Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITTOX (TRANSAMERICA DYNAMIC ALLOCATION I) | NA | 8.95% | 5.43% | 4.18% | NA | NA | NA | 6.30% |
Data as of 01/16/2020, AR inception is 11/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITTOX (TRANSAMERICA DYNAMIC ALLOCATION I) | 11/01/2012 | 01/16/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.95 | 5.43 | 4.18 | NA | NA | NA | 6.30 | 0.00 | 10.32 | -5.18 | 12.86 | 4.81 | -1.63 | 4.26 | 18.64 | 1.82 |
| Sharpe Ratio | NA | 0.96 | 0.55 | 0.44 | NA | NA | NA | 0.69 | 0.00 | 1.12 | -0.69 | 2.73 | 0.65 | -0.18 | 0.49 | 2.12 | 1.18 |
| Standard Deviation(%) | NA | 7.91 | 7.60 | 7.77 | NA | NA | NA | 8.15 | NA | 7.97 | 9.48 | 4.50 | 7.06 | 9.24 | 8.72 | 8.80 | 10.17 |
| Draw Down(%) | NA | 3.98 | 11.11 | 11.11 | NA | NA | NA | 11.11 | 0.00 | 3.98 | 11.11 | 1.49 | 4.16 | 8.74 | 7.56 | 5.54 | 4.46 |
| Yield(%) | 0.00 | 0.00 | 0.86 | 1.79 | 2.40 | 1.60 | 1.20 | 3.43 | 0.00 | 0.00 | 1.21 | 1.22 | 1.64 | 4.84 | 6.84 | 1.06 | 5.51 |
Data as of 01/16/2020, AR inception is 11/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITTOX (TRANSAMERICA DYNAMIC ALLOCATION I) |
2.31%
Oct 2013 - Oct 2016 |
2.84%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITTOX (TRANSAMERICA DYNAMIC ALLOCATION I) |
7.77%
Sep 2015 - Sep 2018 |
7.56%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart