Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGSDX (TCW SMID CAP GROWTH FUND CLASS I) | NA | -14.43% | -6.62% | 1.72% | NA | NA | NA | 2.99% |
Data as of 10/27/2016, AR inception is 11/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGSDX (TCW SMID CAP GROWTH FUND CLASS I) | 11/05/2010 | 10/27/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.46 | -14.43 | -6.62 | 1.72 | NA | NA | NA | 2.99 | -15.54 | -8.24 | -0.07 | 43.26 | 7.99 | -9.21 | 6.54 |
| Sharpe Ratio | NA | -0.40 | -0.24 | 0.06 | NA | NA | NA | 0.10 | -0.58 | -0.46 | 0.00 | 2.95 | 0.41 | -0.27 | 3.50 |
| Standard Deviation(%) | NA | 36.16 | 27.99 | 27.64 | NA | NA | NA | 24.10 | 32.31 | 18.12 | 18.99 | 14.64 | 19.30 | 33.61 | 14.91 |
| Draw Down(%) | NA | 23.20 | 33.46 | 33.46 | NA | NA | NA | 33.46 | 20.99 | 20.51 | 17.68 | 6.49 | 16.92 | 31.49 | 3.45 |
| Yield(%) | 0.00 | 6.13 | 2.98 | 2.39 | 1.27 | 0.85 | 0.64 | 2.55 | 0.00 | 5.58 | 3.18 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/27/2016, AR inception is 11/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSDX (TCW SMID CAP GROWTH FUND CLASS I) |
1.46%
Sep 2013 - Sep 2016 |
1.14%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSDX (TCW SMID CAP GROWTH FUND CLASS I) |
17.94%
Jul 2012 - Jul 2015 |
10.12%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart