Fact sheet: TCW TtlRtrBnd

Fund information
Fund name
TCW Total Return Bond AU
Fund manager company
TCW
Fund type
Offshore Fund
Fund managers
  • Mitch Flacksince 19/04/2013
  • Bryan Whalensince 19/04/2013
  • Tad Rivellesince 19/04/2013
Fund objective
The Sub-Fund seeks to maximise current income and achieve above average total return consistent with prudent investment management over a full market cycle.
Benchmark
  • Barclays Capital U.S. Aggregate Bond Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - USD Investment Grade
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.15%
Fund size
£0m
Top in this sector
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...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%0.7%----
Sector-0.3%1.6%3.8%5.8%12.8%23.7%
Rank within sector10 / 4537 / 45----
Quartile1st4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector6.1%-0.7%6%-1.1%10.1%
Rank within sector-----
Quartile
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high107.84
52 week low105.11
Current bid price-
Current offer price-
Current mid price107.53
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
TCW
Fund type
Offshore Fund
Fund objective
The Sub-Fund seeks to maximise current income and achieve above average total return consistent with prudent investment management over a full market cycle.
Benchmark
  • Barclays Capital U.S. Aggregate Bond Index
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Mitch Flack19/04/2013Mr. Flack is a Managing Director in the U.S. Fixed Income group and co-heads the Securitized Products division. Mr. Flack joined TCW in 2009 during the acquisition of Metropolitan West Asset Management LLC (MetWest). Prior to joining TCW, Mr. Flack was a partner and co-head of MetWest's Structured Products division. Prior to joining MetWest in 2001, he was a Managing Director at Bear Stearns & Co. He was also with Bankers Trust, where he marketed derivative products to financial institutions. Prior to that, he served as Senior Vice President and Chief Investment Officer of Southern California Savings. He began his career with Weyerhaeuser Mortgage Company. Mr. Flack holds a bachelor's degree in Business Economics from the University of California, Santa Barbara and an MBA from the University of Chicago Booth School of Business.
Bryan Whalen19/04/2013Mr. Whalen is a Generalist Portfolio Manager in the U.S. Fixed Income Group. Mr. Whalen joined TCW in 2009 during the acquisition of Metropolitan West Asset Management LLC (MetWest) as co-head of the Securitized Products division. Prior to joining TCW, Mr. Whalen was a partner and co-head of MetWest's Securitized Products division. Prior to joining MetWest in 2004, he was a director in the fixed income department at Credit Suisse First Boston in New York. Previously, he was a vice president at Donaldson, Lufkin & Jenrette. Mr. Whalen earned a bachelor's degree in Economics from Yale University. He is a CFA charterholder.
Tad Rivelle19/04/2013Tad Rivelle is Chief Investment Officer, Fixed Income, overseeing over $130 billion in U.S. fixed income assets, including over $80 billion of U.S. fixed income mutual fund assets under the TCW Fund and MetWest Fund brands. Prior to joining TCW, Tad served as Chief Investment Officer for MetWest, an independent institutional investment manager that he cofounded. The MetWest investment team has been recognized for a number of performance related awards, including Morningstar’s Fixed Income Manager of the Year. Mr. Rivelle was also the co-director of fixed income at Hotchkis & Wiley and a portfolio manager at PIMCO. Tad holds a BS in Physics from Yale University, an MS in Applied Mathematics from University of Southern California, and an MBA from UCLA Anderson.
Compliance
Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Germany, France, United Kingdom, Italy, Luxembourg, Offshore
TCW Total Return Bond AE
Initial charge4.5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price125.3826
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEAGO
TCW Total Return Bond AEHE
Initial charge4.5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price105.7707
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEAGP
TCW Total Return Bond AU
Initial charge4.5%
Annual charge0.9%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price107.5324
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEAGN
TCW Total Return Bond IU
Initial charge2.5%
Annual charge0.45%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.56%
Bid price-
Offer price-
Mid price1097.3899
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE83A
Data provided by

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