C000098651 Performance — TCW Enhanced Commodity Strategy Fund, I Class
Data updated: 2024-09-20
C000098651 returned −4.02% over one year to Jul 2024. Annualised returns are +3.14% over 3 years and +7.67% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $110, against $113 for the category, and to $96 over one year, against $106. Volatility over the past three years was 15.66% a year. In the 12 months to Jul 2024 the fund lost a net $12.1M, and assets reached $10.40M.
C000098651 Growth of $100
What $100 invested in TCW Enhanced Commodity Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000098651 | Category average |
|---|---|---|
| 1 year (Aug 2023 – Jul 2024) | $96 | $106 |
| 3 years (Aug 2021 – Jul 2024) | $110 | $113 |
| 5 years (Aug 2019 – Jul 2024) | $145 | $140 |
C000098651 Trailing Returns
Total returns to Jul 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.02% |
| 3 years (annualised) | +3.14% |
| 5 years (annualised) | +7.67% |
C000098651 Annual Returns
Calendar-year total returns of TCW Enhanced Commodity Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jul) | +1.89% |
| 2023 | −8.23% |
| 2022 | +12.91% |
| 2021 | +30.68% |
| 2020 | +0.41% |
| 2019 (Aug–Dec) | +4.45% |
C000098651 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 | +0.9% | −1.9% | +3.9% | +2.1% | +2.2% | −1.7% | −3.4% | — | — | — | — | — |
| 2023 | +0.6% | −5.2% | +0.3% | −0.8% | −6.2% | +3.0% | +6.4% | −1.0% | −1.8% | −0.2% | −1.0% | −2.0% |
| 2022 | +7.4% | +6.2% | +8.5% | +3.9% | +1.7% | −11.6% | +4.9% | −0.6% | −9.2% | +0.8% | +4.4% | −2.1% |
| 2021 | +2.5% | +6.6% | −1.8% | +8.5% | +3.1% | +2.6% | +2.1% | −0.2% | +4.9% | +2.6% | −7.1% | +4.1% |
| 2020 | −6.9% | −4.8% | −14.3% | 0.0% | +4.6% | +3.4% | +6.6% | +6.7% | −2.6% | +0.7% | +3.9% | +5.5% |
| 2019 | — | — | — | — | — | — | — | −1.9% | +1.1% | +2.3% | −2.1% | +5.0% |
C000098651 Risk
Risk measures from monthly returns over Aug 2021 – Jul 2024.
- 3-year volatility (annualised): 15.66%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +8.45% (Mar 2022)
- Worst month: −11.59% (Jun 2022)
C000098651 Fund Flows
Monthly money in and out of TCW Enhanced Commodity Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$12.1M
- 12-month gross sales (incl. reinvestments): $2.9M
- Sales ÷ redemptions: 0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2024 | $125K | $430K | −$305K |
| Jun 2024 | $21K | $328K | −$306K |
| May 2024 | $20K | $96K | −$76K |
| Apr 2024 | $1.2M | $299K | $882K |
| Mar 2024 | $55K | $773K | −$719K |
| Feb 2024 | $53K | $729K | −$677K |
| Jan 2024 | $221K | $6.8M | −$6.6M |
| Dec 2023 | $358K | $3.0M | −$2.7M |
| Nov 2023 | $117K | $358K | −$240K |
| Oct 2023 | $375K | $812K | −$436K |
| Sep 2023 | $220K | $611K | −$391K |
| Aug 2023 | $162K | $698K | −$536K |
C000098651 Assets Under Management
Net assets of TCW Enhanced Commodity Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-07-31 | $10.40M |
| 2024-04-30 | $11.50M |
| 2024-01-31 | $11.75M |
| 2023-10-31 | $22.04M |
| 2023-07-31 | $24.35M |
| 2023-04-30 | $28.49M |
| 2023-01-31 | $36.75M |
| 2022-10-31 | $40.76M |
| 2022-07-31 | $45.71M |
| 2022-04-30 | $32.24M |
| 2022-01-31 | $13.01M |
| 2021-10-31 | $2.84M |
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.