Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGTIX (TRANSAMERICA DYNAMIC INCOME I) | NA | 7.85% | 1.74% | 1.86% | NA | NA | NA | 3.52% |
Data as of 08/05/2021, AR inception is 10/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGTIX (TRANSAMERICA DYNAMIC INCOME I) | 10/31/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.85 | 1.74 | 1.86 | NA | NA | NA | 3.52 | 2.94 | -5.32 | 6.94 | -9.43 | 2.14 | 7.11 | -14.51 | -0.29 | 0.29 | 1.39 | 0.60 |
| Sharpe Ratio | NA | 1.43 | 0.08 | 0.11 | NA | NA | NA | 0.33 | 1.19 | -0.27 | -3.36 | -5.61 | -4.18 | -2.92 | -4.23 | -3.44 | -3.33 | -4.13 | -4.38 |
| Standard Deviation(%) | NA | 5.36 | 12.29 | 10.01 | NA | NA | NA | 8.49 | 4.21 | 20.22 | 4.85 | 5.53 | 4.10 | 9.21 | 7.82 | 5.46 | 5.48 | 4.19 | 5.78 |
| Draw Down(%) | NA | 3.44 | 29.36 | 29.36 | NA | NA | NA | 29.36 | 1.63 | 29.36 | 2.74 | 12.03 | 2.39 | 7.22 | 17.89 | 4.34 | 7.39 | 4.55 | 2.99 |
| Yield(%) | 0.00 | 2.76 | 4.18 | 4.11 | 4.46 | 2.97 | 2.23 | 4.96 | 0.90 | 4.29 | 5.48 | 4.27 | 4.95 | 4.40 | 7.07 | 5.08 | 4.26 | 5.77 | 0.00 |
Data as of 08/05/2021, AR inception is 10/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGTIX (TRANSAMERICA DYNAMIC INCOME I) |
-4.08%
Mar 2017 - Mar 2020 |
-1.69%
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 |
|---|---|---|---|---|
| IGTIX (TRANSAMERICA DYNAMIC INCOME I) |
6.62%
Jan 2016 - Jan 2019 |
4.71%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart