Transamerica Asset Correlations

TACIX Fund

USD 11.64 0.04 0.34%

The current 90-days correlation between Transamerica Asset and Ambrus Core Bond is 0.31 (i.e., Weak diversification). The correlation of Transamerica Asset is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Transamerica Asset Correlation With Market

Almost no diversification

The correlation between Transamerica Asset Allocation and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Transamerica Asset Allocation and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Transamerica Asset Allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Transamerica Mutual Fund

0.92	TEOJX	Transamerica Emerging	Pair Corr
0.92	TEOIX	Transamerica Emerging	Pair Corr
0.88	TEOOX	Transamerica Emerging	Pair Corr
0.94	TWQZX	Transamerica Large Cap	Pair Corr
0.93	TWQAX	Transamerica Large Cap	Pair Corr
0.94	TWQIX	Transamerica Large Cap	Pair Corr
0.94	TWQCX	Transamerica Large Cap	Pair Corr
0.93	EMTIX	Transamerica Emerging	Pair Corr
0.93	EMTCX	Transamerica Emerging	Pair Corr
0.93	EMTAX	Transamerica Emerging	Pair Corr
0.75	TFLAX	Transamerica Floating	Pair Corr
0.78	TFLIX	Transamerica Floating	Pair Corr
0.73	TFLCX	Transamerica Floating	Pair Corr
0.97	IMDRX	Transamerica Asset	Pair Corr
0.81	IMCGX	Transamerica Mid Cap	Pair Corr
0.97	IMGRX	Transamerica Asset	Pair Corr
0.94	IMLAX	Transamerica Asset	Pair Corr
0.8	TFXIX	Transamerica Flexible	Pair Corr
0.97	IMLLX	Transamerica Asset	Pair Corr
0.95	IMOAX	Transamerica Asset	Pair Corr
0.97	IMOLX	Transamerica Asset	Pair Corr
0.92	INCLX	Transamerica High Yield	Pair Corr
0.86	TGWFX	Transamerica Large Growth	Pair Corr
0.86	TGWTX	Transamerica Large Growth	Pair Corr
0.86	TGWRX	Transamerica Large Growth	Pair Corr
0.82	THCYX	Transamerica High Yield	Pair Corr
0.8	THAYX	Transamerica High Yield	Pair Corr
0.86	THYIX	Transamerica High Yield	Pair Corr
0.86	THYTX	Transamerica High Yield	Pair Corr
0.96	TIHIX	Transamerica International	Pair Corr
0.96	TIHBX	Transamerica International	Pair Corr
0.97	TIHJX	Transamerica International	Pair Corr
0.93	TIHAX	Transamerica International	Pair Corr

Related Correlations Analysis

	PATFX	FAFMX	MBSAX	RGHYX	LSHEX	TRZOX	VBISX	TTRBX
PATFX		0.95	0.64	0.75	0.81	0.77	0.69	0.69	PATFX
FAFMX	0.95		0.58	0.64	0.74	0.69	0.65	0.6	FAFMX
MBSAX	0.64	0.58		0.92	0.58	0.87	0.82	0.86	MBSAX
RGHYX	0.75	0.64	0.92		0.7	0.91	0.86	0.93	RGHYX
LSHEX	0.81	0.74	0.58	0.7		0.65	0.46	0.52	LSHEX
TRZOX	0.77	0.69	0.87	0.91	0.65		0.87	0.89	TRZOX
VBISX	0.69	0.65	0.82	0.86	0.46	0.87		0.93	VBISX
TTRBX	0.69	0.6	0.86	0.93	0.52	0.89	0.93		TTRBX
	PATFX	FAFMX	MBSAX	RGHYX	LSHEX	TRZOX	VBISX	TTRBX

Risk-Adjusted Indicators

There is a big difference between Transamerica Mutual Fund performing well and Transamerica Asset 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 Asset'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
PATFX	0.09	0.01	(0.24)	0.44	0.00	(0.14)	0.27	(0.18)	0.90
FAFMX	0.07	0.00	(0.31)	0.62	0.00	(0.14)	0.19	(0.09)	0.75
MBSAX	0.20	0.03	(0.09)	0.24	0.00	(0.27)	0.37	(0.37)	2.25
RGHYX	0.11	0.01	(0.15)	0.29	0.00	(0.15)	0.20	(0.20)	1.11
LSHEX	1.98	0.30	0.13	0.40	1.85	(2.29)	6.01	(3.02)	14.38
TRZOX	0.07	0.01	(0.20)	0.33	0.00	(0.24)	0.22	(0.22)	0.65
VBISX	0.09	0.00	(0.41)	0.00	0.00	(0.14)	0.29	(0.10)	0.49
TTRBX	0.10	0.00	(0.36)	0.08	0.00	(0.14)	0.20	(0.20)	0.60

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Transamerica Asset Correlations

Transamerica Asset Correlation With Market

Almost no diversification

Moving together with Transamerica Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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