Transamerica Multi Managed Balanced Fund Market Value
| IBALX Fund | USD 36.12 0.01 0.03% |
| Symbol | Transamerica |
Transamerica Multi-managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Transamerica Multi-managed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Transamerica Multi-managed.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Transamerica Multi-managed on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Multi Managed Balanced or generate 0.0% return on investment in Transamerica Multi-managed over 90 days. Transamerica Multi-managed is related to or competes with The Hartford, Harbor Large, Goldman Sachs, Science Technology, Janus Henderson, Janus High, and Janus High-yield. Under normal circumstances, the fund invests approximately 60 percent of its net assets in equity securities and approximately 40 percent of its net assets in fixed-income securities . More
Transamerica Multi-managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Transamerica Multi-managed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Transamerica Multi Managed Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4919 | |||
| Information Ratio | 0.0412 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7295 |
Transamerica Multi-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Multi-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Multi-managed's standard deviation. In reality, there are many statistical measures that can use Transamerica Multi-managed historical prices to predict the future Transamerica Multi-managed's volatility.| Risk Adjusted Performance | 0.0851 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | 0.0678 | |||
| Treynor Ratio | 0.1536 |
Transamerica Multi-managed February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0851 | |||
| Market Risk Adjusted Performance | 0.1636 | |||
| Mean Deviation | 0.4157 | |||
| Semi Deviation | 0.2956 | |||
| Downside Deviation | 0.4919 | |||
| Coefficient Of Variation | 935.93 | |||
| Standard Deviation | 0.8085 | |||
| Variance | 0.6536 | |||
| Information Ratio | 0.0412 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | 0.0678 | |||
| Treynor Ratio | 0.1536 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7295 | |||
| Downside Variance | 0.2419 | |||
| Semi Variance | 0.0874 | |||
| Expected Short fall | (0.52) | |||
| Skewness | 4.51 | |||
| Kurtosis | 30.4 |
Transamerica Multi-managed Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Multi-managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Transamerica Multi Managed Balanced, which you can use to evaluate the volatility of the fund. Please validate Transamerica Multi-managed's Semi Deviation of 0.2956, coefficient of variation of 935.93, and Risk Adjusted Performance of 0.0851 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Multi-managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Multi-managed is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
Transamerica Multi Managed Balanced has virtually no predictability. Overlapping area represents the amount of predictability between Transamerica Multi-managed time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transamerica Multi-managed price movement. The serial correlation of 0.01 indicates that just 1.0% of current Transamerica Multi-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Transamerica Mutual Fund
Transamerica Multi-managed financial ratios help investors to determine whether Transamerica Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Transamerica with respect to the benefits of owning Transamerica Multi-managed security.
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