Transamerica Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.01
Mean 0.13
Sharpe Ratio 0.18
Bear Market Decile Rank 50

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
MSCI World/Metals&Mining PR USD
R-Squared 62.99 10.11
Beta 0.96 -0.1
Alpha 2.66 0.24

See Also:

Top Transamerica Funds