- ISIN
- US8939578113
- CUSIP
- 893957811
- Issuer
- Transamerica
- Inception Date
- Feb 28, 2002
- Category
- Diversified Portfolio
- 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
ICLAX Performance Chart
Transamerica Asset Allocation Conservative Portfolio (ICLAX) is up 3.9% since the beginning of the year. ICLAX is currently trading at $12 per share. Investors who bought $1,000 worth of ICLAX shares 5 years ago would now be looking at an investment worth $1,194.
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Returns By Period
Transamerica Asset Allocation Conservative Portfolio (ICLAX) has returned 3.88% so far this year and 11.99% over the past 12 months. Over the last ten years, ICLAX has returned 5.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Transamerica Asset Allocation Conservative Portfolio
- 1D
- 0.51%
- 1M
- 1.20%
- YTD
- 3.88%
- 6M
- 3.73%
- 1Y
- 11.99%
- 3Y*
- 9.37%
- 5Y*
- 3.61%
- 10Y*
- 5.49%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ICLAX Monthly Returns History
Based on dividend-adjusted daily data since Mar 5, 2002, ICLAX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +6.3%, while the worst month was Oct 2008 at -11.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ICLAX closed higher 50% of trading days. The best single day was Nov 22, 2017 with a return of +5.9%, while the worst single day was Dec 22, 2017 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.31% | 1.12% | -3.82% | 3.38% | 1.98% | -0.00% | 3.88% | ||||||
| 2025 | 1.99% | 0.84% | -1.79% | 0.19% | 2.07% | 2.85% | 0.36% | 1.62% | 1.74% | 1.05% | 0.52% | 0.20% | 12.18% |
| 2024 | 0.30% | 1.09% | 1.98% | -3.18% | 2.39% | 1.29% | 1.93% | 1.99% | 1.36% | -2.21% | 2.64% | -2.28% | 7.30% |
| 2023 | 4.26% | -2.45% | 2.01% | 0.82% | -1.12% | 1.90% | 1.02% | -1.31% | -3.12% | -1.91% | 5.84% | 4.31% | 10.23% |
| 2022 | -3.46% | -1.84% | -1.07% | -5.12% | 0.50% | -4.60% | 3.77% | -2.92% | -5.59% | 1.77% | 4.45% | -1.61% | -15.19% |
| 2021 | -0.26% | 0.26% | 0.20% | 2.17% | 0.68% | 1.19% | 0.75% | 0.75% | -2.14% | 2.10% | -1.32% | 1.00% | 5.43% |
Benchmark Metrics
Transamerica Asset Allocation Conservative Portfolio has an annualized alpha of 2.41%, beta of 0.32, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since March 05, 2002.
- This fund participated in 48.00% of S&P 500 Index downside but only 45.65% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.32 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.41%
- Beta
- 0.32
- R²
- 0.70
- Upside Capture
- 45.65%
- Downside Capture
- 48.00%
Expense Ratio
ICLAX has an expense ratio of 0.47%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ICLAX ranks 46 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Transamerica Asset Allocation Conservative Portfolio (ICLAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICLAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.78 | -0.52 |
| Martin ratioReturn relative to average drawdown | 9.89 | 12.44 | -2.55 |
Dividends
Dividend History
Transamerica Asset Allocation Conservative Portfolio provided a 3.04% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.37 | $0.30 | $0.25 | $0.17 | $0.88 | $0.48 | $0.43 | $0.79 | $0.86 | $0.50 | $0.63 |
Dividend yield | 3.04% | 3.27% | 2.80% | 2.50% | 1.79% | 7.84% | 4.16% | 4.06% | 7.97% | 7.69% | 4.61% | 5.90% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Asset Allocation Conservative Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.04 | ||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.20 | $0.37 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.17 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.81 | $0.88 |
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 Conservative Portfolio. 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 Conservative Portfolio was 30.99%, occurring on Nov 20, 2008. Recovery took 349 trading sessions.
The current Transamerica Asset Allocation Conservative Portfolio drawdown is 0.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -30.99%Nov 2008 | 1y 20d | 1y 4mo | 2y 5moNov 2007 - Apr 2010 |
Bear market2022 | -20.78%Oct 2022 | 11mo 8d | 1y 11mo | 2y 10moNov 2021 - Sep 2024 |
COVID crash2020 | -16.13%Mar 2020 | 1mo 4d | 2mo 17d | 3mo 21dFeb 2020 - Jun 2020 |
Dot-com crash2000–2002 | -13.04%Oct 2002 | 5mo 19d | 7mo 24d | 1y 1moApr 2002 - May 2003 |
Rate-hike selloffLate 2018 | -9.58%Dec 2018 | 1y 5d | 6mo 11d | 1y 6moDec 2017 - Jul 2019 |
Drawdown Indicators
| ICLAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.99% | -56.78% | +25.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.28% | -9.10% | +3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -7.10% | -18.90% | +11.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -25.43% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -20.78% | -33.92% | +13.14% |
Current DrawdownCurrent decline from peak | -0.08% | -1.80% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -10.71% | +6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 2.03% | -0.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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