Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MWATX (METROPOLITAN WEST ALPHA TRAK 500 FUND METROPOLITAN WEST ALPHA TRAK 500 FUND) | 0.00% | -304,542.84% | nan% | nan% | nan% | nan% | nan% | nan% |
Data as of 02/07/2025, AR inception is 09/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWATX (METROPOLITAN WEST ALPHA TRAK 500 FUND METROPOLITAN WEST ALPHA TRAK 500 FUND) | 09/30/1998 | 02/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | 0.00 | -304,542.84 | nan | nan | nan | nan | nan | nan | 0.00 | 24.17 | 29.01 | -22.76 | -1.35 | 11.73 | 31.97 | -4.95 | 20.83 | 20.49 | 0.39 | 14.24 | 33.69 | 21.42 | -0.29 | 31.89 | 39.67 | -52.66 | 1.56 | 17.47 | 4.62 | 12.32 | 29.26 | -30.54 | -14.53 | -17.05 | 14.00 | 22.97 |
| Sharpe Ratio | NA | 1.14 | 0.32 | 0.13 | 0.41 | NA | NA | 0.24 | 0.00 | 1.55 | 1.81 | -0.97 | -0.05 | 0.33 | 2.49 | -0.37 | 3.15 | 1.45 | 0.02 | 1.23 | 3.06 | 1.70 | -0.01 | 1.70 | 1.40 | -1.25 | -0.09 | 1.41 | 0.23 | 1.02 | 1.62 | -1.16 | -0.77 | -0.90 | 0.53 | 6.11 |
| Standard Deviation(%) | NA | 10.75 | 17.39 | 23.99 | 19.45 | NA | NA | 20.44 | NA | 11.34 | 13.83 | 24.87 | 27.25 | 34.73 | 12.28 | 17.08 | 6.43 | 13.97 | 15.51 | 11.53 | 10.99 | 12.68 | 23.91 | 18.71 | 28.22 | 42.67 | 16.12 | 10.10 | 10.53 | 11.21 | 17.66 | 27.20 | 22.24 | 23.56 | 20.23 | 20.12 |
| Draw Down(%) | NA | 8.00 | 24.16 | 43.01 | 43.01 | NA | NA | 72.88 | 0.00 | 8.00 | 11.31 | 27.38 | 25.22 | 36.35 | 6.36 | 19.02 | 2.54 | 10.58 | 12.33 | 7.17 | 5.94 | 9.87 | 21.04 | 16.38 | 34.97 | 59.81 | 11.94 | 7.55 | 7.50 | 7.99 | 12.96 | 41.63 | 30.67 | 22.93 | 12.35 | 5.52 |
| Yield(%) | 0.00 | 118.55 | 42.95 | 25.53 | 23.27 | 34.02 | 13.37 | 9.48 | 0.00 | 124.82 | 6.52 | 1.74 | 1.18 | 2.05 | 10.47 | 1.86 | 0.92 | 2.48 | 0.11 | 1.24 | 1.38 | 1.35 | 7.60 | 4.34 | 46.50 | 0.45 | 10.10 | 7.09 | 4.92 | 3.51 | 1.03 | 0.00 | 0.00 | 0.89 | 6.52 | 2.84 |
Data as of 02/07/2025, AR inception is 09/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWATX (METROPOLITAN WEST ALPHA TRAK 500 FUND METROPOLITAN WEST ALPHA TRAK 500 FUND) |
-24.71%
Feb 2006 - Feb 2009 |
-13.05%
Feb 2004 - Feb 2009 |
-9.64%
Mar 1999 - Mar 2009 |
1.97%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWATX (METROPOLITAN WEST ALPHA TRAK 500 FUND METROPOLITAN WEST ALPHA TRAK 500 FUND) |
38.64%
Mar 2009 - Mar 2012 |
31.16%
Feb 2009 - Feb 2014 |
21.11%
Feb 2009 - Feb 2019 |
16.16%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart