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TGABX: TCW ENHANCED COMMODITY STRATEGY FUND CLASS N (MUTUAL FUND)
Basic Info 5.94 0.01(0.17%) April 24
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (20%) |
Start Date: | 04/07/2011 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 3.42% |
Expenses | 0.75% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/07/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 5.8 | 0.8 | 8.1 | 7.8 | -0.6 | -1.5 | -8.3 | 13.0 | 30.4 | 0.3 | 10.3 | -11.8 | 3.9 | 12.1 | -24.6 | -14.6 | -6.9 | 4.7 | -19.0 |
Sharpe Ratio | NA | 2.08 | -0.32 | 0.38 | 0.39 | -0.11 | -0.16 | -1.0 | 0.51 | 1.95 | 0.01 | 0.86 | -1.13 | 0.34 | 0.8 | -1.58 | -1.42 | -0.67 | 0.33 | -1.29 |
Draw Down(%) | NA | 3.5 | 9.3 | 26.0 | 28.3 | 52.8 | 59.7 | 11.7 | 20.3 | 9.9 | 28.3 | 7.4 | 15.9 | 10.1 | 8.5 | 27.1 | 23.7 | 12.8 | 14.1 | 23.5 |
Standard Deviation(%) | NA | 8.7 | 11.4 | 17.2 | 16.2 | 14.5 | 14.4 | 12.6 | 22.9 | 15.5 | 17.1 | 10.3 | 11.6 | 9.6 | 14.8 | 15.6 | 10.4 | 10.2 | 13.9 | 19.4 |
Treynor Ratio | NA | 0.27 | -0.05 | 0.09 | 0.09 | -0.02 | -0.03 | -0.18 | 0.16 | 0.49 | 0.0 | 0.13 | -0.2 | 0.05 | 0.15 | -0.31 | -0.19 | -0.09 | 0.06 | -0.31 |
Alpha | NA | 0.02 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.02 | 0.02 | 0.01 | -0.02 | 0.0 | -0.01 | -0.01 | 0.04 | 0.0 | 0.01 | -0.05 |
Beta | NA | 0.67 | 0.69 | 0.71 | 0.68 | 0.7 | 0.72 | 0.7 | 0.75 | 0.62 | 0.64 | 0.67 | 0.64 | 0.66 | 0.77 | 0.8 | 0.75 | 0.8 | 0.82 | 0.8 |
RSquared | NA | 0.72 | 0.75 | 0.71 | 0.71 | 0.74 | 0.74 | 0.77 | 0.74 | 0.61 | 0.68 | 0.76 | 0.65 | 0.73 | 0.87 | 0.85 | 0.7 | 0.69 | 0.78 | 0.83 |
Yield(%) | N/A | 1.1 | 4.2 | 4.7 | 4.3 | 1.8 | N/A | 3.6 | 2.1 | 7.6 | 3.3 | 3.7 | 1.9 | 2.1 | 2.3 | 0.9 | 1.3 | 2.3 | 2.5 | 0.0 |
Dividend Growth(%) | N/A | -73.9 | 85.7 | 81.0 | 122.9 | N/A | N/A | 91.7 | -66.7 | 125.0 | -5.9 | 70.0 | -9.1 | 0.0 | 83.3 | -40.0 | -47.4 | -9.5 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/07/2011
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