Transamerica Asset Allocation Fund Market Value
| TMGIX Fund | USD 14.41 0.13 0.89% |
| Symbol | Transamerica |
Transamerica Asset '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 Asset'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 Asset.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Transamerica Asset on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Asset Allocation or generate 0.0% return on investment in Transamerica Asset over 90 days. Transamerica Asset is related to or competes with Transamerica Emerging, Transamerica Emerging, Transamerica Emerging, Transamerica Capital, Transamerica, Transamerica Large, and Transamerica Large. The fund invests its assets in a broad mix of underlying funds More
Transamerica Asset 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 Asset'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 Asset Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6965 | |||
| Information Ratio | 0.0769 | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.01 |
Transamerica Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Asset's standard deviation. In reality, there are many statistical measures that can use Transamerica Asset historical prices to predict the future Transamerica Asset's volatility.| Risk Adjusted Performance | 0.1366 | |||
| Jensen Alpha | 0.1 | |||
| Total Risk Alpha | 0.0616 | |||
| Sortino Ratio | 0.0988 | |||
| Treynor Ratio | 0.2496 |
Transamerica Asset February 13, 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 | 0.1366 | |||
| Market Risk Adjusted Performance | 0.2596 | |||
| Mean Deviation | 0.5472 | |||
| Semi Deviation | 0.419 | |||
| Downside Deviation | 0.6965 | |||
| Coefficient Of Variation | 598.65 | |||
| Standard Deviation | 0.8953 | |||
| Variance | 0.8015 | |||
| Information Ratio | 0.0769 | |||
| Jensen Alpha | 0.1 | |||
| Total Risk Alpha | 0.0616 | |||
| Sortino Ratio | 0.0988 | |||
| Treynor Ratio | 0.2496 | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.4851 | |||
| Semi Variance | 0.1756 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 3.0 | |||
| Kurtosis | 17.81 |
Transamerica Asset Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Transamerica Asset Allocation, which you can use to evaluate the volatility of the fund. Please validate Transamerica Asset's Risk Adjusted Performance of 0.1366, coefficient of variation of 598.65, and Semi Deviation of 0.419 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Asset is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
Transamerica Asset Allocation has modest predictability. Overlapping area represents the amount of predictability between Transamerica Asset time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Asset price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Transamerica Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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 Asset 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 Asset security.
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