Performance analysis of TSI (TCW Strategic Income Fund)
Annual Return
Over the past 3 years, TSI has had an average annual return of +6.74%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, TSI has had an average annual return of +2.31%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, TSI has had an average annual return of +5.22%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Nov 1, 1999, TSI has had an average annual return of +7.78%, underperforming the benchmark SPY, which returned +8.59% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -5.98% | +9.67% | +13.37% | +7.13% | -14.31% | +8.03% | +3.76% | +17.93% | -3.88% | +16.36% | +6.56% | +1.83% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +5.66% | +6.92% | +22.19% | +10.53% | +34.54% | +60.97% | -4.27% | -20.70% | +19.60% | -5.19% | +75.48% | +27.01% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| -43.47% | -7.94% | +17.22% | +10.26% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.19% | -2.85% | -4.02% | +2.19% | +0.18% | -0.33% | -5.98% | ||||||
| 2025 | +0.83% | +0.93% | +0.61% | +0.62% | +0.72% | +0.41% | +0.82% | +0.81% | +0.50% | +0% | +0.20% | +2.84% | +9.67% |
| 2024 | +2.83% | -1.06% | +4.31% | -5.20% | +1.53% | +3.67% | +4.01% | +3.85% | +1.37% | -2.53% | -0.20% | +0.50% | +13.37% |
| 2023 | +7.36% | +0.20% | -4.64% | +0.21% | -0.43% | +0.44% | +1.08% | +0.21% | -1.05% | -1.53% | +3.77% | +1.74% | +7.13% |
| 2022 | -5.20% | -4.84% | -0.00486% | -3.69% | -0.81% | -0.73% | +3.52% | +1.40% | -5.69% | -2.33% | +2.17% | +1.39% | -14.31% |
| 2021 | -1.58% | +0.54% | +2.04% | +1.23% | +1.04% | +2.68% | -0.84% | -1.87% | +0.60% | +0.87% | -1.04% | +4.26% | +8.03% |
| 2020 | +1.21% | -2.23% | -7.99% | +5.80% | +2.56% | -1.06% | +6.78% | -0.17% | -2.31% | +0.53% | +0.35% | +1.04% | +3.76% |
| 2019 | +3.42% | +0.73% | +1.60% | +1.27% | +0.36% | +4.36% | -0.35% | +0.70% | -0.11% | +1.76% | +0.52% | +2.46% | +17.93% |
| 2018 | -7.15% | -0.92% | +4.39% | -2.69% | +0% | +2.59% | +0.36% | +0.54% | +2.48% | -3.57% | +1.48% | -0.92% | -3.88% |
| 2017 | +1.12% | +2.23% | -1.00% | +0.74% | +1.65% | +2.97% | -0.53% | +1.43% | +2.95% | -2.76% | -0.71% | +7.51% | +16.36% |
Drawdown analysis of TSI (TCW Strategic Income Fund)
The maximum drawdown for the TSI was -60.18%, occurring on Oct 9, 2002. Recovery took 557 trading sessions.
The current TSI drawdown is -6.01%.
Since Nov 1, 1999 TSI has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.18% | Sep 29, 2000 | 506 | Oct 9, 2002 | 557 | Dec 27, 2004 | 1063 |
| -48.14% | Mar 30, 2007 | 386 | Oct 9, 2008 | 234 | Sep 15, 2009 | 620 |
| -30.00% | Jan 15, 2020 | 43 | Mar 18, 2020 | 94 | Jul 31, 2020 | 137 |
| -18.54% | Dec 31, 2021 | 202 | Oct 20, 2022 | 432 | Jul 12, 2024 | 634 |
| -12.62% | May 2, 2013 | 81 | Aug 27, 2013 | 256 | Sep 3, 2014 | 337 |
| -9.90% | Jul 17, 2000 | 13 | Aug 3, 2000 | 20 | Aug 31, 2000 | 33 |
| -9.69% | Mar 28, 2000 | 36 | May 18, 2000 | 38 | Jul 13, 2000 | 74 |
| -9.45% | May 31, 2011 | 48 | Aug 8, 2011 | 99 | Dec 28, 2011 | 147 |
| -8.69% | Dec 29, 2017 | 28 | Feb 9, 2018 | 263 | Feb 28, 2019 | 291 |
| -8.53% | Mar 29, 2006 | 52 | Jun 13, 2006 | 64 | Sep 13, 2006 | 116 |
| -8.36% | Mar 14, 2005 | 33 | Apr 29, 2005 | 221 | Mar 16, 2006 | 254 |
| -8.30% | Jan 15, 2026 | 50 | Mar 30, 2026 | Ongoing | Ongoing | Ongoing |
| -8.25% | Oct 18, 2012 | 18 | Nov 15, 2012 | 15 | Dec 7, 2012 | 33 |
| -8.21% | Sep 26, 2014 | 245 | Sep 17, 2015 | 192 | Jun 22, 2016 | 437 |
| -7.83% | Nov 9, 2009 | 19 | Dec 7, 2009 | 49 | Feb 18, 2010 | 68 |
| -6.34% | Dec 22, 1999 | 9 | Jan 5, 2000 | 8 | Jan 18, 2000 | 17 |
| -6.03% | Aug 24, 2020 | 31 | Oct 7, 2020 | 140 | Apr 29, 2021 | 171 |
| -5.86% | Feb 3, 2000 | 6 | Feb 11, 2000 | 26 | Mar 21, 2000 | 32 |
| -5.60% | Apr 30, 2010 | 15 | May 21, 2010 | 35 | Jul 13, 2010 | 50 |
| -5.41% | Dec 29, 2004 | 16 | Jan 21, 2005 | 34 | Mar 11, 2005 | 50 |
| -5.17% | Sep 29, 2017 | 34 | Nov 16, 2017 | 28 | Dec 28, 2017 | 62 |
| -4.74% | Apr 20, 2012 | 30 | Jun 4, 2012 | 19 | Jun 29, 2012 | 49 |
| -4.71% | Jan 24, 2000 | 5 | Jan 31, 2000 | 2 | Feb 2, 2000 | 7 |
| -4.12% | Jan 12, 2011 | 6 | Jan 21, 2011 | 21 | Feb 22, 2011 | 27 |
| -3.92% | Dec 10, 2012 | 11 | Dec 26, 2012 | 9 | Jan 9, 2013 | 20 |