Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGGYX (TCW Growth N) | NA | 7.10% | 13.30% | 13.57% | NA | NA | NA | 7.34% |
Data as of 10/30/2014, AR inception is 01/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGGYX (TCW Growth N) | 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 | 7.10 | 13.30 | 13.57 | NA | NA | NA | 7.34 | 2.03 | 30.21 | 12.72 | -6.07 | 22.00 | 49.87 | -40.52 |
| Sharpe Ratio | NA | 0.47 | 0.77 | 0.71 | NA | NA | NA | 0.25 | 0.15 | 2.38 | 0.84 | -0.22 | 1.10 | 1.81 | -0.96 |
| Standard Deviation(%) | NA | 15.20 | 15.75 | 19.03 | NA | NA | NA | 25.42 | 15.79 | 12.67 | 15.26 | 27.40 | 19.99 | 27.44 | 43.21 |
| Draw Down(%) | NA | 9.93 | 13.25 | 23.26 | NA | NA | NA | 54.70 | 9.93 | 7.23 | 13.25 | 23.26 | 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 | 0.37 | 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 |
|---|---|---|---|---|
| TGGYX (TCW Growth N) |
3.08%
Aug 2008 - Aug 2011 |
4.00%
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 |
|---|---|---|---|---|
| TGGYX (TCW Growth N) |
28.07%
Feb 2009 - Feb 2012 |
23.58%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart