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Saturday, December 5, 2009, 5:50AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Metropolitan West AlphaTrak 500 (MWATX)

On Dec 4: 4.87   0.06 (1.25%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 17.47% Worst 1 Yr Total Return (2008): -52.66% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MWATX Category Alpha (against Standard Index) -4.63 0.38 Beta (against Standard Index) 1.22 1.00 Mean Annual Return -13.97 -0.41 R-squared (against Standard Index) 89 95.50 Standard Deviation 25.37 20.09 Sharpe Ratio -0.56 N/A Treynor Ratio -13.40 N/A 5 Years Statistic MWATX Category Alpha (against Standard Index) -3.28 0.26 Beta (against Standard Index) 1.21 1.01 Mean Annual Return -4.02 0.16 R-squared (against Standard Index) 89 94.84 Standard Deviation 20.44 16.47 Sharpe Ratio -0.24 N/A Treynor Ratio -5.80 N/A 10 Years Statistic MWATX Category Alpha (against Standard Index) -1.17 0.84 Beta (against Standard Index) 1.14 0.97 Mean Annual Return -3.02 0.11 R-squared (against Standard Index) 92 91.16 Standard Deviation 19.18 16.35 Sharpe Ratio -0.21 N/A Treynor Ratio -5.24 N/A
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