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TCW Growth Equities I (TGGEX)
On
Dec 1
:
11.72
0.19
(1.65%)
MORE ON TGGEX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
TGGEX
Category
Alpha (against Standard Index)
9.78
3.31
Beta (against Standard Index)
1.22
1.09
Mean Annual Return
-0.88
-0.23
R-squared (against Standard Index)
77
84.23
Standard Deviation
26.98
23.37
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.71
N/A
5 Years
Statistic
TGGEX
Category
Alpha (against Standard Index)
4.83
2.25
Beta (against Standard Index)
1.25
1.13
Mean Annual Return
3.49
0.31
R-squared (against Standard Index)
74
81.04
Standard Deviation
23.01
20.00
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.38
N/A
10 Years
Statistic
TGGEX
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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