Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/22/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGSCX (TCW SMALL CAP GROWTH FUND I CLASS) | NA | -21.32% | -12.14% | -2.25% | 2.19% | 3.22% | 3.65% | 2.18% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGSCX (TCW SMALL CAP GROWTH FUND I CLASS) | 07/02/1996 | 03/22/2017 |
The return data shown below all have the same latest date: 03/22/2017.
AR inception is since 07/02/1996.
AR inception is since 07/02/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -36.13 | -21.32 | -12.14 | -2.25 | 2.19 | 3.22 | 3.65 | 2.18 | -33.32 | 7.79 | -6.78 | 0.56 | 45.67 | 3.12 | -11.45 | 22.50 | 63.28 | -38.71 | 18.98 | 13.79 | 8.86 | 9.13 | 49.35 | -47.36 | -31.20 | -38.09 | 126.36 | 18.11 | 6.49 | -8.56 |
| Sharpe Ratio | NA | -0.46 | -0.41 | -0.09 | 0.06 | NA | NA | -0.04 | -0.88 | 0.38 | -0.38 | 0.03 | 3.01 | 0.16 | -0.34 | 0.98 | 2.01 | -0.87 | 0.84 | 0.55 | 0.44 | 0.38 | 1.92 | -1.29 | -0.68 | -0.73 | 3.57 | 0.46 | -2.12 | -0.86 |
| Standard Deviation(%) | NA | 47.39 | 31.83 | 27.06 | 29.49 | NA | NA | 31.62 | 96.30 | 19.84 | 18.01 | 19.86 | 15.17 | 18.90 | 33.42 | 22.77 | 31.41 | 45.24 | 19.15 | 19.23 | 15.04 | 21.34 | 25.32 | 37.49 | 50.29 | 57.61 | 34.52 | 32.03 | 22.90 | 23.06 |
| Draw Down(%) | NA | 36.51 | 40.07 | 40.07 | 57.38 | NA | NA | 86.04 | 36.51 | 21.12 | 20.07 | 18.73 | 5.46 | 18.72 | 31.77 | 19.19 | 22.47 | 53.56 | 13.38 | 17.89 | 13.72 | 25.09 | 18.97 | 57.11 | 56.35 | 58.73 | 20.18 | 40.97 | 25.91 | 19.72 |
| Yield(%) | 0.00 | 0.11 | 11.55 | 11.40 | 7.94 | 6.85 | 7.03 | 5.29 | 0.00 | 0.10 | 21.96 | 16.10 | 18.82 | 0.00 | 0.00 | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.60 | 9.97 | 0.00 | 0.00 | 0.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSCX (TCW SMALL CAP GROWTH FUND I CLASS) |
-44.34%
Feb 2000 - Feb 2003 |
-22.45%
Feb 2000 - Feb 2005 |
-8.02%
Feb 2000 - Feb 2010 |
-1.89%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSCX (TCW SMALL CAP GROWTH FUND I CLASS) |
58.49%
Feb 1997 - Feb 2000 |
24.63%
Feb 2009 - Feb 2014 |
12.02%
Mar 2003 - Mar 2013 |
7.29%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart