Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRSIX (TRANSAMERICA GLOBAL REAL ESTATE SECURITIES I2) | NA | -10.16% | 1.24% | 1.84% | 4.50% | NA | NA | 2.02% |
Data as of 10/20/2020, AR inception is 12/14/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRSIX (TRANSAMERICA GLOBAL REAL ESTATE SECURITIES I2) | 12/14/2005 | 10/20/2020 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.16 | 1.24 | 1.84 | 4.50 | NA | NA | 2.02 | -9.97 | 24.42 | -10.26 | 10.48 | 0.52 | -0.73 | 13.24 | 3.93 | 25.78 | -5.71 | 16.10 | 25.62 | -41.46 | -17.12 | 30.13 | -7.06 |
| Sharpe Ratio | NA | -0.30 | 0.01 | 0.06 | 0.24 | NA | NA | 0.05 | -0.34 | 2.63 | -0.99 | 1.14 | 0.02 | -0.05 | 1.49 | 0.29 | 2.12 | -0.24 | 0.75 | 0.63 | -0.83 | -0.85 | 1.81 | -2.01 |
| Standard Deviation(%) | NA | 33.40 | 21.24 | 18.25 | 16.94 | NA | NA | 23.77 | 37.08 | 8.77 | 11.69 | 8.71 | 15.38 | 13.84 | 8.86 | 13.49 | 12.25 | 24.40 | 21.26 | 40.55 | 50.94 | 23.69 | 14.88 | 41.88 |
| Draw Down(%) | NA | 39.89 | 39.89 | 39.89 | 39.89 | NA | NA | 71.78 | 39.89 | 4.13 | 14.33 | 4.51 | 14.35 | 14.72 | 8.04 | 15.56 | 9.71 | 22.59 | 14.94 | 37.08 | 58.54 | 28.59 | 9.81 | 8.37 |
| Yield(%) | 0.00 | 7.07 | 4.72 | 3.94 | 4.42 | 3.07 | 2.30 | 3.29 | 0.00 | 10.00 | 2.66 | 3.33 | 4.35 | 2.42 | 2.60 | 2.88 | 8.95 | 2.16 | 6.84 | 0.55 | 0.11 | 5.13 | 5.58 | 0.60 |
Data as of 10/20/2020, AR inception is 12/14/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSIX (TRANSAMERICA GLOBAL REAL ESTATE SECURITIES I2) |
-25.19%
Feb 2006 - Feb 2009 |
-8.79%
Nov 2006 - Nov 2011 |
-1.02%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSIX (TRANSAMERICA GLOBAL REAL ESTATE SECURITIES I2) |
27.99%
Feb 2009 - Feb 2012 |
20.58%
Feb 2009 - Feb 2014 |
11.92%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart