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TGMNX: TCW TOTAL RETURN BOND FUND N CLASS (MUTUAL FUND)
Basic Info 8.2 0.02(0.24%) March 27
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: | (66%) |
Start Date: | 11/16/2000 |
Last Dividend Date: | 02/29/2024 |
12-Mo. Yield | 5.84% |
Expenses | 0.70% |
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Performance Analytics (As of 03/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/16/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | -0.6 | 1.0 | -4.1 | -0.6 | 0.9 | 3.6 | 3.7 | 4.4 | 4.9 | -16.8 | -1.2 | 8.0 | 7.0 | 0.5 | 3.1 | 1.2 | 0.7 | 5.5 | 1.4 | 13.1 | 3.9 | 10.4 | 19.5 | 0.9 | 6.2 | 5.1 | 3.0 | 4.9 | 2.7 | 11.1 | 8.7 | 3.9 |
Sharpe Ratio | NA | -1.1 | -0.49 | -0.83 | -0.34 | -0.04 | NA | NA | 0.78 | 0.07 | -2.12 | -0.35 | 1.66 | 1.52 | -0.26 | 0.91 | 0.34 | 0.23 | 2.74 | 0.52 | 7.79 | 1.79 | 3.59 | 4.21 | 0.0 | 0.76 | 0.69 | 0.38 | 1.35 | 0.89 | 3.63 | 1.78 | 8.2 |
Draw Down(%) | NA | 3.2 | 10.4 | 22.6 | 22.9 | 22.9 | NA | NA | 22.9 | 10.5 | 20.4 | 3.3 | 5.3 | 2.3 | 2.7 | 1.3 | 4.4 | 1.9 | 0.7 | 4.4 | 0.5 | 1.5 | 2.0 | 1.9 | 3.6 | 2.9 | 1.2 | 1.8 | 3.8 | 2.2 | 1.1 | 2.2 | 0.3 |
Standard Deviation(%) | NA | 7.6 | 8.3 | 7.6 | 6.5 | 5.0 | NA | NA | 4.2 | 8.9 | 8.6 | 3.5 | 4.7 | 3.7 | 3.0 | 2.7 | 3.0 | 3.0 | 2.0 | 2.7 | 1.7 | 2.2 | 2.9 | 4.6 | 7.2 | 4.2 | 2.6 | 2.1 | 3.0 | 2.3 | 2.7 | 3.6 | 4.3 |
Treynor Ratio | NA | -0.07 | -0.04 | -0.06 | -0.02 | 0.0 | NA | NA | 0.05 | 0.01 | -0.19 | -0.01 | 0.14 | 0.06 | -0.01 | 0.03 | 0.02 | 0.01 | 0.1 | 0.02 | 0.44 | 0.12 | 0.23 | 0.42 | 0.0 | 0.04 | 0.03 | 0.02 | 0.08 | 0.06 | 0.25 | 0.13 | 0.77 |
Alpha | NA | 0.0 | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.02 | -0.02 | 0.0 | 0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.01 | 0.04 | 0.01 | 0.02 | 0.04 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | 0.01 | 0.07 |
Beta | NA | 1.25 | 1.1 | 1.01 | 0.95 | 0.89 | NA | NA | 0.66 | 1.08 | 0.94 | 0.83 | 0.58 | 0.99 | 0.88 | 0.82 | 0.65 | 0.62 | 0.54 | 0.58 | 0.3 | 0.32 | 0.45 | 0.46 | 0.59 | 0.78 | 0.6 | 0.44 | 0.53 | 0.35 | 0.4 | 0.51 | 0.46 |
RSquared | NA | 0.92 | 0.89 | 0.87 | 0.8 | 0.76 | NA | NA | 0.62 | 0.87 | 0.87 | 0.81 | 0.41 | 0.78 | 0.61 | 0.72 | 0.63 | 0.79 | 0.67 | 0.66 | 0.3 | 0.53 | 0.66 | 0.47 | 0.42 | 0.74 | 0.71 | 0.62 | 0.72 | 0.6 | 0.59 | 0.73 | 0.27 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/16/2000
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