Transamerica Arbitrage Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 2.56
Mean 0.12
Sharpe Ratio 0.56
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 1.92 16.5
Beta -0.13 0.07
Alpha 1.88 0.32

See Also:

Top Transamerica Funds