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Transamerica Asset Allocation Growth Portfolio Fun...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US8939577537
CUSIP
893957753
Inception Date
Feb 28, 2002
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Transamerica Asset Allocation Growth Portfolio Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has returned -6.33% so far this year and 15.86% over the past 12 months. Over the last ten years, IAAAX has returned 9.59% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Transamerica Asset Allocation Growth Portfolio Fund

1D
-0.25%
1M
-9.28%
YTD
-6.33%
6M
-3.06%
1Y
15.86%
3Y*
14.74%
5Y*
7.40%
10Y*
9.59%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 5, 2002, IAAAX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Oct 2008 at -18.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IAAAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.84%0.40%-9.28%-6.33%
20254.29%-1.29%-4.62%0.41%6.46%4.73%1.34%2.35%2.94%1.83%0.45%1.18%21.45%
20240.90%5.42%3.66%-3.94%3.60%1.30%1.75%2.51%1.42%-1.85%4.93%-3.08%17.37%
20236.91%-2.70%2.02%1.24%-1.14%5.93%2.87%-2.49%-4.26%-2.83%8.49%5.39%20.04%
2022-5.71%-2.89%1.27%-8.04%0.68%-9.06%7.06%-3.88%-9.04%7.28%7.36%-4.06%-19.24%
20210.21%2.78%2.16%4.17%1.14%1.95%0.49%1.96%-4.03%5.57%-3.44%2.51%16.14%

Benchmark Metrics

Transamerica Asset Allocation Growth Portfolio Fund has an annualized alpha of 0.58%, beta of 0.87, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 06, 2002.

  • With beta of 0.87 and R² of 0.86, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.58%
Beta
0.87
0.86
Upside Capture
97.11%
Downside Capture
99.08%

Expense Ratio

IAAAX has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IAAAX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IAAAX Risk / Return Rank: 4545
Overall Rank
IAAAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IAAAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IAAAX Omega Ratio Rank: 4646
Omega Ratio Rank
IAAAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
IAAAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and compare them to a chosen benchmark (S&P 500 Index).


IAAAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.90

0.00

Sortino ratio

Return per unit of downside risk

1.35

1.39

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

5.26

6.61

-1.35

Explore IAAAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Transamerica Asset Allocation Growth Portfolio Fund provided a 7.70% dividend yield over the last twelve months, with an annual payout of $1.22 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.22$1.22$0.77$0.37$1.00$1.27$0.59$1.14$2.15$1.67$1.15$1.32

Dividend yield

7.70%7.21%5.16%2.79%8.74%8.25%4.13%9.02%19.05%11.01%8.16%9.44%

Monthly Dividends

The table displays the monthly dividend distributions for Transamerica Asset Allocation Growth Portfolio Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$1.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.27$1.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Transamerica Asset Allocation Growth Portfolio Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Transamerica Asset Allocation Growth Portfolio Fund was 56.57%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.

The current Transamerica Asset Allocation Growth Portfolio Fund drawdown is 9.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.57%Nov 1, 2007339Mar 9, 20091053May 14, 20131392
-35.34%Feb 13, 202027Mar 23, 2020102Aug 17, 2020129
-32.79%Mar 12, 2002147Oct 8, 2002308Dec 29, 2003455
-29.29%Nov 17, 2021219Sep 30, 2022355Mar 1, 2024574
-20.87%Jan 29, 2018229Dec 24, 2018249Dec 19, 2019478

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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