Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGONX (TCW Relative Value Small Cap N) | NA | -4.10% | 14.70% | -6.28% | NA | NA | NA | 3.70% |
Data as of 11/17/2011, AR inception is 12/17/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGONX (TCW Relative Value Small Cap N) | 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 | -4.10 | 14.70 | -6.28 | NA | NA | NA | 3.70 | -13.75 | 22.09 | 27.98 | -43.93 | -3.74 | 11.21 | 5.10 | 13.55 | 50.18 | -16.81 | 14.96 |
| Sharpe Ratio | NA | -0.13 | 0.40 | -0.20 | NA | NA | NA | 0.08 | -0.49 | 0.82 | 0.70 | -0.92 | -0.36 | 0.48 | 0.21 | 0.77 | 2.71 | -0.83 | 92.26 |
| Standard Deviation(%) | NA | 30.72 | 36.73 | 35.27 | NA | NA | NA | 27.70 | 31.65 | 26.75 | 39.92 | 48.40 | 18.63 | 16.48 | 14.26 | 16.35 | 18.25 | 21.60 | 52.65 |
| Draw Down(%) | NA | 34.99 | 36.66 | 68.04 | NA | NA | NA | 68.04 | 34.99 | 23.43 | 36.66 | 58.12 | 17.81 | 16.79 | 10.59 | 14.82 | 14.16 | 30.96 | 1.66 |
| Yield(%) | 0.00 | 0.00 | 0.61 | 3.07 | 5.02 | 3.35 | 2.51 | 5.58 | 0.00 | 0.50 | 0.00 | 0.56 | 9.79 | 5.94 | 4.71 | 7.08 | 0.92 | 0.00 | 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 |
|---|---|---|---|---|
| TGONX (TCW Relative Value Small Cap N) |
-25.15%
Feb 2006 - Feb 2009 |
-12.15%
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 |
|---|---|---|---|---|
| TGONX (TCW Relative Value Small Cap N) |
28.85%
Mar 2003 - Mar 2006 |
15.87%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart