Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MWFLX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS I) | NA | 11.42% | 4.35% | 43.36% | 21.78% | NA | NA | … | … |
Data as of 11/19/2024, Common starting date is 07/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWFLX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS I) | 07/02/2013 | 11/19/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 11.42 | 4.35 | 43.36 | 21.78 | NA | NA | … | … | 9.62 | 8.96 | -4.88 | 2.42 | 413.14 | 7.51 | 0.50 | 3.61 | 6.15 | 1.58 | 2.23 | 3.95 |
| Sharpe Ratio | NA | 1.82 | 0.48 | 0.58 | 0.40 | NA | NA | … | … | 1.66 | 2.24 | -2.14 | 2.37 | 2.55 | 2.98 | -0.53 | 2.54 | 3.93 | 1.06 | 1.49 | 7.10 |
| Standard Deviation(%) | NA | 4.18 | 3.26 | 72.15 | 51.04 | NA | NA | … | … | 4.36 | 2.39 | 2.96 | 1.01 | 160.79 | 2.03 | 1.66 | 1.17 | 1.51 | 1.46 | 1.49 | 1.13 |
| Draw Down(%) | NA | 0.56 | 6.88 | 15.72 | 15.72 | NA | NA | … | … | 0.56 | 1.29 | 6.88 | 0.55 | 15.72 | 0.60 | 2.97 | 0.40 | 1.33 | 1.55 | 1.71 | 0.20 |
| Yield(%) | 0.00 | 9.31 | 5.39 | 21.24 | 12.26 | 8.65 | 6.49 | … | … | 8.37 | 5.88 | 2.68 | 2.09 | 13.94 | 4.82 | 4.23 | 3.64 | 3.59 | 3.69 | 4.26 | 1.43 |
Data as of 11/19/2024, Common starting date is 07/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWFLX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS I) |
0.43%
Jan 2020 – Jan 2023 |
2.80%
Dec 2013 – Dec 2018 |
20.87%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWFLX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS I) |
78.11%
Dec 2018 – Dec 2021 |
44.14%
Feb 2016 – Feb 2021 |
21.71%
Oct 2014 – Oct 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart