- ISIN
- US89360T4004
- Issuer
- Transamerica
- Inception Date
- Sep 10, 2000
- Category
- Diversified Portfolio
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
TALFX Performance Chart
Transamerica Asset Allocation Long Horizon (TALFX) is up 8.5% since the beginning of the year. TALFX is currently trading at $8 per share. Investors who bought $1,000 worth of TALFX shares 5 years ago would now be looking at an investment worth $1,418.
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Returns By Period
Transamerica Asset Allocation Long Horizon (TALFX) has returned 8.51% so far this year and 17.57% over the past 12 months. Over the last ten years, TALFX has returned 10.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Transamerica Asset Allocation Long Horizon
- 1D
- 0.62%
- 1M
- 3.05%
- YTD
- 8.51%
- 6M
- 8.45%
- 1Y
- 17.57%
- 3Y*
- 16.64%
- 5Y*
- 7.24%
- 10Y*
- 10.22%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
TALFX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, TALFX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TALFX closed higher 51% of trading days. The best single day was Jan 22, 2016 with a return of +25.2%, while the worst single day was Jan 25, 2016 at -19.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.87% | 1.31% | -6.02% | 7.04% | 4.26% | 0.25% | 8.51% | ||||||
| 2025 | 4.34% | -1.32% | -4.11% | 0.75% | 5.53% | 3.63% | 0.49% | 2.82% | 1.92% | 0.28% | -0.19% | 0.68% | 15.45% |
| 2024 | -0.69% | 4.38% | 3.14% | -4.82% | 2.70% | 0.66% | 3.38% | 2.63% | 1.60% | -1.21% | 7.27% | -4.03% | 15.32% |
| 2023 | 7.87% | -2.55% | 1.02% | 0.00% | -1.36% | 5.79% | 3.80% | -2.98% | -4.13% | -4.32% | 8.38% | 6.57% | 18.22% |
| 2022 | -6.34% | -1.55% | 0.17% | -8.15% | -0.21% | -8.39% | 7.50% | -3.49% | -8.88% | 7.08% | 5.80% | -4.05% | -20.29% |
| 2021 | -0.09% | 3.62% | 2.24% | 3.68% | 0.76% | 1.67% | 0.74% | 1.89% | -3.70% | 4.69% | -3.20% | 2.83% | 15.80% |
Benchmark Metrics
Transamerica Asset Allocation Long Horizon has an annualized alpha of -1.29%, beta of 0.89, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.
- This fund participated in 98.12% of S&P 500 Index downside but only 84.14% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.61, 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
- -1.29%
- Beta
- 0.89
- R²
- 0.61
- Upside Capture
- 84.14%
- Downside Capture
- 98.12%
Expense Ratio
TALFX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TALFX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Transamerica Asset Allocation Long Horizon (TALFX) and compare them to S&P 500 Index.
| TALFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.69 | -0.57 |
| Martin ratioReturn relative to average drawdown | 8.53 | 12.34 | -3.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Transamerica Asset Allocation Long Horizon provided a 42.86% dividend yield over the last twelve months, with an annual payout of $3.47 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.47 | $3.46 | $0.63 | $0.26 | $1.16 | $1.45 | $1.26 | $1.18 | $0.83 | $0.16 |
Dividend yield | 42.86% | 46.22% | 6.71% | 3.03% | 15.25% | 13.09% | 11.70% | 11.90% | 9.39% | 1.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Asset Allocation Long Horizon. 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 | $0.01 | $0.00 | $0.00 | $0.00 | $0.01 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $3.40 | $3.46 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.61 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.22 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.11 | $1.16 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.42 | $1.45 |
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 Long Horizon. 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 Long Horizon was 33.14%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Transamerica Asset Allocation Long Horizon drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.14%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 |
Bear market2022 | -28.87%Oct 2022 | 11mo 1d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2016 bear market2016 | -22.90%Feb 2016 | 17d | 1y 2mo | 1y 3moJan 2016 - Apr 2017 |
Rate-hike selloffLate 2018 | -22.14%Dec 2018 | 1y 7mo | 12mo 1d | 2y 7moMay 2017 - Dec 2019 |
2025 selloff2025 | -16.98%Apr 2025 | 1mo 18d | 2mo 3d | 3mo 21dFeb 2025 - Jun 2025 |
Drawdown Indicators
| TALFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.14% | -56.78% | +23.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -9.10% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -18.90% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -28.87% | -25.43% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.14% | -33.92% | +0.78% |
Current DrawdownCurrent decline from peak | -0.12% | -2.97% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -10.72% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.97% | +0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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