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ISIN
US89355J2767
CUSIP
89355J276
Inception Date
Oct 30, 2013
Category
Bank Loan
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TFLIX Performance Chart

Transamerica Floating Rate Fund (TFLIX) is up 1.4% since the beginning of the year. TFLIX is currently trading at $9 per share. Investors who bought $1,000 worth of TFLIX shares 5 years ago would now be looking at an investment worth $1,234.


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S&P 500 Index

Returns By Period

Transamerica Floating Rate Fund (TFLIX) has returned 1.40% so far this year and 4.82% over the past 12 months. Over the last ten years, TFLIX has returned 4.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Transamerica Floating Rate Fund

1D
0.00%
1M
0.42%
YTD
1.40%
6M
2.29%
1Y
4.82%
3Y*
6.53%
5Y*
4.29%
10Y*
4.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, TFLIX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2020 with a return of +3.9%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TFLIX closed higher 22% of trading days. The best single day was Mar 26, 2020 with a return of +2.1%, while the worst single day was Mar 19, 2020 at -3.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.01%-0.39%0.37%0.89%0.65%-0.12%1.40%
20250.85%0.12%-0.45%-0.28%1.66%1.09%0.63%0.37%0.24%0.24%0.46%0.30%5.34%
20240.43%0.88%0.75%0.54%0.96%-0.22%0.76%0.49%0.77%1.04%0.78%0.62%8.07%
20232.36%0.39%-0.28%0.22%-0.58%2.41%0.93%0.11%0.70%-1.00%1.08%1.58%8.15%
20220.03%-0.59%0.01%-0.16%-2.80%-2.33%1.70%1.39%-1.86%0.95%0.94%0.26%-2.55%
20210.83%0.50%0.07%0.48%0.45%0.35%-0.12%0.24%0.48%0.17%-0.31%0.67%3.88%

Benchmark Metrics

Transamerica Floating Rate Fund has an annualized alpha of 3.13%, beta of 0.06, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (15.83%) than losses (9.07%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.13%
Beta
0.06
0.10
Upside Capture
15.83%
Downside Capture
9.07%

Expense Ratio

TFLIX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TFLIX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TFLIX Risk / Return Rank: 8484
Overall Rank
TFLIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TFLIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
TFLIX Omega Ratio Rank: 9494
Omega Ratio Rank
TFLIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
TFLIX Martin Ratio Rank: 8787
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 Floating Rate Fund (TFLIX) 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.


TFLIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.70

1.37

+0.34

Calmar ratioReturn relative to maximum drawdown

5.21

2.78

+2.42

Martin ratioReturn relative to average drawdown

15.51

12.44

+3.07

Dividends

Dividend History

Transamerica Floating Rate Fund provided a 7.53% dividend yield over the last twelve months, with an annual payout of $0.65 per share.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.65$0.69$0.71$0.56$0.32$0.29$0.35$0.50$0.46$0.40$0.44$0.38

Dividend yield

7.53%7.86%7.84%6.21%3.58%3.06%3.78%5.20%4.91%4.06%4.42%3.92%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.05$0.05$0.05$0.00$0.24
2025$0.06$0.05$0.06$0.06$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.07$0.69
2024$0.07$0.06$0.06$0.07$0.07$0.00$0.07$0.06$0.07$0.06$0.06$0.07$0.71
2023$0.06$0.06$0.06$0.00$0.07$0.06$0.06$0.00$0.06$0.00$0.07$0.06$0.56
2022$0.02$0.02$0.02$0.03$0.00$0.00$0.00$0.04$0.04$0.04$0.04$0.05$0.32
2021$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.02$0.29

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 Floating Rate 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 Floating Rate Fund was 17.79%, occurring on Mar 23, 2020. Recovery took 175 trading sessions.

The current Transamerica Floating Rate Fund drawdown is 0.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.79%Mar 2020
28d8mo 12d
9mo 10dFeb 2020 - Nov 2020
Bear market2022
-6.26%Jul 2022
5mo 12d8mo 1d
1y 1moJan 2022 - Mar 2023
Rate-hike selloffLate 2018
-3.45%Dec 2018
1mo 18d1mo 27d
3mo 15dNov 2018 - Feb 2019
2025 selloff2025
-2.57%Apr 2025
1mo 7d1mo 4d
2mo 11dMar 2025 - May 2025
2016 pullback2016
-2.42%Feb 2016
6mo 15d1mo 17d
8mo 2dJul 2015 - Mar 2016

Drawdown Indicators


TFLIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-56.78%

+38.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-9.10%

+8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-2.57%

-18.90%

+16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-6.26%

-25.43%

+19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-17.79%

-33.92%

+16.13%

Current Drawdown

Current decline from peak

-0.23%

-1.80%

+1.57%

Average Drawdown

Average peak-to-trough decline

-0.79%

-10.71%

+9.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

2.03%

-1.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TFLIX

Add Transamerica Floating Rate Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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