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TCW Growth Equities N (TGDNX)
On
Dec 2
:
11.76
0.07
(0.60%)
MORE ON TGDNX
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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:
1
Best 1 Yr Total Return
(2007)
:
30.30%
Worst 1 Yr Total Return
(2008)
:
-46.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGDNX
Category
Alpha (against Standard Index)
9.69
3.31
Beta (against Standard Index)
1.22
1.09
Mean Annual Return
-0.97
-0.23
R-squared (against Standard Index)
77
84.23
Standard Deviation
26.97
23.37
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.79
N/A
5 Years
Statistic
TGDNX
Category
Alpha (against Standard Index)
4.77
2.25
Beta (against Standard Index)
1.25
1.13
Mean Annual Return
3.44
0.31
R-squared (against Standard Index)
74
81.04
Standard Deviation
23.00
20.00
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
TGDNX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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