Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Transamerica Occidental Life Ins Co DRYFS/TRANSAMER TRIPLE ADVANTAGE B SHARES Tactical Asset Allocation Moderate | NA | 1.90% | -0.76% | 1.01% | 3.79% | 4.20% | NA | … | … |
Data as of 07/31/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Transamerica Occidental Life Ins Co DRYFS/TRANSAMER TRIPLE ADVANTAGE 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 | -0.76 | 1.01 | 3.79 | 4.20 | NA | … | … | 0.55 | 14.31 | -13.05 | 8.04 | 2.76 | -2.63 | 3.34 | 15.52 | 1.24 | 3.36 | 6.79 | 15.53 | -8.33 | 5.49 | 13.22 | 3.85 | 11.95 | 16.16 | 1.37 | 5.08 |
| Sharpe Ratio | NA | 0.39 | -0.16 | 0.14 | 0.38 | NA | NA | … | … | 0.03 | 1.66 | -1.35 | 1.32 | 0.39 | -0.33 | 0.34 | 2.06 | 0.21 | 0.45 | 0.63 | 2.21 | -2.27 | 0.27 | 1.37 | 0.31 | 1.61 | 3.06 | 0.07 | 0.55 |
| Standard Deviation(%) | NA | 11.74 | 10.29 | 8.84 | 8.35 | NA | NA | … | … | 12.98 | 7.79 | 10.64 | 5.60 | 6.61 | 7.95 | 9.68 | 7.53 | 5.53 | 7.40 | 10.58 | 6.98 | 4.08 | 9.23 | 7.26 | 5.45 | 6.83 | 5.06 | 3.88 | 5.02 |
| Draw Down(%) | NA | 12.18 | 19.85 | 19.85 | 19.85 | NA | NA | … | … | 12.18 | 4.13 | 19.85 | 4.00 | 3.87 | 7.91 | 5.61 | 4.22 | 6.48 | 4.82 | 12.26 | 3.52 | 10.86 | 6.98 | 8.36 | 4.82 | 5.88 | 2.62 | 4.61 | 3.31 |
| Yield(%) | NA | 11.15 | 5.61 | 4.05 | 3.32 | NA | NA | … | … | 6.73 | 5.91 | 4.18 | 0.31 | 0.10 | 3.71 | 8.20 | 1.18 | 1.32 | 0.74 | 2.28 | 2.72 | 1.84 | 8.60 | 8.54 | 6.80 | 2.38 | 2.13 | 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 |
|---|---|---|---|---|
| Transamerica Occidental Life Ins Co DRYFS/TRANSAMER TRIPLE ADVANTAGE B SHARES Tactical Asset Allocat |
-1.52%
May 2017 – May 2020 |
-0.58%
Dec 2013 – Dec 2018 |
2.45%
Apr 2010 – Apr 2020 |
3.92%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Transamerica Occidental Life Ins Co DRYFS/TRANSAMER TRIPLE ADVANTAGE B SHARES Tactical Asset Allocat |
12.67%
Apr 2003 – Apr 2006 |
11.08%
Oct 2002 – Oct 2007 |
7.43%
Jul 2003 – Jul 2013 |
6.54%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart