Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGDMX (TCW DEVELOPING MARKETS EQUITY FUND CLASS I) | NA | -6.22% | -14.45% | -3.10% | NA | NA | NA | -2.39% |
Data as of 11/27/2023, AR inception is 07/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGDMX (TCW DEVELOPING MARKETS EQUITY FUND CLASS I) | 07/01/2015 | 11/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.76 | -6.22 | -14.45 | -3.10 | NA | NA | NA | -2.39 | -7.15 | -35.47 | -0.16 | 23.94 | 19.22 | -21.47 | 35.67 | 5.24 | -16.85 |
| Sharpe Ratio | NA | -0.89 | -0.89 | -0.22 | NA | NA | NA | -0.18 | -1.04 | -1.76 | -0.01 | 0.80 | 1.24 | -1.28 | 3.18 | 0.31 | -1.76 |
| Standard Deviation(%) | NA | 12.20 | 18.14 | 20.32 | NA | NA | NA | 18.59 | 11.82 | 21.02 | 19.86 | 29.36 | 14.38 | 17.78 | 11.08 | 16.51 | 17.44 |
| Draw Down(%) | NA | 13.82 | 50.69 | 50.69 | NA | NA | NA | 50.69 | 13.82 | 40.80 | 19.55 | 30.15 | 12.99 | 30.13 | 6.30 | 12.15 | 20.10 |
| Yield(%) | 0.00 | 2.91 | 2.88 | 2.60 | 1.38 | 0.92 | 0.69 | 1.73 | 0.00 | 1.86 | 6.39 | 0.15 | 0.95 | 0.34 | 0.67 | 1.06 | 0.05 |
Data as of 11/27/2023, AR inception is 07/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDMX (TCW DEVELOPING MARKETS EQUITY FUND CLASS I) |
-12.25%
Oct 2020 - Oct 2023 |
-7.01%
Mar 2018 - Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDMX (TCW DEVELOPING MARKETS EQUITY FUND CLASS I) |
15.01%
Oct 2018 - Oct 2021 |
14.46%
Feb 2016 - Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart