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TGONX: TCW Relative Value Small Cap N (MUTUAL FUND)
Basic Info
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/17/2001 |
Last Dividend Date: | 04/06/2010 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 11/17/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/17/2001 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -4.1 | 14.7 | -6.3 | 3.4 | -13.7 | 22.1 | 28.0 | -43.9 | -3.7 | 11.2 | 5.1 | 13.6 | 50.2 | -16.8 | 15.0 |
Sharpe Ratio | NA | -0.13 | 0.4 | -0.2 | 0.08 | -0.49 | 0.82 | 0.7 | -0.92 | -0.36 | 0.48 | 0.21 | 0.77 | 2.71 | -0.83 | 92.26 |
Draw Down(%) | NA | 35.0 | 36.7 | 68.0 | 68.0 | 35.0 | 23.4 | 36.7 | 58.1 | 17.8 | 16.8 | 10.6 | 14.8 | 14.2 | 31.0 | 1.7 |
Standard Deviation(%) | NA | 30.7 | 36.7 | 35.3 | 27.7 | 31.6 | 26.7 | 39.9 | 48.4 | 18.6 | 16.5 | 14.3 | 16.3 | 18.2 | 21.6 | 52.6 |
Treynor Ratio | NA | -0.04 | 0.14 | -0.07 | 0.02 | -0.17 | 0.2 | 0.25 | -0.42 | -0.07 | 0.08 | 0.03 | 0.13 | 0.52 | -0.22 | -104.77 |
Alpha | NA | -0.07 | -0.09 | -0.1 | -0.03 | -0.04 | -0.03 | -0.03 | -0.03 | -0.02 | -0.02 | -0.01 | -0.02 | 0.02 | 0.0 | 1.7 |
Beta | NA | 0.92 | 1.06 | 1.06 | 1.02 | 0.9 | 1.1 | 1.11 | 1.07 | 0.98 | 1.05 | 0.94 | 0.98 | 0.95 | 0.8 | -0.46 |
RSquared | NA | 0.82 | 0.94 | 0.94 | 0.91 | 0.82 | 0.97 | 0.98 | 0.97 | 0.94 | 0.94 | 0.9 | 0.93 | 0.85 | 0.86 | 0.02 |
Yield(%) | N/A | 0.0 | 0.6 | 3.1 | N/A | 0.0 | 0.5 | 0.0 | 0.6 | 9.8 | 5.9 | 4.7 | 7.1 | 0.9 | 0.0 | 10.5 |
Dividend Growth(%) | N/A | -100.0 | -96.0 | N/A | N/A | -100.0 | N/A | -100.0 | -95.1 | 71.1 | 31.7 | -31.5 | 1050.0 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/17/2001
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