Transamerica Large Jensen Alpha 
TWQAX  USA Fund  USD 11.36 0.07 0.62% 
Symbol 
 =  0.0053 
ER[a]  =  Expected return on investing in Transamerica Large 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Transamerica Large and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Transamerica Large Cap Value Cl is rated top fund in jensen alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 1,048 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Transamerica Large Cap Value Cl is roughly 1,048
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return  Risk Free Rate)]. Anything remaining over and above is alpha.Jensen Alpha 

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Transamerica Large Technical Signals
All Transamerica Large Technical Indicators
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Risk Adjusted Performance  0.0756  
Market Risk Adjusted Performance  0.0872  
Mean Deviation  0.8435  
Semi Deviation  1.22  
Downside Deviation  1.49  
Coefficient Of Variation  1190.56  
Standard Deviation  1.18  
Variance  1.39  
Information Ratio  0.0139  
Jensen Alpha  0.0053  
Total Risk Alpha  (0.009521)  
Sortino Ratio  0.011  
Treynor Ratio  0.0772  
Maximum Drawdown  5.55  
Value At Risk  (2.38)  
Potential Upside  1.61  
Downside Variance  2.22  
Semi Variance  1.5  
Expected Short fall  (0.92)  
Skewness  (1.03)  
Kurtosis  1.87 
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