Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGPMX (TCW Global Moderate Allocation I) | NA | -31.24% | -7.17% | -5.82% | NA | NA | NA | … | … |
Data as of 02/15/2013, Common starting date is 03/15/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGPMX (TCW Global Moderate Allocation I) | 03/15/2007 | 02/15/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -33.98 | -31.24 | -7.17 | -5.82 | NA | NA | NA | … | … | -31.77 | 4.75 | -0.92 | 9.43 | 26.35 | -28.96 | 5.93 |
| Sharpe Ratio | NA | -0.41 | -0.08 | NA | NA | NA | NA | … | … | -0.82 | 0.42 | -0.07 | 0.76 | 1.53 | -1.12 | 0.40 |
| Standard Deviation(%) | NA | 77.00 | 85.07 | NA | NA | NA | NA | … | … | 116.64 | 11.24 | 13.95 | 12.22 | 17.11 | 26.52 | 11.48 |
| Draw Down(%) | NA | 35.36 | 35.36 | 40.24 | NA | NA | NA | … | … | 33.98 | 5.25 | 12.99 | 9.63 | 16.67 | 39.59 | 7.17 |
| Yield(%) | 0.00 | 5.67 | 4.80 | 3.15 | 2.13 | 1.42 | 1.07 | … | … | 0.00 | 5.86 | 5.51 | 2.14 | 1.29 | 1.82 | 6.63 |
Data as of 02/15/2013, Common starting date is 03/15/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGPMX (TCW Global Moderate Allocation I) |
-4.32%
Jun 2007 – Jun 2010 |
0.33%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGPMX (TCW Global Moderate Allocation I) |
16.54%
Feb 2009 – Feb 2012 |
1.98%
Jan 2008 – Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart