Transamerica Long/Short Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.06
Mean 0.45
Sharpe Ratio 0.87
Bear Market Decile Rank 37

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Cyclical TR USD
R-Squared 81.08 84.47
Beta 0.44 0.35
Alpha -1.88 -0.45

See Also:

Top Transamerica Funds