Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGGEX (TCW GROWTH EQUITIES FUND I CLASS) | NA | -34.24% | -16.83% | -5.03% | 0.17% | NA | NA | 2.40% |
Data as of 03/22/2017, AR inception is 03/02/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGGEX (TCW GROWTH EQUITIES FUND I CLASS) | 03/02/2004 | 03/22/2017 |
| 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 (%) | -40.88 | -34.24 | -16.83 | -5.03 | 0.17 | NA | NA | 2.40 | -33.67 | -6.33 | -28.26 | 2.04 | 41.06 | 7.79 | -6.73 | 22.28 | 50.99 | -46.53 | 30.67 | 3.69 | 10.90 | 10.76 |
| Sharpe Ratio | NA | 0.94 | -0.11 | 0.31 | 0.22 | NA | NA | 0.24 | 3.43 | -0.32 | -0.89 | 0.12 | 2.99 | 0.42 | -0.21 | 1.02 | 1.67 | -1.01 | 1.37 | 0.02 | 0.60 | 0.64 |
| Standard Deviation(%) | NA | 15.44 | 17.85 | 17.32 | 25.62 | NA | NA | 23.79 | 9.84 | 20.47 | 31.82 | 17.44 | 13.74 | 18.40 | 31.60 | 21.79 | 30.57 | 46.72 | 20.28 | 17.81 | 14.61 | 18.90 |
| Draw Down(%) | NA | 12.13 | 32.98 | 32.98 | 61.16 | NA | NA | 61.16 | 1.54 | 21.34 | 34.08 | 14.87 | 6.36 | 16.41 | 27.93 | 15.04 | 19.24 | 58.20 | 12.45 | 18.68 | 13.62 | 17.82 |
| Yield(%) | 0.00 | 6.18 | 11.05 | 15.03 | 10.15 | 9.05 | 6.79 | 10.44 | 0.00 | 5.94 | 21.40 | 10.59 | 48.31 | 1.45 | 3.68 | 0.39 | 0.00 | 0.00 | 10.92 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2017, AR inception is 03/02/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGEX (TCW GROWTH EQUITIES FUND I CLASS) |
-14.38%
Feb 2006 - Feb 2009 |
-2.42%
Oct 2007 - Oct 2012 |
3.96%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGEX (TCW GROWTH EQUITIES FUND I CLASS) |
30.26%
Feb 2009 - Feb 2012 |
25.11%
Feb 2009 - Feb 2014 |
9.91%
Apr 2005 - Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart