Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) | NA | 11.34% | -0.80% | 5.57% | 5.51% | NA | NA | … | … |
Data as of 03/22/2017, Common starting date is 03/02/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) | 03/02/2004 | 03/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.34 | -0.80 | 5.57 | 5.51 | NA | NA | … | … | 5.69 | -0.51 | -7.12 | 2.06 | 41.00 | 7.85 | -6.75 | 21.82 | 50.87 | -46.60 | 30.30 | 3.77 | 10.81 | 10.10 |
| Sharpe Ratio | NA | 0.73 | -0.08 | 0.32 | 0.20 | NA | NA | … | … | 3.14 | -0.04 | -0.41 | 0.12 | 2.99 | 0.43 | -0.22 | 1.00 | 1.67 | -1.01 | 1.34 | 0.02 | 0.59 | 0.59 |
| Standard Deviation(%) | NA | 15.25 | 17.77 | 17.23 | 25.45 | NA | NA | … | … | 9.06 | 19.70 | 17.47 | 17.43 | 13.72 | 18.40 | 31.40 | 21.73 | 30.46 | 46.73 | 20.29 | 17.79 | 14.58 | 18.79 |
| Draw Down(%) | NA | 12.12 | 32.82 | 32.82 | 61.32 | NA | NA | … | … | 1.55 | 21.30 | 18.99 | 14.82 | 6.33 | 16.41 | 27.91 | 15.09 | 19.29 | 58.22 | 12.51 | 18.68 | 13.53 | 17.82 |
| Yield(%) | 0.00 | 6.24 | 11.12 | 15.09 | 10.11 | 9.02 | 6.77 | … | … | 0.00 | 5.99 | 21.55 | 10.65 | 48.51 | 1.48 | 3.70 | 0.00 | 0.00 | 0.00 | 10.92 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2017, Common starting date is 03/02/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) |
-14.50%
Feb 2006 – Feb 2009 |
-2.59%
Oct 2007 – Oct 2012 |
3.90%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) |
30.04%
Feb 2009 – Feb 2012 |
24.99%
Feb 2009 – Feb 2014 |
9.81%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart