TPRTX Performance — Transamerica Inflation-Protected Securities, Class I3
Data updated: 2023-09-27
TPRTX returned −4.09% over one year to Jul 2023. The annualised 3-year return is −0.88%. The fund beat its International Inflation-Protected Bond category average: $100 invested three years ago grew to $97, against $97 for the category, and to $96 over one year, against $96. Volatility over the past three years was 6.15% a year. In the 12 months to Jul 2023 the fund lost a net $12.6M, and assets reached $75.07M.
TPRTX Growth of $100
What $100 invested in Transamerica Inflation-Protected Securities grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Inflation-Protected Bond category average over the same months.
| Period | TPRTX | Category average |
|---|---|---|
| 1 year (Aug 2022 – Jul 2023) | $96 | $96 |
| 3 years (Aug 2020 – Jul 2023) | $97 | $97 |
| Since data start (Aug 2019 – Jul 2023) | $106 | $105 |
TPRTX Trailing Returns
Total returns to Jul 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.09% |
| 3 years (annualised) | −0.88% |
TPRTX Annual Returns
Calendar-year total returns of Transamerica Inflation-Protected Securities, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jul) | +2.39% |
| 2022 | −11.31% |
| 2021 | +4.76% |
| 2020 | +9.68% |
| 2019 (Aug–Dec) | +1.61% |
TPRTX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +2.1% | −1.1% | +2.3% | +0.1% | −0.9% | −0.1% | 0.0% | — | — | — | — | — |
| 2022 | −2.1% | +0.5% | −1.0% | −2.5% | −0.9% | −2.8% | +3.5% | −2.2% | −6.3% | +0.9% | +1.7% | −0.4% |
| 2021 | +0.1% | −1.9% | +0.1% | +1.3% | +1.1% | +0.8% | +2.1% | 0.0% | −0.8% | +0.9% | +0.9% | +0.1% |
| 2020 | +2.1% | +1.1% | −3.1% | +3.0% | +0.5% | +1.1% | +2.2% | +0.7% | −0.2% | −0.5% | +1.4% | +1.0% |
| 2019 | — | — | — | — | — | — | — | +2.1% | −1.2% | +0.3% | +0.1% | +0.3% |
TPRTX Risk
Risk measures from monthly returns over Aug 2020 – Jul 2023.
- 3-year volatility (annualised): 6.15%
- 3-year Sharpe ratio: -0.87 (vs 4.5% risk-free rate)
- Best month: +3.47% (Jul 2022)
- Worst month: −6.34% (Sep 2022)
TPRTX Fund Flows
Monthly money in and out of Transamerica Inflation-Protected Securities, from SEC Form N-PORT.
- 12-month net flow: −$12.6M
- 12-month gross sales (incl. reinvestments): $5.2M
- Sales ÷ redemptions: 0.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2023 | $87K | $780K | −$694K |
| Jun 2023 | $767K | $1.0M | −$251K |
| May 2023 | $51K | $660K | −$610K |
| Apr 2023 | $34K | $902K | −$868K |
| Mar 2023 | $409K | $901K | −$492K |
| Feb 2023 | $404K | $551K | −$147K |
| Jan 2023 | $70K | $894K | −$824K |
| Dec 2022 | $1.2M | $7.0M | −$5.8M |
| Nov 2022 | $97K | $1.2M | −$1.1M |
| Oct 2022 | $74K | $1.0M | −$934K |
| Sep 2022 | $1.9M | $1.7M | $211K |
| Aug 2022 | $118K | $1.2M | −$1.0M |
TPRTX Assets Under Management
Net assets of Transamerica Inflation-Protected Securities by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-07-31 | $75.07M |
| 2023-04-30 | $78.09M |
| 2023-01-31 | $78.80M |
| 2022-10-31 | $84.87M |
| 2022-07-31 | $95.53M |
| 2022-04-30 | $100.87M |
| 2022-01-31 | $107.84M |
| 2021-10-31 | $109.81M |
| 2021-07-31 | $110.70M |
| 2021-04-30 | $110.23M |
| 2021-01-31 | $116.45M |
| 2020-10-31 | $112.41M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.