Performance Comparison
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