Tcw Total Return Fund Market Value
| TGMNX Fund | USD 8.08 0.03 0.37% |
| Symbol | Tcw |
Tcw Total 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tcw Total's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tcw Total.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Tcw Total on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Tcw Total Return or generate 0.0% return on investment in Tcw Total over 90 days. Tcw Total is related to or competes with Doubleline Total, Tcw Emerging, Metropolitan West, Thompson Bond, and Tcw Core. The investment seeks to maximize current income and achieve above average total return consistent with prudent investmen... More
Tcw Total Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tcw Total's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tcw Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3992 | |||
| Information Ratio | 0.3183 | |||
| Maximum Drawdown | 1.79 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.7426 |
Tcw Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw Total's standard deviation. In reality, there are many statistical measures that can use Tcw Total historical prices to predict the future Tcw Total's volatility.| Risk Adjusted Performance | 0.0557 | |||
| Jensen Alpha | 0.0367 | |||
| Total Risk Alpha | 0.0729 | |||
| Sortino Ratio | 0.3271 | |||
| Treynor Ratio | 0.1551 |
Tcw Total Return Backtested Returns
At this stage we consider Tcw Mutual Fund to be very steady. Tcw Total Return owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0769, which indicates the fund had a 0.0769 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tcw Total Return, which you can use to evaluate the volatility of the fund. Please validate Tcw Total's Coefficient Of Variation of 1300.36, risk adjusted performance of 0.0557, and Semi Deviation of 0.2797 to confirm if the risk estimate we provide is consistent with the expected return of 0.0315%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw Total is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
Tcw Total Return has virtually no predictability. Overlapping area represents the amount of predictability between Tcw Total time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tcw Total Return price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Tcw Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tcw Total Return lagged returns against current returns
Autocorrelation, which is Tcw Total mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tcw Total's mutual fund expected returns. We can calculate the autocorrelation of Tcw Total returns to help us make a trade decision. For example, suppose you find that Tcw Total has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tcw Total regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tcw Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tcw Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw Total Lagged Returns
When evaluating Tcw Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw Total mutual fund have on its future price. Tcw Total autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tcw Total autocorrelation shows the relationship between Tcw Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw Total Return.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Tcw Mutual Fund
Tcw Total financial ratios help investors to determine whether Tcw Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tcw with respect to the benefits of owning Tcw Total security.
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