Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVLSX (TRANSAMERICA ASSET ALLOCATION-LONG HORIZON TRANSAMERICA ASSET ALLOCATION-LONG HORIZON) | NA | 11.93% | 4.91% | 9.16% | 3.27% | 6.44% | NA | … | … |
Data as of 10/31/2017, Common starting date is 05/01/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVLSX (TRANSAMERICA ASSET ALLOCATION-LONG HORIZON TRANSAMERICA ASSET ALLOCATION-LONG HORIZON) | 05/01/1998 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.93 | 4.91 | 9.16 | 3.27 | 6.44 | NA | … | … | 7.04 | 7.11 | 0.31 | 4.23 | 25.83 | 14.02 | -3.93 | 16.47 | 27.01 | -40.47 | 5.31 | 12.33 | 6.52 | 11.30 | 24.69 | -19.75 | -12.19 | -7.20 | 27.15 | 3.80 |
| Sharpe Ratio | NA | 2.01 | 0.41 | 0.81 | 0.16 | NA | NA | … | … | 1.59 | 0.52 | 0.02 | 0.41 | 2.45 | 1.03 | -0.17 | 0.93 | 1.10 | -1.14 | 0.16 | 0.87 | 0.48 | 1.03 | 1.75 | -1.00 | -0.82 | -0.57 | 1.60 | 0.12 |
| Standard Deviation(%) | NA | 5.67 | 11.43 | 11.13 | 19.17 | NA | NA | … | … | 4.97 | 13.27 | 13.29 | 10.30 | 10.54 | 13.74 | 23.69 | 17.59 | 24.43 | 36.04 | 14.73 | 10.36 | 9.09 | 10.01 | 13.71 | 20.82 | 17.94 | 19.57 | 14.95 | 20.42 |
| Draw Down(%) | NA | 1.93 | 19.00 | 19.00 | 55.31 | NA | NA | … | … | 1.83 | 12.96 | 11.64 | 8.47 | 6.47 | 11.03 | 21.81 | 13.67 | 23.76 | 50.08 | 10.10 | 9.75 | 6.02 | 8.33 | 12.86 | 30.18 | 27.09 | 15.21 | 8.93 | 23.75 |
| Yield(%) | 0.00 | 0.66 | 0.99 | 1.41 | 1.59 | 3.05 | 2.40 | … | … | 0.41 | 1.27 | 0.82 | 1.31 | 1.80 | 1.28 | 0.75 | 0.68 | 1.29 | 4.23 | 5.87 | 8.65 | 2.67 | 1.21 | 1.08 | 0.70 | 1.00 | 2.85 | 4.96 | 2.90 |
Data as of 10/31/2017, Common starting date is 05/01/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVLSX (TRANSAMERICA ASSET ALLOCATION-LONG HORIZON TRANSAMERICA ASSET ALLOCATION-LONG HORIZON) |
-16.56%
Feb 2006 – Feb 2009 |
-7.10%
Feb 2004 – Feb 2009 |
-2.94%
Feb 1999 – Feb 2009 |
2.34%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVLSX (TRANSAMERICA ASSET ALLOCATION-LONG HORIZON TRANSAMERICA ASSET ALLOCATION-LONG HORIZON) |
22.28%
Feb 2009 – Feb 2012 |
19.41%
Feb 2009 – Feb 2014 |
6.59%
Mar 2003 – Mar 2013 |
6.87%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart