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Transamerica Asset Allc Interm Horizon (DVMSX)
On
Jan 5
:
9.80
0.02
(0.20%)
MORE ON DVMSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.81%
Worst 1 Yr Total Return
(2008)
:
-25.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVMSX
Category
Alpha (against Standard Index)
-2.89
-0.95
Beta (against Standard Index)
0.96
0.74
Mean Annual Return
-1.82
0.09
R-squared (against Standard Index)
97
87.00
Standard Deviation
12.97
10.61
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.25
N/A
5 Years
Statistic
DVMSX
Category
Alpha (against Standard Index)
-2.92
-1.38
Beta (against Standard Index)
0.95
0.71
Mean Annual Return
1.72
0.27
R-squared (against Standard Index)
97
85.46
Standard Deviation
10.44
8.33
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.33
N/A
10 Years
Statistic
DVMSX
Category
Alpha (against Standard Index)
-2.59
-0.99
Beta (against Standard Index)
0.91
0.72
Mean Annual Return
2.12
0.31
R-squared (against Standard Index)
95
80.09
Standard Deviation
9.28
8.09
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.89
N/A
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