Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGTAX (TRANSAMERICA DYNAMIC INCOME A) | NA | 7.67% | 1.61% | 1.39% | 2.76% | 1.83% | 1.37% | 2.70% |
Data as of 08/05/2021, AR inception is 11/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGTAX (TRANSAMERICA DYNAMIC INCOME A) | 11/01/2000 | 08/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.67 | 1.61 | 1.39 | 2.76 | 1.83 | 1.37 | 2.70 | 3.02 | -5.56 | 12.61 | -5.49 | 5.91 | 10.97 | -7.91 | 4.56 | 4.49 | 7.13 | 29.97 | 152.31 | 50.00 | -49.22 | 32.13 | 0.25 | 1.35 | 7.47 | 48.81 | -39.42 | -34.38 | -18.09 |
| Sharpe Ratio | NA | 1.38 | 0.07 | 0.06 | 0.38 | NA | NA | 0.14 | 1.20 | -0.28 | 2.48 | -1.24 | 1.33 | 1.16 | -1.02 | 0.91 | 0.83 | 1.90 | 0.02 | 1.35 | 1.84 | -1.13 | 1.37 | -0.17 | -0.06 | 0.40 | 2.17 | -0.89 | -0.70 | -1.37 |
| Standard Deviation(%) | NA | 5.51 | 12.34 | 10.07 | 11.95 | NA | NA | 11.95 | 4.30 | 20.28 | 4.52 | 5.52 | 3.97 | 9.25 | 7.80 | 5.00 | 5.35 | 3.76 | 65.81 | 112.82 | 27.10 | 44.31 | 21.38 | 17.49 | 12.97 | 16.41 | 22.20 | 45.75 | 53.39 | 55.30 |
| Draw Down(%) | NA | 3.57 | 29.39 | 29.39 | 29.39 | NA | NA | 29.39 | 1.76 | 29.39 | 1.82 | 8.21 | 1.83 | 7.22 | 14.69 | 3.61 | 6.96 | 2.93 | 3.08 | 8.81 | 20.51 | 57.62 | 14.04 | 21.66 | 14.39 | 12.44 | 11.70 | 55.60 | 59.45 | 22.69 |
| Yield(%) | 0.00 | 2.59 | 4.04 | 3.86 | 4.21 | 2.81 | 2.11 | 2.74 | 0.84 | 4.07 | 5.42 | 4.04 | 4.70 | 3.75 | 6.84 | 4.86 | 4.03 | 5.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/05/2021, AR inception is 11/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGTAX (TRANSAMERICA DYNAMIC INCOME A) |
-4.58%
Mar 2017 - Mar 2020 |
-2.16%
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 |
|---|---|---|---|---|
| IGTAX (TRANSAMERICA DYNAMIC INCOME A) |
5.84%
Jan 2016 - Jan 2019 |
4.18%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart