Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITQLX (Transamerica Equity C) | NA | 1.86% | 16.47% | -0.86% | NA | NA | NA | 5.98% |
Data as of 04/12/2012, AR inception is 11/26/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITQLX (Transamerica Equity C) | 11/26/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.86 | 16.47 | -0.86 | NA | NA | NA | 5.98 | 10.86 | -5.20 | 15.86 | 28.67 | -45.84 | 14.78 | 7.92 | 14.43 | 13.32 | 29.21 | -4.25 |
| Sharpe Ratio | NA | 0.07 | 0.76 | -0.05 | NA | NA | NA | 0.20 | 6.86 | -0.20 | 0.80 | 1.02 | -1.10 | 0.67 | 0.36 | 1.03 | 0.98 | 1.58 | -1.76 |
| Standard Deviation(%) | NA | 25.02 | 21.72 | 28.34 | NA | NA | NA | 22.73 | 6.54 | 25.98 | 19.79 | 28.10 | 42.24 | 17.72 | 13.00 | 11.90 | 12.65 | 18.08 | 21.95 |
| Draw Down(%) | NA | 22.55 | 22.55 | 60.16 | NA | NA | NA | 60.16 | 0.77 | 22.55 | 17.26 | 26.61 | 54.98 | 10.88 | 12.33 | 8.99 | 9.80 | 11.71 | 7.07 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.37 | 0.24 | 0.18 | 0.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 1.88 | 0.00 | 0.00 |
Data as of 04/12/2012, AR inception is 11/26/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITQLX (Transamerica Equity C) |
-18.75%
Feb 2006 - Feb 2009 |
-6.65%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITQLX (Transamerica Equity C) |
23.52%
Feb 2009 - Feb 2012 |
15.72%
Dec 2002 - Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart