Transamerica Large Backtesting

TWQCX -- USA Fund  

USD 10.82  0.12  1.12%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Transamerica Large Cap Value Cl and determine expected loss or profit from investing in Transamerica Large over given investment horizon. Also please take a look at Transamerica Large Hype Analysis, Transamerica Large Correlation, Portfolio Optimization, Transamerica Large Volatility as well as analyze Transamerica Large Alpha and Beta and Transamerica Large Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Transamerica Large 'What if' Analysis

July 19, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 17, 2019
0.00
If you would invest  0.00  in Transamerica Large on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding Transamerica Large Cap Value Cl or generate 0.0% return on investment in Transamerica Large over 90 days. Transamerica Large is related to or competes with Vanguard Index, MFS Value, MFS Value, MFS Value, MFS Series, MFS Value, and Vanguard High. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large cap...

Transamerica Large Upside/Downside Indicators

Information Ratio(0.028731)
Maximum Drawdown5.87
Value At Risk(2.40)
Potential Upside1.51

Transamerica Large Market Premium Indicators

Risk Adjusted Performance(0.031213)
Jensen Alpha(0.049041)
Total Risk Alpha(0.030374)
Treynor Ratio(0.86)

Transamerica Large Cap Backtested Returns

Macroaxis considers Transamerica Large to be somewhat reliable. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0264 which indicates the organization had -0.0264% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Transamerica Large Cap Value Cl exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Transamerica Large Coefficient Of Variation of (2,944) and Risk Adjusted Performance of (0.031213) to confirm risk estimate we provide. The entity has beta of 0.0582 which indicates as returns on market increase, Transamerica Large returns are expected to increase less than the market. However during bear market, the loss on holding Transamerica Large will be expected to be smaller as well. Even though it is essential to pay attention to Transamerica Large Cap current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Transamerica Large Cap Value Cl exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.34 
correlation synergy

Below average predictability

Transamerica Large Cap Value Cl has below average predictability. Overlapping area represents the amount of predictability between Transamerica Large time series from July 19, 2019 to September 2, 2019 and September 2, 2019 to October 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transamerica Large Cap price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Transamerica Large price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test0.37
Residual Average0.0
Price Variance0.06

Transamerica Large Cap lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Transamerica Large regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Transamerica Large Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Transamerica Large Hype Analysis, Transamerica Large Correlation, Portfolio Optimization, Transamerica Large Volatility as well as analyze Transamerica Large Alpha and Beta and Transamerica Large Performance. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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