- ISIN
- US89354D8092
- CUSIP
- 89354D809
- Issuer
- Transamerica
- Inception Date
- Mar 2, 2014
- Category
- Diversified Portfolio
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
TSHIX Performance Chart
Transamerica Multi-Asset Income (TSHIX) is up 5.1% since the beginning of the year. TSHIX is currently trading at $17 per share. Investors who bought $1,000 worth of TSHIX shares 5 years ago would now be looking at an investment worth $1,478.
Loading charts...
Returns By Period
Transamerica Multi-Asset Income (TSHIX) has returned 5.07% so far this year and 17.90% over the past 12 months. Over the last ten years, TSHIX has returned 9.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Transamerica Multi-Asset Income
- 1D
- 0.24%
- 1M
- 2.20%
- YTD
- 5.07%
- 6M
- 5.13%
- 1Y
- 17.90%
- 3Y*
- 14.47%
- 5Y*
- 8.12%
- 10Y*
- 9.80%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
TSHIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 6, 2015, TSHIX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +8.4%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSHIX closed higher 51% of trading days. The best single day was Mar 26, 2020 with a return of +4.8%, while the worst single day was Mar 16, 2020 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | 0.21% | -3.06% | 5.10% | 1.34% | 0.18% | 5.07% | ||||||
| 2025 | 2.08% | 0.44% | -2.72% | -0.67% | 3.30% | 3.77% | 1.47% | 1.73% | 2.61% | 1.12% | 1.58% | -0.07% | 15.45% |
| 2024 | 0.67% | 1.56% | 2.65% | -2.16% | 2.60% | 1.92% | 2.04% | 2.21% | 1.57% | -0.34% | 2.54% | -1.10% | 14.96% |
| 2023 | 4.20% | -2.39% | 0.22% | 0.89% | -1.86% | 3.94% | 2.43% | -1.33% | -2.52% | -2.31% | 5.17% | 3.88% | 10.31% |
| 2022 | -1.53% | -1.91% | 0.52% | -4.14% | 0.76% | -7.36% | 6.11% | -2.55% | -6.28% | 5.88% | 3.84% | -3.03% | -10.24% |
| 2021 | 0.55% | 1.09% | 3.19% | 3.25% | 1.46% | 0.69% | 1.37% | 1.35% | -2.35% | 3.11% | -0.98% | 4.02% | 17.88% |
Benchmark Metrics
Transamerica Multi-Asset Income has an annualized alpha of 2.31%, beta of 0.51, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 07, 2015.
- This fund participated in 62.49% of S&P 500 Index downside but only 59.36% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.51 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
- 2.31%
- Beta
- 0.51
- R²
- 0.87
- Upside Capture
- 59.36%
- Downside Capture
- 62.49%
Expense Ratio
TSHIX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSHIX ranks 80 for risk / return — in the top 80% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Transamerica Multi-Asset Income (TSHIX) and compare them to S&P 500 Index.
| TSHIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.93 | +0.54 |
| Martin ratioReturn relative to average drawdown | 16.08 | 13.52 | +2.56 |
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 Multi-Asset Income provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.54 | $0.55 | $0.55 | $0.50 | $0.60 | $0.45 | $0.42 | $0.52 | $0.46 | $0.33 | $0.44 |
Dividend yield | 3.29% | 3.37% | 3.80% | 4.16% | 4.00% | 4.20% | 3.55% | 3.51% | 5.10% | 4.11% | 3.27% | 4.54% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Multi-Asset Income. 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 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.00 | $0.23 | ||||||
| 2025 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.05 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.06 | $0.54 |
| 2024 | $0.04 | $0.05 | $0.05 | $0.04 | $0.04 | $0.04 | $0.07 | $0.04 | $0.04 | $0.04 | $0.05 | $0.06 | $0.55 |
| 2023 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.06 | $0.55 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.04 | $0.03 | $0.04 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.06 | $0.50 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.29 | $0.60 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Transamerica Multi-Asset Income. 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 Multi-Asset Income was 28.07%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.07%Mar 2020 | 1mo 9d | 5mo 6d | 6mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -16.50%Sep 2022 | 8mo 20d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2016 correction2016 | -10.72%Feb 2016 | 7mo 23d | 4mo 28d | 1y 16dJun 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -10.36%Dec 2018 | 3mo 1d | 3mo 10d | 6mo 11dSep 2018 - Apr 2019 |
2025 selloff2025 | -8.57%Apr 2025 | 1mo 16d | 1mo 26d | 3mo 12dFeb 2025 - Jun 2025 |
Drawdown Indicators
| TSHIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.07% | -56.78% | +28.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -9.10% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -8.57% | -18.90% | +10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -25.43% | +8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -28.07% | -33.92% | +5.85% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -10.72% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.97% | -0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with TSHIX
Add Transamerica Multi-Asset Income to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with TSHIX