Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIRST TRANSAMERICA LIFE INS CO DRYFS/TRANSAMER TRIPLE ADVANTAGE (NY) B SHARES Tactical Asset Allocation Moderate | NA | 1.90% | -0.86% | 0.62% | 3.60% | 4.02% | NA | … | … |
Data as of 07/31/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST TRANSAMERICA LIFE INS CO DRYFS/TRANSAMER TRIPLE ADVANTAGE (NY) B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 10/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.11 | 1.90 | -0.86 | 0.62 | 3.60 | 4.02 | NA | … | … | 0.55 | 14.19 | -13.97 | 7.20 | 2.76 | -1.52 | 3.24 | 13.92 | 2.26 | 2.67 | 7.40 | 15.32 | -8.06 | 5.11 | 12.23 | 3.54 | 11.19 | 16.84 | 1.37 | 5.08 |
| Sharpe Ratio | NA | 0.39 | -0.19 | 0.10 | 0.35 | NA | NA | … | … | 0.03 | 1.65 | -1.48 | 1.19 | 0.39 | -0.18 | 0.33 | 1.87 | 0.43 | 0.38 | 0.73 | 2.28 | -2.19 | 0.24 | 1.29 | 0.26 | 1.51 | 3.12 | 0.07 | 0.55 |
| Standard Deviation(%) | NA | 11.74 | 10.21 | 8.76 | 8.27 | NA | NA | … | … | 12.98 | 7.76 | 10.36 | 5.53 | 6.61 | 8.47 | 9.63 | 7.42 | 5.14 | 6.97 | 10.05 | 6.67 | 4.10 | 8.60 | 6.91 | 5.29 | 6.78 | 5.18 | 3.88 | 5.02 |
| Draw Down(%) | NA | 12.18 | 20.61 | 20.61 | 20.61 | NA | NA | … | … | 12.18 | 4.13 | 20.61 | 4.52 | 3.87 | 7.90 | 5.61 | 4.23 | 5.62 | 4.56 | 11.21 | 3.38 | 10.60 | 6.62 | 7.85 | 4.78 | 5.75 | 2.76 | 4.61 | 3.31 |
| Yield(%) | NA | 11.15 | 5.59 | 4.04 | 3.26 | NA | NA | … | … | 6.73 | 5.90 | 4.07 | 0.31 | 0.10 | 3.75 | 8.19 | 1.22 | 1.13 | 0.36 | 2.40 | 2.37 | 1.85 | 11.74 | 10.89 | 9.11 | 2.49 | 2.24 | 2.98 | 5.48 |
Data as of 07/31/2020, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST TRANSAMERICA LIFE INS CO DRYFS/TRANSAMER TRIPLE ADVANTAGE (NY) B SHARES Tactical Asset Allocat |
-2.23%
May 2017 – May 2020 |
-0.74%
Dec 2013 – Dec 2018 |
2.31%
Apr 2010 – Apr 2020 |
3.74%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST TRANSAMERICA LIFE INS CO DRYFS/TRANSAMER TRIPLE ADVANTAGE (NY) B SHARES Tactical Asset Allocat |
12.39%
Apr 2003 – Apr 2006 |
10.58%
Oct 2002 – Oct 2007 |
7.37%
Jul 2003 – Jul 2013 |
6.48%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart