Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TJNIX (TRANSAMERICA GROWTH I2) | NA | 11.60% | 14.30% | 10.09% | 12.66% | NA | NA | 10.10% |
Data as of 12/05/2019, AR inception is 12/11/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TJNIX (TRANSAMERICA GROWTH I2) | 12/11/2007 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 11.60 | 14.30 | 10.09 | 12.66 | NA | NA | 10.10 | 19.30 | -1.22 | 26.22 | -0.92 | 11.22 | 9.81 | 37.68 | 16.12 | -0.21 | 11.98 | 42.15 | -37.11 | 0.22 |
Sharpe Ratio | NA | 0.58 | 0.46 | 0.38 | 0.57 | NA | NA | 0.38 | 1.20 | -0.11 | 0.63 | -0.07 | 0.65 | 0.62 | 2.93 | 1.06 | -0.01 | 0.63 | 1.90 | -1.06 | 0.14 |
Standard Deviation(%) | NA | 18.07 | 28.54 | 24.59 | 21.60 | NA | NA | 23.20 | 16.22 | 22.93 | 40.96 | 16.36 | 17.19 | 15.72 | 12.84 | 15.28 | 25.83 | 18.77 | 22.14 | 35.66 | 17.06 |
Draw Down(%) | NA | 13.34 | 33.66 | 33.66 | 33.66 | NA | NA | 46.34 | 10.34 | 23.05 | 27.50 | 17.25 | 13.44 | 11.58 | 6.63 | 12.42 | 18.78 | 16.39 | 16.42 | 45.03 | 3.11 |
Yield(%) | 0.00 | 38.41 | 27.47 | 18.64 | 17.96 | 10.46 | 7.84 | 14.26 | 11.55 | 32.46 | 36.74 | 20.22 | 14.05 | 19.07 | 17.42 | 12.09 | 3.99 | 0.12 | 0.00 | 0.15 | 0.14 |
Data as of 12/05/2019, AR inception is 12/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TJNIX (TRANSAMERICA GROWTH I2) |
3.16%
Jan 2008 - Jan 2011 |
5.62%
Jan 2008 - Jan 2013 |
10.59%
Apr 2008 - Apr 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TJNIX (TRANSAMERICA GROWTH I2) |
25.12%
Feb 2009 - Feb 2012 |
23.68%
Feb 2009 - Feb 2014 |
16.88%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart