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TGEIX: TCW EMERGING MARKETS INCOME FUND I CLASS (MUTUAL FUND)
Basic Info 6.38 0.02(0.31%) April 24
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (91%) |
Start Date: | 06/29/1998 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 5.25% |
Expenses | 0.77% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/06/1998 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 0.6 | 10.7 | -3.3 | -0.1 | 1.9 | 5.8 | 5.9 | 6.7 | 12.1 | -17.5 | -5.1 | 5.1 | 15.8 | -6.2 | 10.3 | 14.2 | -2.5 | 0.8 | -4.7 | 22.6 | 2.0 | 20.7 | 44.8 | -12.5 | 4.3 | 8.2 | 7.6 | 12.9 | 27.5 | 11.0 | 16.3 | 3.8 | 21.6 | -19.2 |
Sharpe Ratio | NA | -0.35 | 1.02 | -0.75 | -0.17 | 0.11 | NA | NA | 0.6 | 1.09 | -1.97 | -1.11 | 0.3 | 2.96 | -1.49 | 2.38 | 2.2 | -0.56 | 0.15 | -0.83 | 6.76 | 0.3 | 3.41 | 11.42 | -1.32 | 0.56 | 2.07 | 1.75 | 2.68 | 4.66 | 1.12 | 1.82 | -0.04 | 1.28 | -1.03 |
Draw Down(%) | NA | 3.1 | 6.5 | 29.5 | 29.7 | 29.7 | NA | NA | 43.0 | 6.5 | 25.8 | 7.0 | 28.1 | 2.3 | 8.9 | 2.3 | 6.1 | 5.8 | 10.0 | 11.9 | 3.9 | 14.0 | 7.4 | 2.1 | 26.9 | 2.0 | 2.7 | 3.4 | 6.8 | 4.0 | 13.6 | 5.4 | 9.3 | 13.0 | 43.0 |
Standard Deviation(%) | NA | 6.3 | 6.7 | 7.5 | 9.7 | 7.7 | NA | NA | 8.8 | 7.3 | 9.6 | 4.6 | 16.5 | 4.9 | 5.0 | 4.1 | 6.4 | 4.4 | 5.1 | 5.7 | 3.4 | 6.4 | 6.1 | 3.9 | 10.2 | 2.4 | 2.4 | 3.1 | 4.5 | 5.8 | 8.8 | 7.8 | 6.9 | 14.3 | 36.2 |
Treynor Ratio | NA | -0.01 | 0.13 | -0.1 | -0.03 | 0.02 | NA | NA | 0.38 | 0.15 | -0.31 | -0.13 | 0.05 | 0.65 | -0.31 | 0.46 | 0.56 | 0.42 | -0.04 | -0.32 | 2.08 | 0.1 | 1.14 | 6.06 | -0.77 | 0.23 | 0.36 | 0.84 | 0.86 | 3.07 | 31.35 | -4.11 | -0.5 | -0.45 | 0.45 |
Alpha | NA | 0.03 | 0.04 | 0.0 | 0.01 | 0.01 | NA | NA | 0.02 | 0.04 | -0.02 | -0.01 | -0.01 | 0.05 | -0.03 | 0.03 | 0.05 | -0.01 | 0.0 | -0.02 | 0.08 | 0.0 | 0.07 | 0.14 | -0.06 | 0.0 | 0.02 | 0.02 | 0.04 | 0.09 | 0.04 | 0.05 | 0.0 | 0.05 | -0.07 |
Beta | NA | 1.95 | 0.54 | 0.56 | 0.63 | 0.39 | NA | NA | 0.14 | 0.51 | 0.61 | 0.38 | 0.92 | 0.22 | 0.24 | 0.21 | 0.25 | -0.06 | -0.19 | 0.15 | 0.11 | 0.2 | 0.18 | 0.07 | 0.17 | 0.06 | 0.14 | 0.07 | 0.14 | 0.09 | 0.0 | -0.03 | 0.01 | -0.4 | -0.82 |
RSquared | NA | 0.15 | 0.26 | 0.35 | 0.25 | 0.14 | NA | NA | 0.02 | 0.36 | 0.43 | 0.17 | 0.23 | 0.05 | 0.09 | 0.12 | 0.1 | 0.01 | 0.05 | 0.04 | 0.03 | 0.06 | 0.08 | 0.05 | 0.05 | 0.02 | 0.19 | 0.03 | 0.12 | 0.03 | 0.0 | 0.0 | 0.0 | 0.05 | 0.05 |
Yield(%) | N/A | 1.4 | 5.9 | 4.3 | 4.4 | 4.6 | 7.3 | 6.9 | N/A | 5.9 | 4.3 | 4.3 | 3.9 | 5.6 | 4.0 | 6.2 | 5.6 | 5.5 | 5.7 | 5.1 | 8.4 | 6.7 | 8.3 | 8.1 | 9.6 | 8.9 | 11.5 | 8.9 | 9.8 | 32.7 | 8.0 | 16.6 | 5.0 | 3.0 | 5.7 |
Dividend Growth(%) | N/A | -75.0 | 9.1 | -4.5 | -15.3 | -40.0 | N/A | N/A | N/A | 9.1 | -10.8 | 12.1 | -23.3 | 26.5 | -32.0 | 19.0 | -4.5 | -8.3 | 0.0 | -31.4 | 20.7 | -9.4 | 39.1 | -34.3 | 2.9 | -25.3 | 28.2 | -6.6 | -71.7 | 313.8 | -52.2 | 223.8 | 100.0 | -60.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/06/1998
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