Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACLO (TCW ETF Trust – TCW AAA CLO ETF) | NA | NA | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 06/13/2014, Common starting date is 10/08/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACLO (TCW ETF Trust – TCW AAA CLO ETF) | 10/08/2003 | 06/13/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | -100.00 | -100.00 | -100.00 | NA | NA | … | … | 0.00 | 0.00 | -100.00 | -54.29 | -27.08 | 100.00 | 200.00 | -27.27 | -15.38 | -59.38 | -83.16 | 57.02 |
| Sharpe Ratio | NA | 1.00 | NA | NA | NA | NA | NA | … | … | 1.00 | 1.00 | NA | -0.30 | -0.23 | 0.61 | 1.09 | -0.29 | -0.13 | -0.45 | -0.56 | 2.51 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | 182.84 | 118.40 | 164.87 | 181.47 | 103.73 | 146.79 | 136.05 | 150.47 | 242.66 |
| Draw Down(%) | NA | NA | 100.00 | 100.00 | 100.00 | NA | NA | … | … | NA | NA | 100.00 | 85.45 | 64.29 | 52.08 | 62.50 | 53.33 | 74.07 | 86.67 | 91.33 | 49.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/13/2014, Common starting date is 10/08/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACLO (TCW ETF Trust – TCW AAA CLO ETF) |
-100.00%
Apr 2009 – Apr 2012 |
-100.00%
Apr 2007 – Apr 2012 |
-100.00%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACLO (TCW ETF Trust – TCW AAA CLO ETF) |
94.73%
Sep 2006 – Sep 2009 |
39.06%
Oct 2005 – Oct 2010 |
-100.00%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
