Transamerica International Related Correlations

TIHJX Fund  USD 12.06  0.05  0.42%   
Generate correlation matrix for Transamerica International and other related equities to check the degree to which Transamerica International Stock price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Transamerica International Stock. To filter out specific equities, please toggle its corresponding legend item. Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Transamerica International Stock. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in inflation.
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Please note, there is a significant difference between Transamerica International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Transamerica International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transamerica International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

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Risk-Adjusted Indicators

There is a big difference between Transamerica Mutual Fund performing well and Transamerica International Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Transamerica International's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
STFGX  0.48  0.02  0.02  0.14  0.29 
 1.10 
 2.82 
TEOJX  0.68  0.05 (0.05) 0.37  0.79 
 1.36 
 3.94 
TEOIX  0.66 (0.06)(0.08) 0.06  0.80 
 1.23 
 3.55 
TEOOX  0.62  0.13 (0.04)(0.22) 0.63 
 1.28 
 4.89 
ICLAX  0.32  0.08 (0.17)(0.14) 0.32 
 0.70 
 2.66 
ICLLX  0.28  0.04 (0.22) 3.23  0.23 
 0.60 
 1.79 
ILLLX  1.31 (0.14)(0.01) 0.05  1.58 
 3.14 
 8.03 
TWMTX  0.76  0.21  0.09 (6.99) 0.58 
 1.87 
 4.80 
ICVRX  0.30  0.04 (0.20)(20.03) 0.28 
 0.69 
 1.94 
TWQZX  0.42  0.07  0.10  0.20  0.00 
 1.21 
 2.61