Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMUCX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO C) | NA | -4.09% | -1.06% | 0.41% | 0.51% | NA | NA | 0.81% |
Data as of 12/10/2020, AR inception is 01/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMUCX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO C) | 01/03/2007 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.09 | -1.06 | 0.41 | 0.51 | NA | NA | 0.81 | -5.26 | 7.47 | -5.35 | 4.22 | 1.52 | -6.37 | 2.21 | 3.05 | 7.71 | -3.93 | 6.73 | 18.37 | -19.69 | 5.18 |
| Sharpe Ratio | NA | -0.60 | -0.39 | -0.08 | 0.02 | NA | NA | 0.02 | -0.77 | 2.28 | -1.65 | 1.42 | 0.34 | -1.47 | 0.53 | 0.69 | 2.14 | -0.60 | 1.01 | 1.47 | -1.14 | 0.39 |
| Standard Deviation(%) | NA | 7.34 | 5.09 | 4.45 | 4.60 | NA | NA | 7.41 | 7.53 | 2.65 | 4.05 | 2.53 | 3.86 | 4.36 | 4.12 | 4.39 | 3.60 | 6.62 | 6.57 | 12.42 | 17.98 | 5.64 |
| Draw Down(%) | NA | 14.58 | 14.58 | 14.58 | 14.58 | NA | NA | 31.15 | 14.58 | 1.52 | 8.61 | 1.24 | 3.43 | 9.40 | 3.44 | 4.98 | 3.20 | 9.14 | 5.32 | 13.55 | 31.01 | 4.04 |
| Yield(%) | 0.00 | 0.52 | 0.46 | 1.09 | 0.85 | 1.06 | 0.80 | 1.23 | 0.00 | 0.55 | 0.36 | 0.52 | 0.24 | 3.55 | 0.04 | 0.00 | 1.34 | 1.65 | 1.09 | 2.37 | 2.51 | 2.24 |
Data as of 12/10/2020, AR inception is 01/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUCX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO C) |
-1.49%
Mar 2017 - Mar 2020 |
-1.93%
Mar 2015 - Mar 2020 |
0.48%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUCX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO C) |
11.32%
Feb 2009 - Feb 2012 |
7.89%
Feb 2009 - Feb 2014 |
3.77%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart