Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICVBX (Transam:Trans Conv;B) | NA | 24.59% | -1.82% | 1.75% | NA | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 03/07/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICVBX (Transam:Trans Conv;B) | 03/07/2002 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.59 | -1.82 | 1.75 | NA | NA | NA | … | … | 0.00 | 26.72 | -36.39 | 16.55 | 9.92 | 3.10 | 12.90 | 23.68 | -3.60 |
| Sharpe Ratio | NA | 1.70 | -0.19 | -0.01 | NA | NA | NA | … | … | 0.00 | 1.84 | -1.68 | 1.18 | 0.63 | 0.11 | 1.18 | 2.42 | -0.47 |
| Standard Deviation(%) | NA | 14.44 | 16.92 | 14.52 | NA | NA | NA | … | … | NA | 14.46 | 22.18 | 11.54 | 10.52 | 8.87 | 10.11 | 9.52 | 11.58 |
| Draw Down(%) | NA | 10.08 | 47.21 | 47.21 | NA | NA | NA | … | … | 0.00 | 10.08 | 44.08 | 8.28 | 11.16 | 9.86 | 12.14 | 5.28 | 13.52 |
| Yield(%) | 0.00 | 1.47 | 9.35 | 7.60 | 5.88 | 3.92 | 2.94 | … | … | 0.00 | 1.48 | 0.74 | 26.43 | 5.78 | 1.81 | 9.18 | 3.61 | 1.40 |
Data as of 01/05/2010, Common starting date is 03/07/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICVBX (Transam:Trans Conv;B) |
-9.52%
Feb 2006 – Feb 2009 |
-3.21%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICVBX (Transam:Trans Conv;B) |
15.33%
Jan 2003 – Jan 2006 |
14.76%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart