Transamerica Mutual Fund Manager Performance Evaluation

ILLLX -  USA Fund  

USD 22.68  1.68  8.00%

The entity has a beta of 0.0723, which indicates not very significant fluctuations relative to the market. Let's try to break down what Transamerica's beta means in this case. As returns on the market increase, Transamerica Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Transamerica Capital will be expected to be smaller as well. Even though it is essential to pay attention to Transamerica Capital current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Transamerica Capital Growth exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Transamerica Mutual Fund Performance 

 
Refresh
Transamerica Performance
0 of 100
Over the last 90 days Transamerica Capital Growth has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's essential indicators remain fairly strong which may send shares a bit higher in February 2022. The current disturbance may also be a sign of long term up-swing for the fund investors.
Fifty Two Week Low21.00
Fifty Two Week High48.16
Annual Report Expense Ratio1.82%
Trailing Annual Dividend Yield13.09%

Transamerica Capital Relative Risk vs. Return Landscape

If you would invest  4,466  in Transamerica Capital Growth on October 29, 2021 and sell it today you would lose (2,198)  from holding Transamerica Capital Growth or give up 49.22% of portfolio value over 90 days. Transamerica Capital Growth is currently producing negative expected returns and takes up 3.6265% volatility of returns over 90 trading days. Put another way, 31% of traded mutual funds are less volatile than Transamerica, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Transamerica Capital is expected to under-perform the market. In addition to that, the company is 4.3 times more volatile than its market benchmark. It trades about -0.28 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of volatility.

Transamerica Capital Current Valuation

Fairly Valued
Today 22.68
Share
Please note that Transamerica Capital's price fluctuation is not too volatile at this time.
Transamerica Capital has a current Real Value of $22.23 per share. The regular price of the fund is $22.68. At this time, the fund appears to be fairly valued. We determine the value of Transamerica Capital from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued stocks and dropping overvalued stocks since, at some point, stock prices and their ongoing real values will draw towards each other.
Our valuation method for Transamerica Capital Growth is useful when determining the fair value of the Transamerica mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Transamerica Capital. Since Transamerica Capital is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Transamerica Mutual Fund. However, Transamerica Capital's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
22.23
Real Value
25.86
Upside
Estimating the potential upside or downside of Transamerica Capital Growth helps investors to forecast how Transamerica mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Transamerica Capital more accurately as focusing exclusively on Transamerica Capital's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
19.0522.6826.31
Details

Transamerica Capital Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Capital's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Transamerica Capital Growth, and traders can use it to determine the average amount a Transamerica Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.2807

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsILLLX
Estimated Market Risk
 3.63
  actual daily
 
 31 %
of total potential
 
3131
Expected Return
 -1.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.28
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Transamerica Capital is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Transamerica Capital by adding it to a well-diversified portfolio.

About Transamerica Capital Performance

To evaluate Transamerica Capital Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Transamerica Capital generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Transamerica Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Transamerica Capital stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Transamerica's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The investment seeks to maximize long-term growth. The fund seeks long-term capital growth by investing primarily in established and emerging companies with capitalizations at the time of purchase within the range of companies included in the Russell 1000 Growth Index. It may invest up to 25 percent of its net assets in securities of foreign issuers, including issuers located in emerging market or developing countries, securities classified as ADRs, GDRs, ADSs or GDRs, foreign U.S. dollar denominated securities that are traded on a U.S. exchange and local shares of non-U.S. issuers.

Things to note about Transamerica Capital

Checking the ongoing alerts about Transamerica Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Transamerica Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Transamerica Capital Alerts

Equity Alerts and Improvement Suggestions

Transamerica Capital generated a negative expected return over the last 90 days
Transamerica Capital has high historical volatility and very poor performance
Transamerica Capital is unlikely to experience financial distress in the next 2 years
The fund retains about 5.04% of its assets under management (AUM) in cash
Please see Risk vs Return Analysis. Note that the Transamerica Capital information on this page should be used as a complementary analysis to other Transamerica Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for Transamerica Mutual Fund analysis

When running Transamerica Capital price analysis, check to measure Transamerica Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Transamerica Capital is operating at the current time. Most of Transamerica Capital's value examination focuses on studying past and present price action to predict the probability of Transamerica Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Transamerica Capital's price. Additionally, you may evaluate how the addition of Transamerica Capital to your portfolios can decrease your overall portfolio volatility.
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Please note, there is a significant difference between Transamerica Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Transamerica Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transamerica Capital'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.