Transamerica Emerging Total Risk Alpha
| TEOJX Fund | | | USD 11.43 0.21 1.87% |
This dataset for Transamerica Emerging Markets reflects inputs used in the Total Risk Alpha calculation. This dataset is part of a broader indicator framework including
Equity Screeners.
World Market Map provides a view into diversified allocation design. All figures are based on reported data and are informational in nature. Transamerica Emerging Markets can be added to a watchlist or portfolio for position tracking. The information is presented without directional commentary. Broader economic conditions can influence Transamerica Emerging Markets's mutual fund valuation — related indicators include
signals in bureau of economic analysis.
Transamerica Emerging Markets has current Total Risk Alpha of 0.2139. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.2139 | |
| ER[a] | = | Expected return on investing in Transamerica Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Transamerica Emerging |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Transamerica Emerging Markets is rated
third in total risk alpha among similar funds. It is rated
second in maximum drawdown among similar funds reporting about
34.10 of Maximum Drawdown per Total Risk Alpha. At
34.10 , Transamerica Emerging Markets's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Transamerica Emerging to Peers
Other Technical Indicators