Transamerica Funds Value At Risk
| TGRXX Fund | | | 1.00 0.00 0.00% |
This dataset for Transamerica Funds reflects inputs used in the Value At Risk calculation. This dataset is part of a broader indicator framework including
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World Market Map for context on portfolio diversification. All values are presented as reference data. Transamerica Funds can be included in a portfolio to evaluate diversification impact. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Transamerica Funds 's money market fund valuation — related indicators include
signals in services.
Transamerica Funds has current Value At Risk of 0. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in Transamerica Funds |
| STD | = | Standard Deviation of Transamerica Funds |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Transamerica Funds ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Transamerica Funds to Peers