C000003067 Performance — Metropolitan West Alpha Trak 500 Fund
Data updated: 2024-11-22
C000003067 returned +38.36% over one year to Sep 2024. Annualised returns are +10.55% over 3 years and +15.03% over 5 years. The fund beat its Intermediate Securitized Bond category average: $100 invested three years ago grew to $135, against $98 for the category, and to $138 over one year, against $112. Volatility over the past three years was 18.75% a year. In the 12 months to Sep 2024 the fund took in a net $3.2M, and assets reached $30.13M.
C000003067 Growth of $100
What $100 invested in Metropolitan West Alpha Trak 500 Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Securitized Bond category average over the same months.
| Period | C000003067 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $138 | $112 |
| 3 years (Oct 2021 – Sep 2024) | $135 | $98 |
| 5 years (Oct 2019 – Sep 2024) | $201 | $105 |
| Since data start (Jul 2019 – Sep 2024) | $205 | $106 |
C000003067 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +38.36% |
| 3 years (annualised) | +10.55% |
| 5 years (annualised) | +15.03% |
C000003067 Annual Returns
Calendar-year total returns of Metropolitan West Alpha Trak 500 Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +22.38% |
| 2023 | +26.77% |
| 2022 | −21.25% |
| 2021 | +27.99% |
| 2020 | +18.47% |
| 2019 (Jul–Dec) | +10.62% |
C000003067 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +1.6% | +4.6% | +3.4% | −4.7% | +5.5% | +3.6% | +1.7% | +2.6% | +2.4% | — | — | — |
| 2023 | +7.2% | −3.1% | +4.0% | +1.7% | 0.0% | +6.4% | +3.3% | −1.8% | −5.3% | −2.7% | +10.2% | +5.4% |
| 2022 | −5.7% | −3.2% | +3.1% | −9.2% | +0.3% | −8.9% | +9.8% | −4.6% | −10.4% | +7.6% | +6.1% | −5.8% |
| 2021 | −0.9% | +2.7% | +4.4% | +5.4% | +0.6% | +2.3% | +2.4% | +2.9% | −4.7% | +6.8% | −0.9% | +4.5% |
| 2020 | +0.2% | −7.8% | −15.2% | +13.6% | +5.2% | +2.5% | +6.2% | +7.3% | −3.6% | −2.5% | +11.3% | +3.6% |
| 2019 | — | — | — | — | — | — | +1.3% | −1.4% | +1.9% | +2.0% | +3.6% | +2.8% |
C000003067 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 18.75%
- 3-year Sharpe ratio: 0.32 (vs 4.5% risk-free rate)
- Best month: +10.24% (Nov 2023)
- Worst month: −10.43% (Sep 2022)
C000003067 Fund Flows
Monthly money in and out of Metropolitan West Alpha Trak 500 Fund, from SEC Form N-PORT.
- 12-month net flow: $3.2M
- 12-month gross sales (incl. reinvestments): $3.6M
- Sales ÷ redemptions: 10.98×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $102K | $371K | −$269K |
| Aug 2024 | $109K | $394K | −$285K |
| Jul 2024 | $489K | $483K | $6K |
| Jun 2024 | $50K | $140K | −$90K |
| May 2024 | $48K | $1.4M | −$1.4M |
| Apr 2024 | $536K | $676K | −$139K |
| Mar 2024 | $206K | $780K | −$574K |
| Feb 2024 | $381K | $461K | −$80K |
| Jan 2024 | $586K | $707K | −$122K |
| Dec 2023 | $115K | −$1.6M | $1.7M |
| Nov 2023 | $241K | −$1.2M | $1.4M |
| Oct 2023 | $688K | −$2.3M | $3.0M |
C000003067 Assets Under Management
Net assets of Metropolitan West Alpha Trak 500 Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $30.13M |
| 2024-06-28 | $29.06M |
| 2024-03-28 | $29.85M |
| 2023-12-29 | $28.16M |
| 2023-09-29 | $29.02M |
| 2023-06-30 | $30.53M |
| 2023-03-31 | $28.75M |
| 2022-12-30 | $28.47M |
| 2022-09-30 | $28.09M |
| 2022-06-30 | $32.12M |
| 2022-03-31 | $44.47M |
| 2021-12-31 | $47.28M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.