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TCW Emerging Markets Income I (TGEIX)
On
Dec 4
:
7.71
0.01
(0.13%)
MORE ON TGEIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.89%
Worst 1 Yr Total Return
(2008)
:
-12.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGEIX
Category
Alpha (against Standard Index)
-0.68
-4.23
Beta (against Standard Index)
2.17
2.21
Mean Annual Return
9.41
0.56
R-squared (against Standard Index)
39
36.23
Standard Deviation
14.21
15.19
Sharpe Ratio
0.54
N/A
Treynor Ratio
3.22
N/A
5 Years
Statistic
TGEIX
Category
Alpha (against Standard Index)
3.17
1.47
Beta (against Standard Index)
1.70
1.92
Mean Annual Return
9.32
0.70
R-squared (against Standard Index)
31
33.92
Standard Deviation
11.16
12.24
Sharpe Ratio
0.59
N/A
Treynor Ratio
3.70
N/A
10 Years
Statistic
TGEIX
Category
Alpha (against Standard Index)
6.52
4.30
Beta (against Standard Index)
1.07
1.37
Mean Annual Return
13.11
0.98
R-squared (against Standard Index)
14
21.64
Standard Deviation
10.58
11.33
Sharpe Ratio
0.94
N/A
Treynor Ratio
9.46
N/A
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