Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITQBX (Transamerica Equity B) | NA | 1.87% | 16.50% | -0.90% | 3.37% | NA | NA | 2.75% |
Data as of 04/12/2012, AR inception is 04/09/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITQBX (Transamerica Equity B) | 04/09/2001 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.87 | 16.50 | -0.90 | 3.37 | NA | NA | 2.75 | 10.91 | -5.23 | 15.94 | 28.43 | -45.88 | 14.71 | 7.81 | 14.31 | 13.32 | 29.21 | -24.12 | 1.28 |
| Sharpe Ratio | NA | 0.08 | 0.76 | -0.05 | 0.09 | NA | NA | 0.06 | 7.27 | -0.20 | 0.80 | 1.01 | -1.10 | 0.66 | 0.35 | 1.01 | 0.98 | 1.58 | -0.92 | -0.01 |
| Standard Deviation(%) | NA | 24.60 | 21.64 | 28.27 | 23.57 | NA | NA | 23.32 | 6.21 | 26.13 | 19.88 | 27.95 | 42.29 | 17.71 | 13.00 | 11.97 | 12.67 | 18.06 | 27.36 | 25.09 |
| Draw Down(%) | NA | 22.54 | 22.54 | 60.23 | 60.23 | NA | NA | 60.23 | 0.77 | 22.54 | 17.22 | 26.58 | 55.13 | 10.82 | 12.44 | 8.99 | 9.93 | 11.71 | 35.81 | 30.47 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.30 | 0.20 | 0.15 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 1.88 | 0.00 | 0.00 | 0.00 |
Data as of 04/12/2012, AR inception is 04/09/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITQBX (Transamerica Equity B) |
-18.88%
Feb 2006 - Feb 2009 |
-6.76%
Feb 2004 - Feb 2009 |
1.84%
Dec 2001 - Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITQBX (Transamerica Equity B) |
23.59%
Feb 2009 - Feb 2012 |
17.39%
Sep 2002 - Sep 2007 |
3.71%
Feb 2002 - Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart