Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMLBX (TRANSAMERICA ASSET ALLOCATION - MODERATE GROWTH PORTFOLIO B) | NA | -0.18% | 5.38% | 3.87% | 7.20% | 5.37% | NA | 4.84% |
Data as of 07/23/2019, AR inception is 03/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMLBX (TRANSAMERICA ASSET ALLOCATION - MODERATE GROWTH PORTFOLIO B) | 03/08/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.18 | 5.38 | 3.87 | 7.20 | 5.37 | NA | 4.84 | 10.39 | -9.38 | 14.79 | 6.11 | -1.15 | 4.15 | 19.45 | 11.80 | -5.10 | 12.09 | 25.98 | -33.24 | 7.92 | 12.67 | 7.05 | 10.84 | 25.91 | -17.92 |
| Sharpe Ratio | NA | -0.21 | 0.61 | 0.39 | 0.66 | NA | NA | 0.30 | 3.16 | -1.09 | 3.12 | 0.61 | -0.12 | 0.53 | 2.37 | 1.29 | -0.29 | 0.91 | 1.39 | -1.23 | 0.42 | 1.03 | 0.60 | 1.02 | 2.09 | -1.27 |
| Standard Deviation(%) | NA | 8.39 | 7.18 | 8.40 | 10.47 | NA | NA | 13.00 | 5.65 | 9.82 | 4.55 | 9.64 | 9.79 | 7.83 | 8.19 | 9.17 | 17.95 | 13.12 | 18.60 | 27.72 | 11.65 | 9.18 | 8.11 | 9.67 | 12.07 | 17.75 |
| Draw Down(%) | NA | 13.83 | 16.39 | 16.39 | 18.34 | NA | NA | 47.09 | 1.50 | 16.39 | 1.54 | 8.92 | 9.81 | 5.78 | 6.05 | 8.49 | 18.34 | 10.91 | 19.55 | 42.57 | 7.95 | 10.04 | 5.64 | 8.94 | 10.06 | 26.48 |
| Yield(%) | 0.00 | 10.12 | 8.00 | 7.22 | 6.32 | 5.17 | 3.96 | 4.66 | 0.00 | 10.08 | 8.47 | 5.65 | 6.17 | 9.80 | 1.37 | 0.93 | 0.51 | 0.76 | 2.25 | 1.85 | 3.94 | 4.78 | 3.86 | 1.92 | 0.24 | 0.01 |
Data as of 07/23/2019, AR inception is 03/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMLBX (TRANSAMERICA ASSET ALLOCATION - MODERATE GROWTH PORTFOLIO B) |
-11.93%
Feb 2006 - Feb 2009 |
-4.11%
Feb 2004 - Feb 2009 |
3.18%
Jan 2006 - Jan 2016 |
4.59%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMLBX (TRANSAMERICA ASSET ALLOCATION - MODERATE GROWTH PORTFOLIO B) |
18.38%
Feb 2009 - Feb 2012 |
15.65%
Feb 2009 - Feb 2014 |
9.58%
Feb 2009 - Feb 2019 |
7.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart