Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TFVSX (TCW/GARGOYLE SYSTEMATIC VALUE FUND I CLASS) | NA | 8.48% | NA | NA | NA | NA | NA | 10.58% |
Data as of 10/09/2018, AR inception is 12/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFVSX (TCW/GARGOYLE SYSTEMATIC VALUE FUND I CLASS) | 12/01/2015 | 10/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | 8.48 | NA | NA | NA | NA | NA | 10.58 | -26.94 | 17.29 | 7.73 | -5.88 |
| Sharpe Ratio | NA | -0.43 | NA | NA | NA | NA | NA | -0.19 | -0.84 | 1.56 | 0.38 | -2.51 |
| Standard Deviation(%) | NA | 55.78 | NA | NA | NA | NA | NA | 29.30 | 41.41 | 10.71 | 19.65 | 20.61 |
| Draw Down(%) | NA | 32.41 | NA | NA | NA | NA | NA | 32.41 | 32.41 | 6.43 | 14.79 | 8.50 |
| Yield(%) | 28.95 | 31.61 | 12.11 | 7.27 | 3.63 | 2.42 | 1.82 | 18.17 | 29.36 | 0.33 | 1.04 | 0.12 |
Data as of 10/09/2018, AR inception is 12/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFVSX (TCW/GARGOYLE SYSTEMATIC VALUE FUND I CLASS) |
0.00%
NA |
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 |
|---|---|---|---|---|
| TFVSX (TCW/GARGOYLE SYSTEMATIC VALUE FUND I CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart