Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGBNX (TCW Balanced N) | NA | 1.39% | -3.56% | NA | NA | NA | NA | -1.35% |
Data as of 11/09/2010, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGBNX (TCW Balanced N) | 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 | 1.39 | -3.56 | NA | NA | NA | NA | -1.35 | 0.53 | 16.18 | -23.76 | 0.21 | 6.13 |
| Sharpe Ratio | NA | 0.12 | -0.24 | NA | NA | NA | NA | -0.17 | 0.04 | 1.15 | -1.11 | -0.28 | 3.17 |
| Standard Deviation(%) | NA | 11.36 | 16.74 | NA | NA | NA | NA | 14.86 | 11.82 | 13.98 | 22.15 | 9.93 | 5.62 |
| Draw Down(%) | NA | 9.85 | 34.99 | NA | NA | NA | NA | 37.94 | 9.85 | 14.56 | 32.89 | 9.20 | 1.33 |
| Yield(%) | 0.00 | 1.51 | 2.43 | 1.80 | 0.90 | 0.60 | 0.45 | 2.25 | 0.98 | 2.15 | 2.09 | 4.12 | 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 |
|---|---|---|---|---|
| TGBNX (TCW Balanced N) |
-6.53%
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 |
|---|---|---|---|---|
| TGBNX (TCW Balanced N) |
-3.13%
Mar 2007 - Mar 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart