Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGBIX (TCW Balanced I) | NA | 1.35% | -3.59% | NA | NA | NA | NA | -1.22% |
Data as of 11/09/2010, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGBIX (TCW Balanced I) | 09/08/2006 | 11/09/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.35 | -3.59 | NA | NA | NA | NA | -1.22 | 0.49 | 16.25 | -23.79 | 0.09 | 6.83 |
| Sharpe Ratio | NA | 0.11 | -0.24 | NA | NA | NA | NA | -0.16 | 0.04 | 1.16 | -1.12 | -0.23 | 3.81 |
| Standard Deviation(%) | NA | 11.37 | 16.62 | NA | NA | NA | NA | 15.28 | 11.82 | 13.88 | 21.96 | 12.59 | 5.36 |
| Draw Down(%) | NA | 9.93 | 34.99 | NA | NA | NA | NA | 40.08 | 9.93 | 14.60 | 32.88 | 12.37 | 1.14 |
| Yield(%) | 0.00 | 1.35 | 2.39 | 1.78 | 0.89 | 0.59 | 0.44 | 2.22 | 0.83 | 2.17 | 2.19 | 3.98 | 0.00 |
Data as of 11/09/2010, AR inception is 09/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGBIX (TCW Balanced I) |
-6.49%
Jun 2007 - Jun 2010 |
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 |
|---|---|---|---|---|
| TGBIX (TCW Balanced I) |
-3.14%
Mar 2007 - Mar 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart