Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGMAX (TCW EMERGING MARKETS MULTI-ASSET OPPORTUNITIES FUND CLASS I) | NA | 6.77% | -7.77% | 0.88% | 1.23% | NA | NA | 1.91% |
Data as of 11/27/2023, AR inception is 07/01/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGMAX (TCW EMERGING MARKETS MULTI-ASSET OPPORTUNITIES FUND CLASS I) | 07/01/2013 | 11/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.52 | 6.77 | -7.77 | 0.88 | 1.23 | NA | NA | 1.91 | 6.21 | -27.23 | -2.46 | 16.41 | 20.07 | -13.78 | 26.76 | 9.55 | -9.15 | -2.63 | 8.24 |
| Sharpe Ratio | NA | 0.23 | -0.75 | -0.04 | 0.03 | NA | NA | 0.08 | 0.26 | -2.07 | -0.18 | 0.68 | 2.01 | -1.29 | 3.54 | 0.88 | -0.93 | -0.28 | 2.07 |
| Standard Deviation(%) | NA | 9.95 | 12.76 | 15.10 | 12.75 | NA | NA | 12.60 | 10.04 | 13.87 | 13.82 | 23.77 | 9.29 | 11.67 | 7.41 | 10.62 | 9.83 | 9.39 | 8.20 |
| Draw Down(%) | NA | 7.38 | 41.11 | 41.11 | 41.11 | NA | NA | 41.11 | 7.38 | 33.39 | 13.81 | 29.89 | 7.76 | 20.39 | 4.21 | 7.71 | 16.53 | 11.74 | 4.47 |
| Yield(%) | 0.00 | 4.61 | 3.20 | 3.76 | 2.89 | 2.06 | 1.55 | 3.09 | 0.00 | 3.34 | 4.87 | 1.56 | 5.43 | 1.26 | 2.72 | 4.23 | 2.34 | 1.84 | 0.74 |
Data as of 11/27/2023, AR inception is 07/01/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGMAX (TCW EMERGING MARKETS MULTI-ASSET OPPORTUNITIES FUND CLASS I) |
-6.79%
Oct 2019 - Oct 2022 |
-3.76%
Oct 2017 - Oct 2022 |
1.12%
Sep 2013 - Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGMAX (TCW EMERGING MARKETS MULTI-ASSET OPPORTUNITIES FUND CLASS I) |
11.78%
Oct 2018 - Oct 2021 |
12.23%
Jan 2016 - Jan 2021 |
1.74%
Aug 2013 - Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart