Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TAI (Transamerica Income) | NA | 0.00% | -93.64% | -81.02% | -53.98% | -39.90% | -30.26% | -19.38% |
Data as of 09/06/2017, AR inception is 12/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TAI (Transamerica Income) | 12/30/1987 | 09/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -93.64 | -81.02 | -53.98 | -39.90 | -30.26 | -19.38 | 12.81 | 1.56 | -5.39 | 14.28 | 11.31 | 9.73 | 35.92 | -8.94 | -2.97 | 8.85 | -1.30 | 1.12 | 0.53 | 8.25 | 8.06 | 32.58 | -15.98 | 13.98 | 16.25 | 4.30 | 27.16 | -10.58 | 10.16 | 5.35 | 26.24 | 4.36 | 20.80 | 12.08 | 0.56 |
| Sharpe Ratio | NA | 1.31 | 0.02 | 0.48 | 0.40 | NA | NA | 0.31 | 1.48 | 0.28 | -0.56 | 0.82 | 0.85 | 0.61 | 1.87 | -0.34 | -0.59 | 0.69 | -0.34 | 0.02 | -0.02 | 0.68 | 0.57 | 2.31 | -1.95 | 1.22 | -3.98 | 0.08 | 1.58 | -0.89 | 0.56 | 0.20 | 1.45 | -0.05 | 0.92 | 0.45 | NA |
| Standard Deviation(%) | NA | 8.96 | 8.63 | 11.95 | 15.11 | NA | NA | 13.76 | 9.57 | 5.43 | 9.72 | 17.52 | 13.25 | 15.71 | 19.12 | 28.68 | 10.13 | 8.03 | 10.28 | 9.21 | 9.17 | 10.49 | 10.28 | 12.35 | 9.85 | 8.74 | 9.76 | 10.45 | 14.80 | 15.14 | 14.38 | 14.80 | 15.43 | 18.09 | 16.43 | 16.37 | 0.00 |
| Draw Down(%) | NA | 2.63 | 19.44 | 21.34 | 35.56 | NA | NA | 35.56 | 1.89 | 3.96 | 14.04 | 11.27 | 9.37 | 11.88 | 13.11 | 33.11 | 13.52 | 10.23 | 10.19 | 14.02 | 12.25 | 11.12 | 4.65 | 7.82 | 17.94 | 3.90 | 3.15 | 8.35 | 4.61 | 14.34 | 4.92 | 13.52 | 5.92 | 12.97 | 9.20 | 10.09 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 2.02 | 2.81 | 5.49 | 5.05 | 5.96 | 7.49 | 4.59 | 4.74 | 4.63 | 5.86 | 7.25 | 8.26 | 8.81 | 7.10 | 6.35 | 7.00 | 6.98 | 6.86 | 6.59 | 7.49 | 9.29 | 9.13 | 7.05 | 7.73 | 8.17 | 7.72 | 9.14 | 7.73 | 8.11 | 7.90 | 9.49 | 9.05 | 10.05 | 20.21 | 0.00 |
Data as of 09/06/2017, AR inception is 12/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TAI (Transamerica Income) |
-93.71%
May 2014 - May 2017 |
-80.17%
Aug 2012 - Aug 2017 |
-54.06%
Jul 2007 - Jul 2017 |
-39.62%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TAI (Transamerica Income) |
19.98%
Nov 2008 - Nov 2011 |
13.76%
Jun 1988 - Jun 1993 |
11.24%
Dec 1988 - Dec 1998 |
9.91%
May 1988 - May 2003 |
Annualized Rolling Returns Comparison Chart