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Saturday, December 5, 2009, 6:44PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

TCW Relative Value Large Cap N (TGDVX)

On Dec 4: 11.59   0.04 (0.35%)

MORE ON TGDVX

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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): 20.44% Worst 1 Yr Total Return (2008): -40.94% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGDVX Category Alpha (against Standard Index) -1.88 -1.05 Beta (against Standard Index) 1.12 1.02 Mean Annual Return -10.20 -0.55 R-squared (against Standard Index) 94 94.27 Standard Deviation 22.53 20.65 Sharpe Ratio -0.47 N/A Treynor Ratio -11.25 N/A 5 Years Statistic TGDVX Category Alpha (against Standard Index) -0.04 0.04 Beta (against Standard Index) 1.12 1.02 Mean Annual Return -0.30 0.14 R-squared (against Standard Index) 93 93.13 Standard Deviation 18.39 16.85 Sharpe Ratio -0.08 N/A Treynor Ratio -2.97 N/A 10 Years Statistic TGDVX Category Alpha (against Standard Index) 4.20 2.54 Beta (against Standard Index) 1.01 0.88 Mean Annual Return 2.94 0.27 R-squared (against Standard Index) 83 80.76 Standard Deviation 17.90 15.89 Sharpe Ratio 0.09 N/A Treynor Ratio -0.03 N/A
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