Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITCBX (TRANSAMERICA MULTI-CAP GROWTH B) | NA | 3.64% | 9.78% | 2.24% | 8.19% | 6.16% | NA | 4.39% |
Data as of 07/23/2019, AR inception is 12/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITCBX (TRANSAMERICA MULTI-CAP GROWTH B) | 12/01/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.64 | 9.78 | 2.24 | 8.19 | 6.16 | NA | 4.39 | 18.82 | -6.94 | 21.56 | -12.03 | -6.61 | -1.85 | 36.97 | 7.92 | -10.34 | 34.10 | 34.15 | -41.61 | 21.36 | 3.18 | 13.93 | 13.70 | 30.04 | -14.34 | -18.32 | -2.63 |
| Sharpe Ratio | NA | 0.14 | 0.66 | 0.11 | 0.45 | NA | NA | 0.15 | 3.33 | -0.49 | 1.82 | -0.74 | -0.41 | -0.11 | 2.89 | 0.55 | -0.39 | 1.52 | 1.18 | -1.04 | 1.02 | -0.01 | 0.97 | 0.94 | 1.99 | -0.61 | -0.67 | -0.43 |
| Standard Deviation(%) | NA | 15.24 | 13.23 | 15.06 | 17.57 | NA | NA | 21.56 | 10.45 | 17.03 | 11.52 | 16.39 | 16.17 | 17.52 | 12.79 | 14.50 | 26.90 | 22.32 | 28.98 | 40.85 | 18.01 | 17.22 | 12.08 | 13.63 | 14.71 | 25.44 | 31.13 | 79.06 |
| Draw Down(%) | NA | 21.85 | 21.85 | 32.80 | 35.51 | NA | NA | 57.84 | 2.84 | 21.85 | 6.43 | 23.13 | 17.85 | 18.44 | 5.72 | 15.92 | 25.58 | 17.38 | 23.26 | 51.58 | 10.45 | 18.52 | 10.01 | 13.56 | 11.51 | 34.29 | 39.49 | 27.96 |
| Yield(%) | 0.00 | 7.56 | 12.00 | 9.10 | 10.48 | 7.80 | 5.17 | 5.75 | 0.00 | 8.01 | 7.51 | 21.29 | 9.96 | 12.65 | 5.94 | 1.16 | 21.44 | 0.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/23/2019, AR inception is 12/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCBX (TRANSAMERICA MULTI-CAP GROWTH B) |
-16.30%
Feb 2006 - Feb 2009 |
-5.48%
Feb 2004 - Feb 2009 |
1.80%
Oct 2007 - Oct 2017 |
3.57%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCBX (TRANSAMERICA MULTI-CAP GROWTH B) |
30.15%
Feb 2009 - Feb 2012 |
25.23%
Feb 2009 - Feb 2014 |
11.22%
Feb 2009 - Feb 2019 |
7.96%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart