Transamerica International Related Correlations
TIHJX Fund | USD 12.06 0.05 0.42% |
Correlations
STFGX | TEOJX | TEOIX | TEOOX | ICLAX | ICLLX | ILLLX | TWMTX | ICVRX | TWQZX | ||
STFGX | 0.77 | 0.8 | 0.73 | 0.86 | 0.91 | 0.84 | 0.96 | 0.92 | 0.98 | STFGX | |
TEOJX | 0.77 | 0.93 | 0.92 | 0.83 | 0.83 | 0.74 | 0.68 | 0.84 | 0.8 | TEOJX | |
TEOIX | 0.8 | 0.93 | 0.87 | 0.83 | 0.82 | 0.8 | 0.69 | 0.82 | 0.82 | TEOIX | |
TEOOX | 0.73 | 0.92 | 0.87 | 0.82 | 0.78 | 0.67 | 0.63 | 0.78 | 0.77 | TEOOX | |
ICLAX | 0.86 | 0.83 | 0.83 | 0.82 | 0.95 | 0.71 | 0.84 | 0.94 | 0.89 | ICLAX | |
ICLLX | 0.91 | 0.83 | 0.82 | 0.78 | 0.95 | 0.75 | 0.89 | 1.0 | 0.93 | ICLLX | |
ILLLX | 0.84 | 0.74 | 0.8 | 0.67 | 0.71 | 0.75 | 0.81 | 0.75 | 0.79 | ILLLX | |
TWMTX | 0.96 | 0.68 | 0.69 | 0.63 | 0.84 | 0.89 | 0.81 | 0.89 | 0.92 | TWMTX | |
ICVRX | 0.92 | 0.84 | 0.82 | 0.78 | 0.94 | 1.0 | 0.75 | 0.89 | 0.94 | ICVRX | |
TWQZX | 0.98 | 0.8 | 0.82 | 0.77 | 0.89 | 0.93 | 0.79 | 0.92 | 0.94 | TWQZX | |
STFGX | TEOJX | TEOIX | TEOOX | ICLAX | ICLLX | ILLLX | TWMTX | ICVRX | TWQZX |
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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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum 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 |