Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGPOX (TCW Global Moderate Allocation N) | NA | -27.08% | -5.76% | -4.99% | NA | NA | NA | -5.08% |
Data as of 02/15/2013, AR inception is 03/15/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGPOX (TCW Global Moderate Allocation N) | 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 (%) | -33.02 | -27.08 | -5.76 | -4.99 | NA | NA | NA | -5.08 | -30.77 | 8.80 | -1.31 | 10.98 | 24.11 | -29.02 | 6.03 |
| Sharpe Ratio | NA | -0.38 | -0.07 | NA | NA | NA | NA | -0.19 | -0.84 | 1.53 | -0.10 | 0.92 | 1.42 | -1.12 | 0.41 |
| Standard Deviation(%) | NA | 71.81 | 73.06 | NA | NA | NA | NA | 26.27 | 112.58 | 5.76 | 13.99 | 11.86 | 16.88 | 26.55 | 11.45 |
| Draw Down(%) | NA | 33.02 | 33.02 | 40.22 | NA | NA | NA | 42.01 | 33.02 | 3.12 | 13.16 | 9.78 | 16.45 | 39.66 | 7.09 |
| Yield(%) | 0.00 | 3.56 | 3.23 | 2.31 | 1.77 | 1.18 | 0.88 | 3.53 | 0.00 | 3.68 | 3.64 | 1.72 | 1.30 | 1.82 | 6.93 |
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 |
|---|---|---|---|---|
| TGPOX (TCW Global Moderate Allocation N) |
-4.54%
Jun 2007 - Jun 2010 |
0.00%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGPOX (TCW Global Moderate Allocation N) |
15.97%
Feb 2009 - Feb 2012 |
2.57%
Jan 2008 - Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart