Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INCBX (TRANSAMERICA HIGH YIELD BOND B) | NA | 2.91% | 4.15% | 2.81% | 7.08% | 5.90% | 5.62% | 5.93% |
Data as of 07/23/2019, AR inception is 10/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INCBX (TRANSAMERICA HIGH YIELD BOND B) | 10/13/1995 | 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.91 | 4.15 | 2.81 | 7.08 | 5.90 | 5.62 | 5.93 | 7.69 | -4.69 | 6.05 | 13.26 | -5.34 | 2.59 | 5.25 | 16.17 | 3.24 | 11.39 | 60.27 | -25.97 | 0.99 | 9.39 | 2.01 | 6.03 | 19.22 | -1.76 | 3.73 | 3.51 | -0.93 | 3.55 | 10.89 | 8.68 | 1.37 |
| Sharpe Ratio | NA | 0.37 | 0.99 | 0.54 | 1.59 | NA | NA | 0.90 | 4.02 | -1.68 | 1.96 | 2.39 | -1.26 | 0.81 | 1.63 | 4.64 | 0.53 | 2.30 | 7.18 | -2.44 | -0.55 | 3.04 | -0.06 | 1.79 | 6.04 | -0.62 | 0.30 | -0.16 | -1.17 | 0.05 | 2.35 | 1.33 | 1.23 |
| Standard Deviation(%) | NA | 3.65 | 3.24 | 4.09 | 4.24 | NA | NA | 4.71 | 3.15 | 3.58 | 2.77 | 5.45 | 4.27 | 3.16 | 3.20 | 3.50 | 6.10 | 4.93 | 8.38 | 10.98 | 3.73 | 2.01 | 2.77 | 2.84 | 3.07 | 4.59 | 4.84 | 3.35 | 3.54 | 4.20 | 3.12 | 3.88 | 2.43 |
| Draw Down(%) | NA | 6.76 | 6.76 | 13.47 | 13.47 | NA | NA | 34.66 | 0.79 | 6.76 | 2.25 | 5.56 | 9.92 | 4.47 | 5.30 | 3.37 | 10.67 | 5.25 | 8.77 | 33.79 | 6.23 | 2.21 | 4.31 | 5.18 | 4.32 | 8.95 | 4.47 | 3.63 | 3.94 | 3.67 | 2.10 | 3.22 | 0.96 |
| Yield(%) | 0.00 | 3.92 | 4.38 | 4.36 | 6.33 | 5.68 | 5.36 | 5.67 | 1.72 | 4.46 | 4.55 | 4.90 | 4.53 | 5.52 | 5.94 | 6.12 | 5.71 | 6.15 | 13.88 | 6.69 | 5.75 | 6.29 | 5.35 | 4.55 | 6.04 | 6.89 | 6.26 | 7.02 | 6.28 | 7.36 | 8.84 | 7.18 | 1.73 |
Data as of 07/23/2019, AR inception is 10/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INCBX (TRANSAMERICA HIGH YIELD BOND B) |
-8.28%
Nov 2005 - Nov 2008 |
-3.38%
Nov 2003 - Nov 2008 |
0.34%
Nov 1998 - Nov 2008 |
5.32%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INCBX (TRANSAMERICA HIGH YIELD BOND B) |
24.45%
Feb 2009 - Feb 2012 |
19.17%
Nov 2008 - Nov 2013 |
10.73%
Nov 2008 - Nov 2018 |
7.42%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart