Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/22/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) | NA | 11.34% | -0.80% | 5.57% | 5.51% | NA | NA | 6.58% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGDNX (TCW GROWTH EQUITIES FUND N CLASS) | 03/02/2004 | 03/22/2017 |
The return data shown below all have the same latest date: 03/22/2017.
AR inception is since 03/02/2004.
AR inception is since 03/02/2004.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | 6.58 | 5.69 | -6.39 | -28.45 | -8.38 | -8.78 | 6.32 | -10.51 | 21.82 | 50.87 | -46.60 | 19.51 | 3.77 | 10.81 | 10.10 |
| Sharpe Ratio | NA | -1.78 | -1.53 | -1.13 | -0.82 | NA | NA | -0.80 | 0.77 | -1.95 | -1.47 | -1.28 | -0.60 | -0.67 | -0.92 | 0.15 | 1.06 | -1.41 | -0.12 | -1.05 | -0.70 | -0.61 |
| Standard Deviation(%) | NA | 16.49 | 24.78 | 29.27 | 30.54 | NA | NA | 27.97 | 9.06 | 20.66 | 32.02 | 20.98 | 45.73 | 18.52 | 31.54 | 21.73 | 30.46 | 46.73 | 21.42 | 17.79 | 14.58 | 18.79 |
| Draw Down(%) | NA | 12.12 | 50.41 | 66.63 | 66.63 | NA | NA | 66.63 | 1.55 | 21.30 | 34.24 | 14.82 | 35.62 | 16.41 | 27.91 | 15.09 | 19.29 | 58.22 | 15.47 | 18.68 | 13.53 | 17.82 |
| Yield(%) | 0.00 | 6.24 | 11.12 | 15.09 | 10.11 | 9.02 | 6.77 | 10.41 | 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 |
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