Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITSLX (TRANSAMERICA MULTI-CAP GROWTH C) | NA | 11.78% | 10.17% | 1.95% | 7.12% | 5.32% | NA | … | … |
Data as of 12/05/2019, Common starting date is 11/26/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITSLX (TRANSAMERICA MULTI-CAP GROWTH C) | 11/26/2002 | 12/05/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.78 | 10.17 | 1.95 | 7.12 | 5.32 | NA | … | … | 18.67 | -7.02 | 21.46 | -11.99 | -6.42 | -1.74 | 37.04 | 7.87 | -10.30 | 33.89 | 34.20 | -41.58 | 21.43 | 3.18 | 14.22 | 13.88 | 29.83 | -5.86 |
| Sharpe Ratio | NA | 0.77 | 0.68 | 0.09 | 0.39 | NA | NA | … | … | 1.74 | -0.49 | 1.84 | -0.74 | -0.40 | -0.10 | 2.88 | 0.54 | -0.38 | 1.52 | 1.18 | -1.04 | 1.02 | -0.01 | 1.00 | 0.94 | 2.00 | -2.66 |
| Standard Deviation(%) | NA | 12.92 | 13.32 | 14.65 | 17.23 | NA | NA | … | … | 10.78 | 17.03 | 11.39 | 16.37 | 15.99 | 17.55 | 12.85 | 14.50 | 26.91 | 22.29 | 29.02 | 40.92 | 18.05 | 17.18 | 12.02 | 13.70 | 14.55 | 18.47 |
| Draw Down(%) | NA | 12.23 | 22.03 | 32.73 | 35.35 | NA | NA | … | … | 9.64 | 22.03 | 6.35 | 23.15 | 17.80 | 18.41 | 5.69 | 15.84 | 25.58 | 17.54 | 23.35 | 51.52 | 10.43 | 18.50 | 10.01 | 13.41 | 11.51 | 8.33 |
| Yield(%) | 0.00 | 13.73 | 13.67 | 9.54 | 9.85 | 7.18 | 7.44 | … | … | 6.59 | 7.89 | 7.40 | 21.04 | 9.88 | 12.57 | 5.90 | 1.16 | 21.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2019, Common starting date is 11/26/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSLX (TRANSAMERICA MULTI-CAP GROWTH C) |
-16.22%
Feb 2006 – Feb 2009 |
-5.40%
Feb 2004 – Feb 2009 |
1.85%
Oct 2007 – Oct 2017 |
4.98%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSLX (TRANSAMERICA MULTI-CAP GROWTH C) |
30.11%
Feb 2009 – Feb 2012 |
25.21%
Feb 2009 – Feb 2014 |
11.23%
Feb 2009 – Feb 2019 |
8.00%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart