Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ISMTX (TRANSAMERICA SMALL CAP CORE I) | NA | -15.70% | -5.24% | 0.69% | NA | NA | NA | 0.31% |
Data as of 09/15/2020, AR inception is 11/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISMTX (TRANSAMERICA SMALL CAP CORE I) | 11/04/2013 | 09/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.70 | -5.24 | 0.69 | NA | NA | NA | 0.31 | -19.84 | 14.94 | -13.97 | 6.14 | 22.76 | -8.57 | 3.94 | 3.79 |
| Sharpe Ratio | NA | -0.37 | -0.23 | 0.00 | NA | NA | NA | -0.01 | -0.55 | 0.77 | -0.89 | 0.44 | 1.24 | -0.54 | 0.27 | 2.11 |
| Standard Deviation(%) | NA | 41.91 | 27.92 | 24.03 | NA | NA | NA | 21.89 | 49.07 | 17.49 | 17.18 | 12.68 | 18.19 | 15.93 | 14.77 | 12.86 |
| Draw Down(%) | NA | 45.24 | 50.61 | 50.61 | NA | NA | NA | 50.61 | 45.24 | 18.49 | 26.66 | 8.92 | 12.85 | 16.95 | 11.94 | 3.56 |
| Yield(%) | 0.00 | 0.86 | 4.86 | 4.06 | 2.25 | 1.50 | 1.13 | 3.75 | 0.04 | 0.89 | 8.64 | 4.72 | 0.27 | 2.61 | 2.82 | 0.23 |
Data as of 09/15/2020, AR inception is 11/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMTX (TRANSAMERICA SMALL CAP CORE I) |
-13.01%
Mar 2017 - Mar 2020 |
-6.13%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMTX (TRANSAMERICA SMALL CAP CORE I) |
13.69%
Sep 2015 - Sep 2018 |
4.25%
Jan 2014 - Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart