Transamerica Mid Cap Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.3
Mean 1.47
Sharpe Ratio 1.43
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.48 95.73
Beta 0.97 0.86
Alpha 1.93 2.75

See Also:

Top Transamerica Funds