Transamerica Large Related Correlations
TWQCX Fund | USD 13.45 0.01 0.07% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Transamerica Mutual Fund performing well and Transamerica Large 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 Large'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TEOJX | 0.64 | 0.01 | (0.03) | 0.12 | 0.88 | 1.14 | 4.18 | |||
TEOIX | 0.63 | 0.02 | 0.01 | 0.08 | 0.85 | 1.20 | 4.18 | |||
TEOOX | 0.55 | 0.02 | (0.02) | 0.30 | 0.81 | 1.19 | 5.20 | |||
ILLLX | 1.32 | (0.08) | (0.01) | 0.02 | 1.66 | 3.14 | 8.03 | |||
TWMTX | 0.80 | 0.11 | 0.06 | (70.00) | 0.75 | 1.73 | 4.80 | |||
TWQZX | 0.48 | 0.10 | 0.07 | (5.73) | 0.50 | 1.21 | 2.96 | |||
TWQAX | 0.47 | 0.06 | 0.08 | 0.12 | 0.47 | 1.14 | 2.98 | |||
TWQIX | 0.47 | 0.06 | 0.08 | 0.12 | 0.49 | 1.20 | 2.95 | |||
TWQCX | 0.47 | 0.05 | 0.07 | 0.12 | 0.49 | 1.16 | 3.01 | |||
EMTIX | 0.23 | (0.02) | (0.14) | (0.02) | 0.33 | 0.44 | 2.41 |