Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGFFX (TCW FOCUSED EQUITIES FUND I CLASS) | NA | -71.63% | -33.73% | -16.62% | -8.62% | -3.90% | NA | … | … |
Data as of 05/31/2018, Common starting date is 06/08/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGFFX (TCW FOCUSED EQUITIES FUND I CLASS) | 06/08/2001 | 05/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -74.22 | -71.63 | -33.73 | -16.62 | -8.62 | -3.90 | NA | … | … | -74.28 | 13.38 | 5.14 | -7.29 | 19.01 | 35.74 | 15.34 | -10.65 | 15.44 | 24.88 | -45.45 | 3.63 | 15.10 | 10.72 | 16.60 | 0.00 | 0.00 | 0.00 |
| Sharpe Ratio | NA | -0.67 | -0.73 | -0.63 | -0.61 | NA | NA | … | … | -0.51 | -0.75 | -1.91 | -1.58 | 0.04 | 1.46 | -0.22 | -1.03 | -0.15 | 0.21 | -1.47 | -1.12 | -0.56 | -0.83 | -0.33 | 0.00 | 0.00 | 0.00 |
| Standard Deviation(%) | NA | 136.22 | 79.55 | 62.18 | 48.50 | NA | NA | … | … | 211.81 | 7.78 | 15.13 | 16.38 | 12.47 | 11.81 | 14.87 | 28.45 | 21.01 | 29.97 | 44.18 | 16.53 | 12.96 | 12.45 | 31.14 | NA | NA | NA |
| Draw Down(%) | NA | 76.12 | 76.12 | 76.12 | 76.12 | NA | NA | … | … | 76.12 | 4.20 | 11.72 | 15.04 | 8.88 | 5.01 | 12.78 | 28.64 | 18.47 | 26.73 | 54.32 | 10.74 | 11.61 | 8.41 | 2.25 | 0.00 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 0.55 | 0.91 | 0.96 | 0.71 | 0.69 | 0.58 | … | … | 0.00 | 0.56 | 1.36 | 0.94 | 0.46 | 0.60 | 1.06 | 0.30 | 0.50 | 1.02 | 0.47 | 0.37 | 0.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/31/2018, Common starting date is 06/08/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFFX (TCW FOCUSED EQUITIES FUND I CLASS) |
-18.12%
Feb 2006 – Feb 2009 |
-6.52%
Sep 2006 – Sep 2011 |
3.08%
May 2007 – May 2017 |
5.87%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFFX (TCW FOCUSED EQUITIES FUND I CLASS) |
26.06%
Sep 2011 – Sep 2014 |
20.12%
Feb 2009 – Feb 2014 |
7.31%
Oct 2004 – Oct 2014 |
6.42%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart