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TGGWX: TCW ENHANCED COMMODITY STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 5.96 0(0.0%) April 26
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (19%) |
Start Date: | 04/07/2011 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 3.47% |
Expenses | 0.75% |
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Performance Analytics (As of 04/25/2024)
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(%) | 0.2 | 6.2 | 3.6 | 7.6 | 8.0 | -0.5 | -1.4 | -8.2 | 12.7 | 30.9 | 0.4 | 10.3 | -11.8 | 4.1 | 12.1 | -24.6 | -14.7 | -6.8 | 4.7 | -19.0 |
Sharpe Ratio | NA | 2.09 | -0.33 | 0.37 | 0.39 | -0.11 | -0.15 | -1.01 | 0.48 | 2.03 | 0.01 | 0.85 | -1.12 | 0.36 | 0.79 | -1.59 | -1.42 | -0.67 | 0.33 | -1.29 |
Draw Down(%) | NA | 3.5 | 9.2 | 26.0 | 28.1 | 52.6 | 59.5 | 11.7 | 20.1 | 9.7 | 28.1 | 7.4 | 15.9 | 9.9 | 8.5 | 27.1 | 23.8 | 12.8 | 14.1 | 23.5 |
Standard Deviation(%) | NA | 8.5 | 11.3 | 17.3 | 16.4 | 14.6 | 14.5 | 12.5 | 23.5 | 15.2 | 17.1 | 10.6 | 11.7 | 9.6 | 15.0 | 15.4 | 10.4 | 10.2 | 13.9 | 19.3 |
Treynor Ratio | NA | 0.27 | -0.05 | 0.09 | 0.09 | -0.02 | -0.03 | -0.18 | 0.15 | 0.52 | 0.0 | 0.13 | -0.2 | 0.05 | 0.15 | -0.31 | -0.2 | -0.09 | 0.06 | -0.31 |
Alpha | NA | 0.02 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.03 | 0.02 | 0.01 | -0.02 | 0.0 | -0.01 | -0.01 | 0.04 | 0.0 | 0.01 | -0.05 |
Beta | NA | 0.65 | 0.68 | 0.7 | 0.68 | 0.7 | 0.72 | 0.69 | 0.76 | 0.59 | 0.64 | 0.68 | 0.65 | 0.66 | 0.78 | 0.8 | 0.75 | 0.8 | 0.82 | 0.8 |
RSquared | NA | 0.71 | 0.74 | 0.69 | 0.69 | 0.73 | 0.74 | 0.76 | 0.73 | 0.59 | 0.68 | 0.76 | 0.65 | 0.72 | 0.87 | 0.84 | 0.7 | 0.69 | 0.78 | 0.83 |
Yield(%) | N/A | 1.2 | 4.6 | 4.8 | 4.5 | 1.9 | N/A | 3.8 | 2.1 | 7.8 | 3.3 | 3.7 | 1.9 | 2.1 | 2.3 | 0.9 | 1.3 | 2.3 | 2.5 | 0.0 |
Dividend Growth(%) | N/A | -70.8 | 100.0 | 81.4 | 129.2 | N/A | N/A | 100.0 | -67.6 | 131.2 | -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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