Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMNAX (TRANSAMERICA GLOBAL EQUITY A) | NA | 12.60% | 12.85% | 10.82% | 9.32% | 4.78% | NA | 5.57% |
Data as of 12/14/2021, AR inception is 03/16/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMNAX (TRANSAMERICA GLOBAL EQUITY A) | 03/16/2006 | 12/14/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 12.60 | 12.85 | 10.82 | 9.32 | 4.78 | NA | 5.57 | -0.70 | 12.64 | 21.22 | -10.40 | 26.50 | 3.88 | -0.99 | 0.36 | 16.51 | 16.82 | -15.36 | 14.58 | 39.22 | -45.12 | 13.37 | 13.57 |
| Sharpe Ratio | NA | 0.18 | 0.42 | 0.45 | 0.49 | NA | NA | 0.20 | -0.05 | 0.41 | 1.59 | -0.74 | 3.46 | 0.24 | -0.07 | 0.03 | 1.49 | 1.20 | -0.60 | 0.77 | 1.48 | -1.15 | 0.59 | 0.97 |
| Standard Deviation(%) | NA | 16.02 | 21.26 | 18.08 | 16.12 | NA | NA | 20.06 | 16.14 | 30.33 | 12.43 | 15.85 | 7.51 | 15.17 | 15.21 | 10.61 | 11.09 | 14.13 | 25.70 | 18.77 | 26.36 | 40.07 | 17.74 | 14.52 |
| Draw Down(%) | NA | 12.12 | 32.41 | 32.41 | 32.41 | NA | NA | 59.96 | 12.12 | 32.41 | 8.11 | 20.37 | 2.34 | 12.58 | 14.59 | 12.13 | 9.98 | 14.54 | 26.58 | 16.22 | 23.95 | 55.49 | 14.14 | 18.40 |
| Yield(%) | 8.65 | 11.41 | 6.69 | 5.41 | 4.34 | 2.86 | 2.40 | 3.19 | 9.48 | 1.97 | 6.46 | 0.02 | 2.32 | 2.58 | 0.00 | 0.00 | 1.60 | 1.17 | 2.49 | 0.85 | 1.68 | 0.42 | 3.74 | 5.76 |
Data as of 12/14/2021, AR inception is 03/16/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMNAX (TRANSAMERICA GLOBAL EQUITY A) |
-12.48%
Apr 2006 - Apr 2009 |
-5.27%
May 2007 - May 2012 |
1.67%
Dec 2006 - Dec 2016 |
4.71%
Nov 2006 - Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMNAX (TRANSAMERICA GLOBAL EQUITY A) |
22.14%
Feb 2009 - Feb 2012 |
17.01%
Feb 2009 - Feb 2014 |
11.04%
Feb 2009 - Feb 2019 |
5.80%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart