|α||(average alpha)||=||(0.0100)||β||(beta)||=||0.60||30 days against GSPC|
|Risk Adjusted Performance 0.0722||Jensen Alpha (0.01)||Total Risk Alpha (0.02)||Sortino Ratio (0.19)||Treynor Ratio 0.0701|
Transamerica Market Performance
91% of all equities and portfolios perform better than Transamerica Instl Asst Allc Interm Hrzn. Compared with the overall equity markets, risk-adjusted returns on investments in Transamerica Instl Asst Allc Interm Hrzn are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days. More Info
Transamerica Return and Market Media
The median price of Transamerica for the period between Sun, Nov 10, 2013 and Tue, Dec 10, 2013 is 11.27 with a coefficient of variation of 0.51. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 11.26, and mean deviation of 0.05. The Fund did not receive any noticable media coverage during the period.