Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGPBX (TCW Global Flexible Allocation I) | NA | -2.26% | 1.36% | -2.23% | NA | NA | NA | -2.82% |
Data as of 02/15/2013, AR inception is 03/15/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGPBX (TCW Global Flexible Allocation I) | 03/15/2007 | 02/15/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.12 | -2.26 | 1.36 | -2.23 | NA | NA | NA | -2.82 | -6.22 | 6.83 | -5.39 | 5.64 | 26.33 | -34.81 | 5.12 |
| Sharpe Ratio | NA | -0.17 | 0.13 | -0.12 | NA | NA | NA | -0.16 | -1.30 | 1.10 | -0.37 | 0.38 | 1.28 | -1.23 | 0.28 |
| Standard Deviation(%) | NA | 13.47 | 14.06 | 19.58 | NA | NA | NA | 18.43 | 30.54 | 6.20 | 14.64 | 14.45 | 20.49 | 29.07 | 12.70 |
| Draw Down(%) | NA | 10.12 | 14.54 | 46.14 | NA | NA | NA | 48.49 | 10.12 | 3.85 | 14.54 | 11.92 | 19.32 | 43.47 | 9.05 |
| Yield(%) | 0.00 | 0.20 | 1.32 | 1.17 | 0.67 | 0.44 | 0.33 | 1.33 | 0.00 | 0.20 | 2.33 | 1.18 | 1.43 | 1.46 | 1.03 |
Data as of 02/15/2013, AR inception is 03/15/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGPBX (TCW Global Flexible Allocation I) |
-9.09%
Jun 2007 - Jun 2010 |
-3.89%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGPBX (TCW Global Flexible Allocation I) |
13.81%
Feb 2009 - Feb 2012 |
-0.56%
Jan 2008 - Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart