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Tuesday, December 8, 2009, 6:37PM ET - U.S. Markets Closed. Dow  1.00% Nasdaq  0.76%

TCW Relative Value Large Cap I (TGDIX)

On Dec 8: 11.52   0.13 (1.12%)

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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 (2004): 20.67% Worst 1 Yr Total Return (2008): -40.91% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGDIX Category Alpha (against Standard Index) -1.74 -1.05 Beta (against Standard Index) 1.12 1.02 Mean Annual Return -10.06 -0.55 R-squared (against Standard Index) 94 94.27 Standard Deviation 22.52 20.65 Sharpe Ratio -0.46 N/A Treynor Ratio -11.13 N/A 5 Years Statistic TGDIX Category Alpha (against Standard Index) 0.18 0.04 Beta (against Standard Index) 1.12 1.02 Mean Annual Return -0.07 0.14 R-squared (against Standard Index) 93 93.13 Standard Deviation 18.39 16.85 Sharpe Ratio -0.07 N/A Treynor Ratio -2.77 N/A 10 Years Statistic TGDIX Category Alpha (against Standard Index) 4.32 2.54 Beta (against Standard Index) 1.01 0.88 Mean Annual Return 3.08 0.27 R-squared (against Standard Index) 83 80.76 Standard Deviation 17.90 15.89 Sharpe Ratio 0.10 N/A Treynor Ratio 0.11 N/A
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