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Transamerica Capital Growth A (IALAX)

25.20 Down 0.01(0.04%) Jul 26

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up13
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):48.22%
Worst 1 Yr Total Return(Dec 30, 2008):-37.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.63-1.25
Beta (against Standard Index)1.101.04
Mean Annual Return1.210.91
R-squared (against Standard Index)63.6785.16
Standard Deviation15.5612.71
Sharpe Ratio0.930.85
Treynor Ratio12.7810.15
5 Years
Alpha (against Standard Index)-1.79-2.58
Beta (against Standard Index)1.121.07
Mean Annual Return0.990.87
R-squared (against Standard Index)69.4488.03
Standard Deviation16.2413.87
Sharpe Ratio0.720.76
Treynor Ratio9.829.31
10 Years
Alpha (against Standard Index)0.20-0.15
Beta (against Standard Index)1.091.02
Mean Annual Return0.770.70
R-squared (against Standard Index)83.2688.31
Standard Deviation18.2016.60
Sharpe Ratio0.450.45
Treynor Ratio6.316.15