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 |
|---|---|---|---|---|---|---|---|---|
| TGSNX (TCW SMALL CAP GROWTH FUND N CLASS) | NA | -35.28% | -17.66% | -6.11% | 0.00% | 1.62% | NA | -4.83% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGSNX (TCW SMALL CAP GROWTH FUND N CLASS) | 02/09/2000 | 03/22/2017 |
The return data shown below all have the same latest date: 03/22/2017.
AR inception is since 02/09/2000.
AR inception is since 02/09/2000.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -47.45 | -35.28 | -17.66 | -6.11 | 0.00 | 1.62 | NA | -4.83 | 4.43 | 7.63 | -6.73 | 0.52 | 45.07 | 2.85 | -11.72 | 22.27 | 62.70 | -38.96 | 18.53 | 13.53 | 8.53 | 8.66 | 48.78 | -47.50 | -31.43 | -42.82 |
| Sharpe Ratio | NA | 1.49 | 0.06 | 0.37 | 0.24 | NA | NA | -0.07 | 2.57 | 0.37 | -0.38 | 0.03 | 2.96 | 0.15 | -0.35 | 0.97 | 1.99 | -0.88 | 0.81 | 0.53 | 0.42 | 0.36 | 1.90 | -1.30 | -0.68 | -0.87 |
| Standard Deviation(%) | NA | 15.37 | 18.64 | 18.27 | 26.01 | NA | NA | 30.00 | 8.39 | 19.82 | 17.93 | 19.84 | 15.19 | 18.91 | 33.51 | 22.76 | 31.46 | 45.18 | 19.19 | 19.22 | 15.08 | 21.33 | 25.35 | 37.48 | 50.27 | 58.19 |
| Draw Down(%) | NA | 8.70 | 34.13 | 34.13 | 57.54 | NA | NA | 86.12 | 1.51 | 21.14 | 20.11 | 18.75 | 5.49 | 18.76 | 31.85 | 19.25 | 22.53 | 53.65 | 13.37 | 18.00 | 13.93 | 25.23 | 18.99 | 57.17 | 56.40 | 58.77 |
| Yield(%) | 0.00 | 0.12 | 12.21 | 11.89 | 8.15 | 6.91 | 1.78 | 2.10 | 0.00 | 0.11 | 23.51 | 17.01 | 19.67 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.50 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSNX (TCW SMALL CAP GROWTH FUND N CLASS) |
-41.85%
Mar 2000 - Mar 2003 |
-21.09%
Mar 2000 - Mar 2005 |
-7.28%
Aug 2000 - Aug 2010 |
-1.71%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGSNX (TCW SMALL CAP GROWTH FUND N CLASS) |
30.02%
Feb 2009 - Feb 2012 |
24.25%
Feb 2009 - Feb 2014 |
11.66%
Mar 2003 - Mar 2013 |
7.01%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart