Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITABX (Transamerica Value Balanced B) | NA | 17.17% | -5.57% | 0.37% | 2.76% | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 07/01/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITABX (Transamerica Value Balanced B) | 07/01/1996 | 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.17 | -5.57 | 0.37 | 2.76 | NA | NA | … | … | 0.00 | 19.21 | -32.11 | 3.81 | 13.96 | 4.41 | 9.51 | 20.26 | -14.95 | -0.61 | 15.18 | -7.22 | 6.12 | 16.36 | 7.14 |
| Sharpe Ratio | NA | 1.09 | -0.37 | -0.10 | 0.06 | NA | NA | … | … | 0.00 | 1.22 | -1.29 | 0.07 | 1.46 | 0.31 | 1.25 | 1.70 | -0.90 | -0.26 | 0.70 | -1.18 | 0.28 | -4.45 | 1.67 |
| Standard Deviation(%) | NA | 15.64 | 18.85 | 15.37 | 14.39 | NA | NA | … | … | NA | 15.73 | 25.45 | 12.15 | 7.32 | 7.17 | 6.85 | 11.52 | 17.93 | 11.35 | 15.87 | 8.85 | 10.01 | 8.69 | 6.72 |
| Draw Down(%) | NA | 16.14 | 44.62 | 44.62 | 44.62 | NA | NA | … | … | 0.00 | 16.14 | 39.76 | 8.18 | 5.66 | 4.48 | 6.43 | 10.74 | 28.24 | 13.75 | 8.80 | 12.48 | 12.94 | 5.23 | 4.78 |
| Yield(%) | 0.00 | 1.85 | 3.14 | 3.50 | 4.11 | 3.99 | 2.99 | … | … | 0.00 | 1.88 | 1.72 | 6.51 | 4.21 | 2.30 | 8.72 | 1.23 | 1.05 | 3.91 | 7.24 | 1.71 | 6.21 | 7.26 | 0.52 |
Data as of 01/05/2010, Common starting date is 07/01/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITABX (Transamerica Value Balanced B) |
-11.39%
Feb 2006 – Feb 2009 |
-4.53%
Feb 2004 – Feb 2009 |
-0.83%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITABX (Transamerica Value Balanced B) |
14.10%
Sep 2002 – Sep 2005 |
12.94%
Sep 2002 – Sep 2007 |
6.00%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart