Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMUAX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO A) | NA | -3.89% | -0.47% | 1.06% | 1.20% | NA | NA | … | … |
Data as of 12/10/2020, Common starting date is 01/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMUAX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO A) | 01/03/2007 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.89 | -0.47 | 1.06 | 1.20 | NA | NA | … | … | -5.08 | 8.39 | -4.64 | 5.06 | 2.25 | -5.72 | 2.98 | 3.68 | 8.54 | -3.31 | 7.42 | 19.16 | -19.27 | 5.88 |
| Sharpe Ratio | NA | -0.56 | -0.28 | 0.07 | 0.17 | NA | NA | … | … | -0.73 | 2.56 | -1.49 | 1.73 | 0.54 | -1.31 | 0.73 | 0.84 | 2.37 | -0.51 | 1.10 | 1.54 | -1.10 | 0.51 |
| Standard Deviation(%) | NA | 7.45 | 5.15 | 4.49 | 4.60 | NA | NA | … | … | 7.65 | 2.73 | 4.01 | 2.58 | 3.74 | 4.38 | 4.07 | 4.36 | 3.62 | 6.59 | 6.65 | 12.39 | 18.35 | 5.66 |
| Draw Down(%) | NA | 14.54 | 14.54 | 14.54 | 14.54 | NA | NA | … | … | 14.54 | 1.41 | 7.99 | 1.34 | 3.27 | 8.95 | 3.40 | 4.85 | 3.08 | 8.90 | 5.19 | 13.40 | 30.81 | 4.12 |
| Yield(%) | 0.00 | 1.66 | 1.50 | 2.06 | 1.65 | 1.69 | 1.26 | … | … | 0.00 | 1.77 | 1.55 | 1.37 | 1.19 | 4.33 | 0.73 | 0.54 | 2.09 | 2.24 | 1.67 | 3.08 | 3.06 | 2.53 |
Data as of 12/10/2020, Common starting date is 01/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUAX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO A) |
-0.75%
Mar 2017 – Mar 2020 |
-1.19%
Mar 2015 – Mar 2020 |
1.18%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUAX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO A) |
12.02%
Feb 2009 – Feb 2012 |
8.60%
Feb 2009 – Feb 2014 |
4.51%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart