Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITAPX (Transamerica Value Balanced A) | NA | 17.78% | -5.00% | 1.00% | 3.43% | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 07/01/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITAPX (Transamerica Value Balanced A) | 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 | 17.78 | -5.00 | 1.00 | 3.43 | NA | NA | … | … | 0.00 | 19.82 | -31.59 | 4.38 | 14.73 | 5.08 | 10.29 | 20.97 | -14.20 | -0.07 | 15.88 | -6.57 | 6.81 | 17.09 | 7.51 |
| Sharpe Ratio | NA | 1.13 | -0.33 | -0.06 | 0.11 | NA | NA | … | … | 0.00 | 1.25 | -1.27 | 0.11 | 1.58 | 0.41 | 1.37 | 1.77 | -0.85 | -0.21 | 0.74 | -1.11 | 0.35 | -4.35 | 1.76 |
| Standard Deviation(%) | NA | 15.64 | 18.91 | 15.42 | 14.42 | NA | NA | … | … | NA | 15.73 | 25.57 | 12.20 | 7.28 | 7.15 | 6.79 | 11.45 | 17.96 | 11.34 | 15.92 | 8.86 | 10.08 | 8.73 | 6.81 |
| Draw Down(%) | NA | 16.00 | 44.19 | 44.19 | 44.19 | NA | NA | … | … | 0.00 | 16.00 | 39.59 | 8.13 | 5.64 | 4.34 | 6.27 | 10.72 | 27.78 | 13.52 | 8.72 | 12.24 | 12.71 | 5.09 | 4.69 |
| Yield(%) | 0.00 | 2.31 | 3.70 | 4.12 | 4.77 | 4.61 | 3.46 | … | … | 0.00 | 2.35 | 2.35 | 7.28 | 4.68 | 2.96 | 9.36 | 1.89 | 1.64 | 4.53 | 7.88 | 2.30 | 6.88 | 7.95 | 0.88 |
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 |
|---|---|---|---|---|
| ITAPX (Transamerica Value Balanced A) |
-10.84%
Feb 2006 – Feb 2009 |
-3.92%
Feb 2004 – Feb 2009 |
-0.19%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITAPX (Transamerica Value Balanced A) |
14.86%
Sep 2002 – Sep 2005 |
13.68%
Sep 2002 – Sep 2007 |
6.69%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart