Transamerica Asset Allocation Short Horizon (TSHFX)

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Transamerica Asset Allocation Short Horizon (TSHFX) is up 1.7% since the beginning of the year. TSHFX is currently trading at $9 per share. Investors who bought $1,000 worth of TSHFX shares 5 years ago would now be looking at an investment worth $1,093.

Transamerica Asset Allocation Short Horizon (TSHFX) has returned 1.67% so far this year and 6.63% over the past 12 months. Over the last ten years, TSHFX has returned 3.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Jan 2, 2001, TSHFX's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2002 with a return of +11.9%, while the worst month was Nov 2002 at -8.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TSHFX closed higher 42% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Dec 22, 2008 at -12.1%.

Transamerica Asset Allocation Short Horizon has an annualized alpha of 1.70%, beta of 0.09, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.

• This fund participated in 22.49% of S&P 500 Index downside but only 16.43% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.09 may look defensive, but with R2 of 0.01 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 0.01 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.

TSHFX has an expense ratio of 0.83%, placing it in the medium range.

TSHFX 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.

The table below present risk-adjusted performance metrics for Transamerica Asset Allocation Short Horizon (TSHFX) and compare them to S&P 500 Index.

Transamerica Asset Allocation Short Horizon provided a 4.03% dividend yield over the last twelve months, with an annual payout of $0.35 per share.

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

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.

The table below displays the maximum drawdowns of the Transamerica Asset Allocation Short 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 Short Horizon was 23.90%, occurring on Nov 20, 2008. Recovery took 948 trading sessions.

The chart below shows the rolling one-month volatility.