Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITSAX (TRANSAMERICA MULTI-CAP GROWTH A) | NA | 12.29% | 10.95% | 2.70% | 7.88% | 6.09% | NA | 8.02% |
Data as of 12/05/2019, AR inception is 04/09/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITSAX (TRANSAMERICA MULTI-CAP GROWTH A) | 04/09/2001 | 12/05/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.29 | 10.95 | 2.70 | 7.88 | 6.09 | NA | 8.02 | 19.10 | -6.25 | 22.57 | -11.33 | -5.80 | -0.88 | 38.06 | 8.61 | -9.68 | 34.78 | 35.12 | -41.20 | 22.05 | 3.88 | 15.38 | 14.77 | 30.61 | -13.74 | 28.90 |
| Sharpe Ratio | NA | 0.82 | 0.76 | 0.14 | 0.43 | NA | NA | 0.34 | 1.79 | -0.44 | 2.19 | -0.70 | -0.36 | -0.05 | 2.98 | 0.60 | -0.36 | 1.56 | 1.21 | -1.03 | 1.06 | 0.03 | 1.11 | 1.02 | 2.03 | -0.58 | 1.74 |
| Standard Deviation(%) | NA | 12.85 | 12.98 | 14.48 | 17.13 | NA | NA | 20.24 | 10.72 | 17.09 | 10.05 | 16.44 | 16.03 | 17.46 | 12.77 | 14.49 | 26.89 | 22.24 | 28.93 | 40.83 | 17.96 | 17.25 | 11.92 | 13.49 | 14.72 | 25.43 | 23.43 |
| Draw Down(%) | NA | 12.04 | 21.78 | 32.38 | 34.38 | NA | NA | 57.46 | 9.45 | 21.78 | 5.09 | 23.10 | 17.55 | 18.28 | 5.55 | 15.75 | 25.37 | 17.32 | 23.26 | 51.24 | 10.44 | 18.36 | 9.79 | 13.29 | 11.43 | 33.99 | 26.19 |
| Yield(%) | 0.00 | 10.50 | 11.32 | 8.32 | 9.18 | 6.96 | 8.62 | 9.57 | 4.93 | 6.08 | 5.83 | 17.55 | 8.45 | 11.04 | 5.25 | 1.32 | 19.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2019, 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 |
|---|---|---|---|---|
| ITSAX (TRANSAMERICA MULTI-CAP GROWTH A) |
-15.73%
Feb 2006 - Feb 2009 |
-4.70%
Feb 2004 - Feb 2009 |
2.56%
Oct 2007 - Oct 2017 |
5.62%
Dec 2001 - Dec 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSAX (TRANSAMERICA MULTI-CAP GROWTH A) |
30.97%
Feb 2009 - Feb 2012 |
26.08%
Feb 2009 - Feb 2014 |
12.08%
Feb 2009 - Feb 2019 |
8.78%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart