Transamerica Emerging Risk Adjusted Performance
EMTAX Fund | USD 9.08 0.13 0.22% |
TRANSAMERICA |
| = | 0.0272 |
ER[a] | = | Expected return on investing in Transamerica Emerging |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Transamerica Emerging Risk Adjusted Performance Peers Comparison
TRANSAMERICA Risk Adjusted Performance Relative To Other Indicators
Transamerica Emerging Markets is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 48.89 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Transamerica Emerging Markets is roughly 48.89
Risk Adjusted Performance |
Compare Transamerica Emerging to Peers |
Thematic Opportunities
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Transamerica Emerging Technical Signals
All Transamerica Emerging Technical Indicators
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Overlap Studies | ||
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0272 | |||
Market Risk Adjusted Performance | 0.0815 | |||
Mean Deviation | 0.1773 | |||
Semi Deviation | 0.148 | |||
Downside Deviation | 0.2627 | |||
Coefficient Of Variation | 1613.77 | |||
Standard Deviation | 0.2416 | |||
Variance | 0.0584 | |||
Information Ratio | (0.35) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.32) | |||
Treynor Ratio | 0.0715 | |||
Maximum Drawdown | 1.33 | |||
Value At Risk | (0.33) | |||
Potential Upside | 0.442 | |||
Downside Variance | 0.069 | |||
Semi Variance | 0.0219 | |||
Expected Short fall | (0.26) | |||
Skewness | 0.46 | |||
Kurtosis | 1.04 |