C000127918 Performance — TCW Emerging Markets Multi-Asset Opportunities Fund, I Class
Data updated: 2023-09-12
C000127918 returned +2.79% over one year to Jul 2023. The annualised 3-year return is −4.21%. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $88, against $109 for the category, and to $103 over one year, against $110. Volatility over the past three years was 14.28% a year. In the 12 months to Jul 2023 the fund lost a net $11.0M, and assets reached $35.89M.
C000127918 Growth of $100
What $100 invested in TCW Emerging Markets Multi-Asset Opportunities Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000127918 | Category average |
|---|---|---|
| 1 year (Aug 2022 – Jul 2023) | $103 | $110 |
| 3 years (Aug 2020 – Jul 2023) | $88 | $109 |
| Since data start (Aug 2019 – Jul 2023) | $95 | $115 |
C000127918 Trailing Returns
Total returns to Jul 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.79% |
| 3 years (annualised) | −4.21% |
C000127918 Annual Returns
Calendar-year total returns of TCW Emerging Markets Multi-Asset Opportunities Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jul) | +7.27% |
| 2022 | −27.20% |
| 2021 | −2.46% |
| 2020 | +16.40% |
| 2019 (Aug–Dec) | +7.01% |
C000127918 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +6.1% | −3.8% | +0.5% | +0.5% | −2.3% | +2.7% | +3.7% | — | — | — | — | — |
| 2022 | −5.6% | −5.9% | −1.4% | −7.6% | +0.5% | −7.0% | +0.5% | −2.0% | −8.8% | −0.4% | +9.5% | −1.8% |
| 2021 | +2.6% | −1.1% | −3.6% | +3.5% | +1.0% | +2.9% | −3.9% | +1.9% | −3.3% | +1.3% | −3.5% | +0.1% |
| 2020 | −2.5% | −2.6% | −17.1% | +6.9% | +5.3% | +6.0% | +7.2% | +3.7% | −2.1% | +2.2% | +5.6% | +5.3% |
| 2019 | — | — | — | — | — | — | — | −1.4% | +0.4% | +2.6% | −0.2% | +5.6% |
C000127918 Risk
Risk measures from monthly returns over Aug 2020 – Jul 2023.
- 3-year volatility (annualised): 14.28%
- 3-year Sharpe ratio: -0.61 (vs 4.5% risk-free rate)
- Best month: +9.51% (Nov 2022)
- Worst month: −8.75% (Sep 2022)
C000127918 Fund Flows
Monthly money in and out of TCW Emerging Markets Multi-Asset Opportunities Fund, from SEC Form N-PORT.
- 12-month net flow: −$11.0M
- 12-month gross sales (incl. reinvestments): $2.5M
- Sales ÷ redemptions: 0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2023 | $7K | $348K | −$341K |
| Jun 2023 | $17K | $537K | −$520K |
| May 2023 | $8K | $677K | −$669K |
| Apr 2023 | $4K | $910K | −$906K |
| Mar 2023 | $10K | $511K | −$500K |
| Feb 2023 | $5K | $1.1M | −$1.1M |
| Jan 2023 | $138K | $1.4M | −$1.3M |
| Dec 2022 | $1.8M | $2.3M | −$468K |
| Nov 2022 | $512K | $1.3M | −$739K |
| Oct 2022 | $11K | $1.1M | −$1.1M |
| Sep 2022 | $23K | $1.4M | −$1.3M |
| Aug 2022 | $16K | $2.1M | −$2.1M |
C000127918 Assets Under Management
Net assets of TCW Emerging Markets Multi-Asset Opportunities Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-07-31 | $35.89M |
| 2023-04-30 | $36.01M |
| 2023-01-31 | $39.65M |
| 2022-10-31 | $38.66M |
| 2022-07-31 | $48.06M |
| 2022-04-30 | $56.90M |
| 2022-01-31 | $73.48M |
| 2021-10-31 | $83.37M |
| 2021-07-31 | $87.61M |
| 2021-04-30 | $96.68M |
| 2021-01-31 | $102.85M |
| 2020-10-31 | $93.21M |
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.