Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMOBX (TRANSAMERICA ASSET ALLOCATION - MODERATE PORTFOLIO B) | NA | 0.70% | 4.09% | 3.08% | 6.04% | 4.83% | NA | 4.63% |
Data as of 07/23/2019, AR inception is 03/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMOBX (TRANSAMERICA ASSET ALLOCATION - MODERATE 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 | 0.70 | 4.09 | 3.08 | 6.04 | 4.83 | NA | 4.63 | 8.01 | -7.14 | 11.45 | 5.29 | -1.46 | 3.51 | 13.01 | 10.16 | -2.24 | 10.58 | 24.42 | -27.01 | 7.04 | 10.79 | 5.39 | 10.26 | 23.02 | -13.23 |
| Sharpe Ratio | NA | -0.15 | 0.61 | 0.42 | 0.76 | NA | NA | 0.38 | 3.46 | -1.24 | 3.24 | 0.74 | -0.22 | 0.66 | 2.16 | 1.52 | -0.17 | 1.08 | 1.83 | -1.36 | 0.46 | 1.06 | 0.52 | 1.28 | 2.31 | -1.30 |
| Standard Deviation(%) | NA | 5.73 | 5.07 | 5.89 | 7.54 | NA | NA | 9.55 | 3.84 | 6.82 | 3.35 | 6.84 | 6.81 | 5.30 | 6.01 | 6.72 | 13.00 | 9.76 | 13.28 | 20.49 | 8.75 | 7.07 | 6.20 | 7.25 | 9.65 | 13.05 |
| Draw Down(%) | NA | 9.95 | 12.26 | 12.26 | 13.29 | NA | NA | 38.40 | 1.05 | 12.26 | 1.14 | 6.15 | 7.76 | 4.01 | 5.32 | 6.03 | 13.29 | 8.23 | 14.90 | 35.40 | 6.03 | 7.80 | 4.52 | 6.73 | 7.50 | 20.24 |
| Yield(%) | 0.00 | 6.59 | 5.59 | 5.62 | 5.31 | 4.72 | 3.78 | 4.45 | 0.00 | 6.54 | 6.17 | 4.31 | 5.11 | 8.66 | 5.70 | 1.32 | 1.06 | 1.31 | 3.38 | 2.66 | 4.76 | 5.25 | 4.01 | 3.05 | 1.05 | 0.25 |
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 |
|---|---|---|---|---|
| IMOBX (TRANSAMERICA ASSET ALLOCATION - MODERATE PORTFOLIO B) |
-8.68%
Feb 2006 - Feb 2009 |
-2.47%
Feb 2004 - Feb 2009 |
3.31%
Jan 2006 - Jan 2016 |
4.27%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMOBX (TRANSAMERICA ASSET ALLOCATION - MODERATE PORTFOLIO B) |
16.44%
Feb 2009 - Feb 2012 |
13.28%
Feb 2009 - Feb 2014 |
8.00%
Feb 2009 - Feb 2019 |
6.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart