Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGGIX (TCW Growth I) | NA | 7.07% | 13.27% | 13.54% | NA | NA | NA | 7.33% |
Data as of 10/30/2014, AR inception is 01/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGGIX (TCW Growth I) | 01/03/2008 | 10/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.84 | 7.07 | 13.27 | 13.54 | NA | NA | NA | 7.33 | 2.04 | 30.19 | 12.62 | -6.07 | 22.00 | 49.87 | -40.52 |
| Sharpe Ratio | NA | 0.46 | 0.77 | 0.71 | NA | NA | NA | 0.25 | 0.15 | 2.38 | 0.83 | -0.22 | 1.10 | 1.81 | -0.96 |
| Standard Deviation(%) | NA | 15.19 | 15.76 | 19.03 | NA | NA | NA | 25.42 | 15.78 | 12.68 | 15.29 | 27.39 | 19.98 | 27.45 | 43.22 |
| Draw Down(%) | NA | 9.94 | 13.25 | 23.22 | NA | NA | NA | 54.70 | 9.94 | 7.24 | 13.25 | 23.22 | 15.93 | 18.63 | 54.70 |
| Yield(%) | 0.00 | 0.00 | 0.13 | 0.10 | 0.04 | 0.03 | 0.02 | 0.07 | 0.00 | 0.00 | 0.00 | 0.38 | 0.00 | 0.00 | 0.00 |
Data as of 10/30/2014, AR inception is 01/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGIX (TCW Growth I) |
3.08%
Aug 2008 - Aug 2011 |
3.98%
May 2008 - May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGIX (TCW Growth I) |
28.08%
Feb 2009 - Feb 2012 |
23.56%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart