Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSI (TCW Strategic Income Closed Fund) | 1.25% | 7.31% | 6.89% | 2.89% | 5.38% | 7.50% | 7.88% | 3.68% |
Data as of 07/25/2025, AR inception is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSI (TCW Strategic Income Closed Fund) | 01/03/2000 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | 7.31 | 6.89 | 2.89 | 5.38 | 7.50 | 7.88 | 3.68 | 1.25 | 13.46 | 7.13 | -14.22 | 8.23 | 3.77 | 17.15 | -3.82 | 16.43 | 6.60 | 1.82 | 5.67 | 6.97 | 22.26 | 10.98 | 34.59 | 61.05 | -6.31 | -20.70 | 17.53 | -10.63 | 7.63 | 19.71 | -51.35 | -17.63 | 9.26 |
| Sharpe Ratio | NA | 0.44 | 0.32 | 0.06 | 0.28 | NA | NA | 0.11 | -0.09 | 0.68 | 0.32 | -0.96 | 0.89 | 0.11 | 1.91 | -0.46 | 1.37 | 0.81 | 0.19 | 0.66 | 0.53 | 1.68 | 0.76 | 2.56 | 2.23 | -0.16 | -1.40 | 1.22 | -0.96 | 0.39 | 0.97 | -1.30 | -0.68 | 0.18 |
| Standard Deviation(%) | NA | 9.33 | 10.93 | 11.41 | 14.19 | NA | NA | 20.00 | 8.98 | 10.05 | 9.11 | 16.25 | 9.17 | 31.60 | 8.24 | 11.13 | 11.55 | 7.92 | 9.19 | 8.63 | 13.04 | 13.31 | 14.45 | 13.48 | 27.32 | 44.51 | 17.03 | 11.71 | 13.40 | 17.13 | 19.56 | 40.37 | 29.81 | 28.58 |
| Draw Down(%) | NA | 4.06 | 11.24 | 18.40 | 30.00 | NA | NA | 78.26 | 4.06 | 5.61 | 7.42 | 18.40 | 3.74 | 30.00 | 2.26 | 8.69 | 5.17 | 5.20 | 6.50 | 4.92 | 12.60 | 8.25 | 9.44 | 5.60 | 19.30 | 45.71 | 27.53 | 8.64 | 11.62 | 18.25 | 11.65 | 59.76 | 34.55 | 17.08 |
| Yield(%) | 0.00 | 5.53 | 6.52 | 5.34 | 5.99 | 7.79 | 7.56 | 3.28 | 0.00 | 8.30 | 7.75 | 5.69 | 6.54 | 4.78 | 7.39 | 6.59 | 5.92 | 5.27 | 4.00 | 4.76 | 7.13 | 11.49 | 17.29 | 14.40 | 16.13 | 10.33 | 8.46 | 8.00 | 1.93 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSI (TCW Strategic Income Closed Fund) |
-27.85%
Sep 2000 - Sep 2003 |
-16.15%
Sep 2000 - Sep 2005 |
-3.51%
Mar 2000 - Mar 2010 |
0.92%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSI (TCW Strategic Income Closed Fund) |
38.23%
Nov 2008 - Nov 2011 |
30.45%
Nov 2008 - Nov 2013 |
17.49%
Sep 2008 - Sep 2018 |
12.29%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart