Transamerica Mid Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.44
Mean 1.38
Sharpe Ratio 1.33
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.48 96.12
Beta 0.96 0.86
Alpha 2.87 3.51