Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IIVBX (TRANSAMERICA SMALL/MID CAP VALUE B) | NA | -0.87% | 8.94% | 5.85% | 11.76% | 9.99% | NA | … | … |
Data as of 07/23/2019, Common starting date is 05/01/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIVBX (TRANSAMERICA SMALL/MID CAP VALUE B) | 05/01/2001 | 07/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.87 | 8.94 | 5.85 | 11.76 | 9.99 | NA | … | … | 17.15 | -12.51 | 12.43 | 19.80 | -3.90 | 3.83 | 34.99 | 14.94 | -3.91 | 28.56 | 41.61 | -39.30 | 21.69 | 13.42 | 10.36 | 22.80 | 49.71 | -16.31 | 4.42 |
| Sharpe Ratio | NA | -0.18 | 0.50 | 0.32 | 0.59 | NA | NA | … | … | 3.30 | -0.94 | 0.59 | 1.09 | -0.25 | 0.27 | 2.50 | 0.92 | -0.12 | 1.12 | 1.18 | -0.94 | 1.00 | 0.69 | 0.53 | 1.47 | 3.02 | -0.82 | 0.32 |
| Standard Deviation(%) | NA | 13.10 | 15.75 | 16.35 | 19.49 | NA | NA | … | … | 9.51 | 14.66 | 20.08 | 17.90 | 16.00 | 14.06 | 13.96 | 16.30 | 31.80 | 25.39 | 35.25 | 42.74 | 18.68 | 14.66 | 15.38 | 14.88 | 16.23 | 21.19 | 15.23 |
| Draw Down(%) | NA | 22.18 | 27.44 | 27.44 | 29.65 | NA | NA | … | … | 3.61 | 22.18 | 12.65 | 15.03 | 15.25 | 12.81 | 6.74 | 12.80 | 29.65 | 23.26 | 27.90 | 54.86 | 12.15 | 13.25 | 11.44 | 10.25 | 17.79 | 38.13 | 21.23 |
| Yield(%) | 0.00 | 10.23 | 10.91 | 9.12 | 11.51 | 10.51 | 10.18 | … | … | 0.00 | 10.51 | 14.50 | 6.49 | 8.90 | 10.64 | 10.70 | 0.00 | 5.50 | 0.00 | 0.00 | 1.11 | 14.44 | 1.96 | 7.70 | 11.44 | 0.49 | 0.00 | 0.00 |
Data as of 07/23/2019, Common starting date is 05/01/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVBX (TRANSAMERICA SMALL/MID CAP VALUE B) |
-13.36%
Feb 2006 – Feb 2009 |
-2.29%
Feb 2004 – Feb 2009 |
6.73%
Jan 2006 – Jan 2016 |
8.96%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVBX (TRANSAMERICA SMALL/MID CAP VALUE B) |
35.98%
Mar 2003 – Mar 2006 |
26.89%
Feb 2009 – Feb 2014 |
15.88%
Feb 2009 – Feb 2019 |
13.67%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart