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Saturday, December 5, 2009, 11:01PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

TCW Select Equities I (TGCEX)

On Dec 4: 14.33   0.02 (0.14%)

MORE ON TGCEX

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2007): 13.71% Worst 1 Yr Total Return (2008): -37.96% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGCEX Category Alpha (against Standard Index) 4.01 2.45 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -2.66 -0.24 R-squared (against Standard Index) 84 88.47 Standard Deviation 19.72 20.84 Sharpe Ratio -0.16 N/A Treynor Ratio -5.47 N/A 5 Years Statistic TGCEX Category Alpha (against Standard Index) -0.18 0.94 Beta (against Standard Index) 0.98 1.01 Mean Annual Return -0.12 0.21 R-squared (against Standard Index) 74 86.37 Standard Deviation 17.97 17.46 Sharpe Ratio -0.08 N/A Treynor Ratio -3.23 N/A 10 Years Statistic TGCEX Category Alpha (against Standard Index) 2.21 0.18 Beta (against Standard Index) 1.23 1.04 Mean Annual Return -0.57 0.04 R-squared (against Standard Index) 77 78.62 Standard Deviation 22.50 19.22 Sharpe Ratio -0.04 N/A Treynor Ratio -2.88 N/A
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