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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
TGOIX (TCW Relative Value Small Cap I ) NA -4.13% 14.91% -6.12% NA NA NA 4.10%
Data as of 11/17/2011, AR inception is 12/17/2001
More Performance Analytics Comparison
Name Start Date End Date
TGOIX (TCW Relative Value Small Cap I ) 12/17/2001 11/17/2011
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001
Annualized Return (%) 0.00 -4.13 14.91 -6.12 NA NA NA 4.10 -13.85 21.70 27.89 -43.33 -3.48 11.43 5.50 13.88 51.31 -15.92 14.96
Sharpe Ratio NA -0.14 0.40 -0.20 NA NA NA 0.09 -0.49 0.81 0.70 -0.91 -0.35 0.49 0.23 0.79 2.78 -0.79 92.37
Standard Deviation(%) NA 30.54 36.70 35.22 NA NA NA 27.68 31.40 26.67 39.97 48.41 18.58 16.54 14.27 16.40 18.24 21.57 52.58
Draw Down(%) NA 35.02 36.64 67.62 NA NA NA 67.62 35.02 23.46 36.64 58.13 17.66 16.77 10.49 14.74 13.61 30.76 1.66
Yield(%) 0.00 0.00 0.75 3.06 5.19 3.46 2.60 5.77 0.00 0.00 0.00 1.15 9.65 5.88 4.68 7.06 1.48 0.87 10.48
Data as of 11/17/2011, AR inception is 12/17/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TGOIX (TCW Relative Value Small Cap I ) -24.77%
Feb 2006 - Feb 2009
-11.77%
Feb 2004 - Feb 2009
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TGOIX (TCW Relative Value Small Cap I ) 29.22%
Mar 2003 - Mar 2006
16.40%
Oct 2002 - Oct 2007
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison Chart