Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMUIX (TRANSAMERICA GLOBAL EQUITY I) | NA | 12.86% | 13.16% | 11.08% | 9.64% | NA | NA | … | … |
Data as of 12/14/2021, Common starting date is 12/01/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMUIX (TRANSAMERICA GLOBAL EQUITY I) | 12/01/2009 | 12/14/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 12.86 | 13.16 | 11.08 | 9.64 | NA | NA | … | … | -0.70 | 12.94 | 21.48 | -10.20 | 26.82 | 4.19 | -0.66 | 0.64 | 17.04 | 17.32 | -15.15 | 15.08 | -2.31 |
| Sharpe Ratio | NA | 0.17 | 0.43 | 0.46 | 0.51 | NA | NA | … | … | -0.05 | 0.42 | 1.62 | -0.73 | 3.45 | 0.26 | -0.05 | 0.06 | 1.53 | 1.23 | -0.59 | 0.80 | -1.60 |
| Standard Deviation(%) | NA | 16.14 | 21.23 | 18.06 | 16.10 | NA | NA | … | … | 16.23 | 30.23 | 12.40 | 15.81 | 7.62 | 15.13 | 15.21 | 10.59 | 11.08 | 14.19 | 25.66 | 18.65 | 15.24 |
| Draw Down(%) | NA | 12.25 | 32.37 | 32.37 | 32.37 | NA | NA | … | … | 12.25 | 32.37 | 8.09 | 20.18 | 2.34 | 12.56 | 14.49 | 11.99 | 10.00 | 14.47 | 26.42 | 16.22 | 4.92 |
| Yield(%) | 8.90 | 11.90 | 7.05 | 5.78 | 4.77 | 3.00 | 2.25 | … | … | 9.78 | 2.21 | 6.73 | 0.22 | 2.77 | 2.90 | 0.06 | 0.00 | 2.05 | 1.73 | 2.89 | 1.31 | 0.00 |
Data as of 12/14/2021, 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 |
|---|---|---|---|---|
| TMUIX (TRANSAMERICA GLOBAL EQUITY I) |
-0.07%
Mar 2017 – Mar 2020 |
1.43%
Apr 2011 – Apr 2016 |
3.98%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMUIX (TRANSAMERICA GLOBAL EQUITY I) |
13.95%
Sep 2015 – Sep 2018 |
12.76%
Jun 2016 – Jun 2021 |
9.42%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart