Tcw Total Correlations

Mutual Funds . USA . 
Fund . Tcw Total Return
TGLMX Fund  USD 7.75  0.03  0.39%   
The current 90-days correlation between Tcw Total Return and Tcw Relative Value is 0.15 (i.e., Average diversification). The correlation of Tcw Total is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tcw Total Return. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with Tcw Mutual Fund

  0.69TGDIX Tcw Relative ValuePairCorr
  0.69TGDVX Tcw Relative ValuePairCorr
  0.88TGCFX Tcw E FixedPairCorr
  0.97TGCPX Tcw Core FixedPairCorr
  0.67TGFNX Tcw E FixedPairCorr
  0.94TGGBX Tcw Global BondPairCorr
  0.78TGEIX Tcw Emerging MarketsPairCorr
  0.77TGEPX Tcw FundsPairCorr
  0.94TGGFX Tcw Global BondPairCorr
  0.72TGLSX Tcw Total ReturnPairCorr
  1.0TGMNX Tcw Total ReturnPairCorr
  0.8TGPCX Tcw Servative AllocationPairCorr
  0.73TGREX Tcw Global RealPairCorr
  0.73TGRYX Tcw Global RealPairCorr
  0.78TGWIX Tcw Emerging MarketsPairCorr
  0.78TGWNX Tcw Emerging MarketsPairCorr
  0.63TGVNX Tcw Relative ValuePairCorr
  0.63TGVOX Tcw Relative ValuePairCorr
  0.71MWTNX Metropolitan West TotalPairCorr
  0.69MWTSX Metropolitan West TotalPairCorr
  0.71PTTPX Pimco Total ReturnPairCorr
  0.73PTRRX Total ReturnPairCorr
  0.7PTRAX Total ReturnPairCorr
  0.82PTTRX Total ReturnPairCorr
  0.78FIWGX Strategic AdvisersPairCorr
  0.81DODIX Dodge IncomePairCorr
  0.73MWTIX Metropolitan West TotalPairCorr
  0.81MWTRX Metropolitan West TotalPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Tcw Mutual Fund performing well and Tcw Total Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Tcw Total's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TGDIX  0.62  0.24  0.09 (2.46) 0.50 
(0.67)
 1.82 
(1.43)
 4.99 
TGDVX  0.61  0.24  0.09 (2.43) 0.50 
(0.67)
 1.76 
(1.44)
 5.02 
TGCEX  0.84  0.29  0.14 (7.65) 0.74 
(0.96)
 2.42 
(1.35)
 5.41 
TGCNX  0.83  0.29  0.14 (8.34) 0.75 
(0.96)
 2.41 
(1.36)
 5.40 
TGCFX  0.26  0.00 (0.35) 0.16  0.27 
(0.30)
 0.42 
(0.63)
 1.37 
TGCPX  0.27  0.01 (0.33)(1.41) 0.29 
(0.32)
 0.52 
(0.62)
 1.67 
TGFNX  0.26  0.02 (0.30)(0.92) 0.26 
(0.32)
 0.53 
(0.63)
 1.37 
TGGBX  0.27  0.02 (0.29) 3.15  0.32 
(0.29)
 0.59 
(0.59)
 1.55 
TGEIX  0.19  0.09 (0.24)(2.37) 0.00 
(0.30)
 0.61 
(0.31)
 0.95 
TGEPX  0.20  0.10 (0.17)(1.36) 0.00 
(0.29)
 0.47 
(0.32)
 1.25 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY