Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MWFPX (Metropolitan West Floating Rate Income Fund Plan Class) | NA | 9.90% | 4.94% | NA | NA | NA | NA | … | … |
Data as of 07/26/2024, Common starting date is 02/09/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWFPX (Metropolitan West Floating Rate Income Fund Plan Class) | 02/09/2021 | 07/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.90 | 4.94 | NA | NA | NA | NA | … | … | 4.41 | 11.82 | -2.62 | 2.50 |
| Sharpe Ratio | NA | 2.27 | 0.93 | NA | NA | NA | NA | … | … | 1.56 | 2.96 | -1.31 | 2.33 |
| Standard Deviation(%) | NA | 2.67 | 2.72 | NA | NA | NA | NA | … | … | 2.60 | 2.79 | 3.10 | 1.19 |
| Draw Down(%) | NA | 0.53 | 5.99 | NA | NA | NA | NA | … | … | 0.32 | 1.18 | 5.99 | 0.40 |
| Yield(%) | 0.00 | 8.28 | 6.08 | 3.90 | 1.95 | 1.30 | 0.97 | … | … | 3.78 | 8.59 | 5.01 | 3.07 |
Data as of 07/26/2024, Common starting date is 02/09/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWFPX (Metropolitan West Floating Rate Income Fund Plan Class) |
4.63%
Mar 2021 – Mar 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWFPX (Metropolitan West Floating Rate Income Fund Plan Class) |
4.98%
May 2021 – May 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart