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Wednesday, December 2, 2009, 10:39AM ET - U.S. Markets close in 5 hours and 21 minutes. Dow Up 0.23% Nasdaq Up 0.98%
TCW Growth Equities I (TGGEX)On Dec 1: 11.72  Up 0.19 (1.65%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):30.46%
Worst 1 Yr Total Return (2008):-46.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTGGEXCategory
Alpha (against Standard Index)9.783.31
Beta (against Standard Index)1.221.09
Mean Annual Return-0.88-0.23
R-squared (against Standard Index)7784.23
Standard Deviation26.9823.37
Sharpe Ratio0.02N/A
Treynor Ratio-2.71N/A
5 Years
StatisticTGGEXCategory
Alpha (against Standard Index)4.832.25
Beta (against Standard Index)1.251.13
Mean Annual Return3.490.31
R-squared (against Standard Index)7481.04
Standard Deviation23.0120.00
Sharpe Ratio0.14N/A
Treynor Ratio0.38N/A
10 Years
StatisticTGGEXCategory
Alpha (against Standard Index)N/A4.42
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A60.91
Standard DeviationN/A23.71
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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