16.62%
Oct 2004 - Oct 2007 |
12.56%
Dec 2002 - Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart