Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGNIX (TCW INTERNATIONAL SMALL CAP FUND CLASS N) | NA | 2.36% | -0.37% | 5.11% | NA | NA | NA | 1.93% |
Data as of 12/10/2020, AR inception is 03/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGNIX (TCW INTERNATIONAL SMALL CAP FUND CLASS N) | 03/02/2011 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.36 | -0.37 | 5.11 | NA | NA | NA | 1.93 | 0.10 | 18.79 | -20.14 | 38.87 | -3.99 | 6.70 | -10.33 | 22.34 | 14.41 | -29.94 |
| Sharpe Ratio | NA | 1.05 | -0.12 | 0.36 | NA | NA | NA | 0.09 | -0.78 | 1.43 | -1.45 | 4.12 | -0.26 | 0.47 | -0.71 | 1.51 | 0.79 | -1.17 |
| Standard Deviation(%) | NA | 1.97 | 11.15 | 12.10 | NA | NA | NA | 15.77 | 0.18 | 12.17 | 14.80 | 9.31 | 16.34 | 14.13 | 14.64 | 14.77 | 18.35 | 29.69 |
| Draw Down(%) | NA | 1.23 | 28.90 | 28.90 | NA | NA | NA | 33.93 | 0.10 | 10.34 | 28.90 | 3.43 | 13.12 | 10.89 | 24.90 | 14.64 | 19.86 | 33.93 |
| Yield(%) | 0.00 | 3.04 | 1.09 | 1.73 | 1.30 | 0.87 | 0.65 | 1.45 | 0.00 | 3.54 | 0.32 | 0.00 | 0.34 | 4.44 | 0.53 | 0.87 | 6.09 | 0.00 |
Data as of 12/10/2020, AR inception is 03/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGNIX (TCW INTERNATIONAL SMALL CAP FUND CLASS N) |
-2.79%
Dec 2013 - Dec 2016 |
-1.61%
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 |
|---|---|---|---|---|
| TGNIX (TCW INTERNATIONAL SMALL CAP FUND CLASS N) |
14.41%
Jan 2015 - Jan 2018 |
9.68%
Jun 2013 - Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart