Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TASIX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO I) | NA | -3.66% | -0.17% | 1.39% | 1.53% | NA | NA | … | … |
Data as of 12/10/2020, Common starting date is 12/01/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TASIX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO I) | 12/01/2009 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.66 | -0.17 | 1.39 | 1.53 | NA | NA | … | … | -4.90 | 8.79 | -4.36 | 5.32 | 2.74 | -5.49 | 3.32 | 4.05 | 8.93 | -3.05 | 6.93 | -3.42 |
| Sharpe Ratio | NA | -0.54 | -0.22 | 0.14 | 0.25 | NA | NA | … | … | -0.72 | 2.75 | -1.38 | 1.91 | 0.67 | -1.29 | 0.80 | 0.92 | 2.46 | -0.47 | 1.05 | -2.60 |
| Standard Deviation(%) | NA | 7.35 | 5.11 | 4.44 | 4.59 | NA | NA | … | … | 7.54 | 2.68 | 4.11 | 2.47 | 3.75 | 4.29 | 4.13 | 4.37 | 3.63 | 6.58 | 6.54 | 13.17 |
| Draw Down(%) | NA | 14.50 | 14.50 | 14.50 | 14.50 | NA | NA | … | … | 14.50 | 1.42 | 7.72 | 1.24 | 3.37 | 8.77 | 3.30 | 4.94 | 2.97 | 8.70 | 5.19 | 4.05 |
| Yield(%) | 0.00 | 2.01 | 1.86 | 2.41 | 2.02 | 1.37 | 1.03 | … | … | 0.00 | 2.15 | 1.86 | 1.82 | 1.56 | 4.67 | 1.17 | 0.91 | 2.47 | 2.60 | 1.11 | 0.00 |
Data as of 12/10/2020, Common starting date is 12/01/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TASIX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO I) |
-0.42%
Mar 2017 – Mar 2020 |
-0.87%
Mar 2015 – Mar 2020 |
1.50%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TASIX (TRANSAMERICA MULTI-MANAGER ALTERNATIVE STRATEGIES PORTFOLIO I) |
5.96%
Sep 2011 – Sep 2014 |
4.47%
May 2010 – May 2015 |
2.79%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart