Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TFHIX (TCW/GARGOYLE HEDGED VALUE FUND I CLASS) | NA | 2.04% | 2.83% | 3.54% | 7.61% | 7.29% | NA | 7.60% |
Data as of 10/09/2018, AR inception is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFHIX (TCW/GARGOYLE HEDGED VALUE FUND I CLASS) | 01/03/2000 | 10/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 2.04 | 2.83 | 3.54 | 7.61 | 7.29 | NA | 7.60 | -84.89 | 14.11 | 1.59 | -9.47 | -0.10 | 27.89 | 10.79 | -3.65 | 18.08 | 42.22 | -34.37 | -0.92 | 16.85 | 11.82 | 14.45 | 30.93 | -0.30 | 6.37 | 5.72 |
| Sharpe Ratio | NA | 0.12 | 0.35 | 0.29 | 0.38 | NA | NA | 0.45 | -0.61 | 1.75 | 0.10 | -0.78 | -0.01 | 3.10 | 0.92 | -0.32 | 1.48 | 2.17 | -1.09 | -0.47 | 2.27 | 1.44 | 1.37 | 1.94 | -0.07 | 0.30 | 0.18 |
| Standard Deviation(%) | NA | 9.64 | 10.94 | 10.61 | 15.84 | NA | NA | 13.87 | 10.35 | 7.75 | 13.64 | 12.17 | 9.87 | 9.00 | 11.71 | 11.67 | 12.15 | 19.44 | 32.19 | 8.36 | 5.98 | 6.68 | 9.88 | 15.61 | 19.41 | 13.60 | 9.62 |
| Draw Down(%) | NA | 9.93 | 15.32 | 22.37 | 37.19 | NA | NA | 47.30 | 9.93 | 6.17 | 10.92 | 16.73 | 11.53 | 5.38 | 10.39 | 15.12 | 7.26 | 6.37 | 41.63 | 10.40 | 0.65 | 1.97 | 5.77 | 6.91 | 20.11 | 10.36 | 3.86 |
| Yield(%) | 84.36 | 86.03 | 30.61 | 20.21 | 17.59 | 16.19 | 15.78 | 17.53 | 80.43 | 0.00 | 1.27 | 2.23 | 4.57 | 1.50 | 3.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/09/2018, AR inception is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFHIX (TCW/GARGOYLE HEDGED VALUE FUND I CLASS) |
-12.26%
Mar 2006 - Mar 2009 |
-2.78%
Feb 2004 - Feb 2009 |
3.50%
May 2007 - May 2017 |
6.90%
May 2002 - May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFHIX (TCW/GARGOYLE HEDGED VALUE FUND I CLASS) |
24.90%
Mar 2003 - Mar 2006 |
21.10%
Nov 2008 - Nov 2013 |
10.68%
Mar 2003 - Mar 2013 |
9.21%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart