Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGICX (TCW INTERNATIONAL SMALL CAP FUND CLASS I) | NA | 2.33% | -0.31% | 5.13% | NA | NA | NA | … | … |
Data as of 12/10/2020, Common starting date is 03/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGICX (TCW INTERNATIONAL SMALL CAP FUND CLASS I) | 03/02/2011 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.33 | -0.31 | 5.13 | NA | NA | NA | … | … | 0.00 | 19.14 | -20.16 | 38.92 | -4.11 | 6.83 | -10.37 | 22.50 | 14.56 | -29.94 |
| Sharpe Ratio | NA | 1.05 | -0.11 | 0.36 | NA | NA | NA | … | … | -1.68 | 1.45 | -1.45 | 4.16 | -0.26 | 0.48 | -0.70 | 1.52 | 0.80 | -1.17 |
| Standard Deviation(%) | NA | 1.96 | 11.18 | 12.13 | NA | NA | NA | … | … | 0.14 | 12.24 | 14.80 | 9.25 | 16.38 | 14.13 | 14.76 | 14.79 | 18.29 | 29.69 |
| Draw Down(%) | NA | 1.25 | 28.93 | 28.93 | NA | NA | NA | … | … | 0.10 | 10.25 | 28.93 | 3.43 | 13.12 | 10.89 | 24.90 | 14.74 | 19.95 | 33.93 |
| Yield(%) | 0.00 | 3.21 | 1.15 | 1.77 | 1.35 | 0.90 | 0.67 | … | … | 0.00 | 3.75 | 0.32 | 0.00 | 0.34 | 4.44 | 0.60 | 1.03 | 6.23 | 0.00 |
Data as of 12/10/2020, Common starting date is 03/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGICX (TCW INTERNATIONAL SMALL CAP FUND CLASS I) |
-2.81%
Dec 2013 – Dec 2016 |
-1.53%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGICX (TCW INTERNATIONAL SMALL CAP FUND CLASS I) |
14.43%
Jan 2015 – Jan 2018 |
9.66%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart