Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGFVX (TCW FOCUSED EQUITIES FUND N CLASS) | NA | 10.06% | 4.14% | 9.36% | 4.49% | 7.34% | NA | … | … |
Data as of 05/31/2018, Common starting date is 03/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGFVX (TCW FOCUSED EQUITIES FUND N CLASS) | 03/15/2001 | 05/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.06 | 4.14 | 9.36 | 4.49 | 7.34 | NA | … | … | -0.18 | 13.95 | 6.49 | -6.38 | 19.48 | 36.33 | 16.61 | -11.25 | 15.84 | 25.54 | -45.09 | 3.95 | 15.30 | 10.86 | 11.07 | 39.18 | -22.69 | 0.93 |
| Sharpe Ratio | NA | 0.74 | 0.27 | 0.68 | 0.18 | NA | NA | … | … | -0.09 | 1.72 | 0.41 | -0.40 | 1.56 | 3.08 | 1.13 | -0.40 | 0.75 | 0.85 | -1.04 | 0.06 | 0.93 | 0.70 | 0.74 | 2.08 | -0.85 | -0.04 |
| Standard Deviation(%) | NA | 12.35 | 14.19 | 13.45 | 22.58 | NA | NA | … | … | 17.26 | 7.77 | 15.10 | 16.17 | 12.46 | 11.78 | 14.81 | 28.47 | 21.04 | 30.00 | 44.12 | 16.55 | 12.91 | 12.42 | 13.74 | 18.48 | 27.95 | 25.33 |
| Draw Down(%) | NA | 10.91 | 19.62 | 19.62 | 57.53 | NA | NA | … | … | 10.91 | 4.20 | 11.68 | 15.06 | 8.87 | 5.06 | 12.88 | 29.07 | 18.59 | 26.76 | 54.36 | 10.77 | 11.64 | 8.52 | 10.52 | 15.99 | 37.82 | 29.32 |
| Yield(%) | 0.00 | 0.56 | 0.91 | 0.96 | 0.66 | 0.91 | 0.58 | … | … | 0.00 | 0.57 | 1.37 | 0.94 | 0.46 | 0.60 | 1.46 | 0.00 | 0.44 | 0.61 | 0.25 | 0.38 | 0.24 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/31/2018, Common starting date is 03/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFVX (TCW FOCUSED EQUITIES FUND N CLASS) |
-18.21%
Feb 2006 – Feb 2009 |
-7.93%
Feb 2004 – Feb 2009 |
1.19%
Dec 2001 – Dec 2011 |
4.22%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFVX (TCW FOCUSED EQUITIES FUND N CLASS) |
26.00%
Sep 2011 – Sep 2014 |
19.81%
Feb 2009 – Feb 2014 |
7.51%
Mar 2003 – Mar 2013 |
8.66%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart