Transamerica Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.73
Mean 0.05
Sharpe Ratio 0.06
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
NYSE Arca Gold Miners PR USD
R-Squared 68.93 8.56
Beta 0.96 -0.08
Alpha 3.93 -1.36