Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MWFRX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS M) | NA | 9.20% | 5.37% | 4.70% | 3.96% | NA | NA | … | … |
Data as of 11/19/2024, Common starting date is 07/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWFRX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS M) | 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 (%) | 0.00 | 9.20 | 5.37 | 4.70 | 3.96 | NA | NA | … | … | 6.94 | 11.97 | -2.72 | 3.31 | 3.01 | 7.29 | 0.39 | 3.31 | 6.04 | 1.38 | 2.00 | 3.87 |
| Sharpe Ratio | NA | 1.01 | 0.51 | 0.57 | 0.79 | NA | NA | … | … | 0.33 | 2.76 | -1.36 | 2.81 | 0.37 | 3.13 | -0.56 | 2.21 | 4.20 | 0.97 | 1.35 | 7.55 |
| Standard Deviation(%) | NA | 2.52 | 2.77 | 4.01 | 3.04 | NA | NA | … | … | 2.44 | 2.82 | 3.03 | 1.17 | 7.48 | 1.88 | 1.65 | 1.22 | 1.39 | 1.40 | 1.47 | 1.04 |
| Draw Down(%) | NA | 0.42 | 5.89 | 15.73 | 15.73 | NA | NA | … | … | 0.42 | 1.18 | 5.89 | 0.50 | 15.73 | 0.60 | 3.05 | 0.30 | 1.24 | 1.61 | 1.71 | 0.20 |
| Yield(%) | 0.00 | 7.78 | 6.43 | 5.16 | 4.40 | 3.28 | 2.46 | … | … | 6.29 | 8.64 | 4.80 | 2.96 | 3.26 | 4.61 | 4.02 | 3.45 | 3.39 | 3.49 | 4.04 | 1.35 |
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 |
|---|---|---|---|---|
| MWFRX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS M) |
0.26%
Mar 2017 – Mar 2020 |
1.39%
Mar 2015 – Mar 2020 |
3.37%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWFRX (METROPOLITAN WEST FLOATING RATE INCOME FUND CLASS M) |
5.39%
Mar 2020 – Mar 2023 |
4.72%
Oct 2019 – Oct 2024 |
3.98%
Sep 2014 – Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart