Transamerica Large Treynor Ratio 
TWQAX  USA Fund  USD 11.36 0.07 0.62% 
Symbol 
 =  0.0772 
ER[a]  =  Expected return on investing in Transamerica Large 
BETA  =  Beta coefficient between Transamerica Large and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Transamerica Large Cap Value Cl is rated top fund in treynor ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 71.95 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Transamerica Large Cap Value Cl is roughly 71.95
This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic riskthe kind of risk that is inherent to the entire market (represented by beta)should be penalized because it cannot be diversified away.Treynor Ratio 

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Transamerica Large Technical Signals
All Transamerica Large Technical Indicators
Cycle Indicators  
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Pattern Recognition  
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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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