Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGGWX (TCW ENHANCED COMMODITY STRATEGY FUND CLASS I) | 0.00% | 684,733.10% | 1,711.24% | 565.51% | 148.35% | NA | NA | 85.89% |
Data as of 05/22/2025, AR inception is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGGWX (TCW ENHANCED COMMODITY STRATEGY FUND CLASS I) | 04/07/2011 | 05/22/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 684,733.10 | 1,711.24 | 565.51 | 148.35 | NA | NA | 85.89 | 0.00 | 4.76 | -8.21 | 12.67 | 30.91 | -0.04 | 10.32 | -11.75 | 4.07 | 12.07 | -24.60 | -14.73 | -6.85 | 4.65 | -19.05 |
| Sharpe Ratio | NA | -1.46 | -0.76 | 0.68 | 0.03 | NA | NA | -0.19 | 0.00 | -0.19 | -1.01 | 0.50 | 2.00 | -0.02 | 0.85 | -1.13 | 0.36 | 0.79 | -1.59 | -1.42 | -0.67 | 0.33 | -1.29 |
| Standard Deviation(%) | NA | 7.69 | 13.49 | 14.76 | 14.12 | NA | NA | 14.00 | NA | 9.65 | 12.48 | 22.88 | 15.41 | 16.63 | 10.55 | 11.65 | 9.58 | 15.02 | 15.44 | 10.36 | 10.20 | 13.87 | 19.34 |
| Draw Down(%) | NA | 9.73 | 25.99 | 25.99 | 36.57 | NA | NA | 59.47 | 0.00 | 10.17 | 11.74 | 20.13 | 9.74 | 28.08 | 7.40 | 15.93 | 9.94 | 8.54 | 27.12 | 23.76 | 12.76 | 14.14 | 23.54 |
| Yield(%) | 0.00 | 95.13 | 27.50 | 35.78 | 11.80 | 5.20 | 3.90 | 5.57 | 0.00 | 105.30 | 3.72 | 2.07 | 7.74 | 2.85 | 3.70 | 1.95 | 2.28 | 2.20 | 0.90 | 1.30 | 2.17 | 2.50 | 0.00 |
Data as of 05/22/2025, AR inception is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGWX (TCW ENHANCED COMMODITY STRATEGY FUND CLASS I) |
-17.16%
Jan 2013 - Jan 2016 |
-10.98%
Aug 2011 - Aug 2016 |
-3.45%
May 2011 - May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGGWX (TCW ENHANCED COMMODITY STRATEGY FUND CLASS I) |
1,911.23%
Nov 2021 - Nov 2024 |
569.45%
Mar 2020 - Mar 2025 |
149.37%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart