Transamerica Large Risk Adjusted Performance
TALCX Fund | USD 15.50 0.07 0.45% |
Transamerica |
| = | 0.0843 |
ER[a] | = | Expected return on investing in Transamerica Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Transamerica Large Risk Adjusted Performance Peers Comparison
Transamerica Risk Adjusted Performance Relative To Other Indicators
Transamerica Large Cap is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 41.29 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Transamerica Large Cap is roughly 41.29
Risk Adjusted Performance |
Compare Transamerica Large to Peers |
Thematic Opportunities
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Transamerica Large Technical Signals
All Transamerica Large Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0843 | |||
Market Risk Adjusted Performance | 1.15 | |||
Mean Deviation | 0.4828 | |||
Semi Deviation | 0.3862 | |||
Downside Deviation | 0.5547 | |||
Coefficient Of Variation | 863.01 | |||
Standard Deviation | 0.6551 | |||
Variance | 0.4291 | |||
Information Ratio | (0.11) | |||
Jensen Alpha | 0.058 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | 1.14 | |||
Maximum Drawdown | 3.48 | |||
Value At Risk | (0.75) | |||
Potential Upside | 1.16 | |||
Downside Variance | 0.3077 | |||
Semi Variance | 0.1491 | |||
Expected Short fall | (0.61) | |||
Skewness | 1.12 | |||
Kurtosis | 3.72 |