Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGLFX (TCW Large Cap Growth N) | NA | 1.20% | 17.19% | -0.29% | NA | NA | NA | … | … |
Data as of 11/17/2011, Common starting date is 02/10/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGLFX (TCW Large Cap Growth N) | 02/10/2006 | 11/17/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.20 | 17.19 | -0.29 | NA | NA | NA | … | … | -6.24 | 16.46 | 44.20 | -45.04 | 12.76 | 3.68 |
| Sharpe Ratio | NA | 0.05 | 0.65 | -0.04 | NA | NA | NA | … | … | -0.27 | 0.78 | 1.73 | -1.03 | 0.55 | 0.06 |
| Standard Deviation(%) | NA | 25.22 | 26.53 | 28.91 | NA | NA | NA | … | … | 25.86 | 21.05 | 25.53 | 44.67 | 17.68 | 12.90 |
| Draw Down(%) | NA | 23.64 | 23.64 | 55.45 | NA | NA | NA | … | … | 23.64 | 18.26 | 17.46 | 55.45 | 12.27 | 10.22 |
| Yield(%) | 0.00 | 0.00 | 0.13 | 0.05 | 0.03 | 0.02 | 0.01 | … | … | 0.00 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/17/2011, Common starting date is 02/10/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLFX (TCW Large Cap Growth N) |
-14.30%
Mar 2006 – Mar 2009 |
-1.81%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLFX (TCW Large Cap Growth N) |
11.24%
Oct 2008 – Oct 2011 |
2.61%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart