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TCW Dividend Focused N (TGIGX)
On
Nov 30
:
8.79
0.01
(0.11%)
MORE ON TGIGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.19%
Worst 1 Yr Total Return
(2008)
:
-43.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGIGX
Category
Alpha (against Standard Index)
-1.96
-1.05
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
-10.54
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
22.93
20.65
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.29
N/A
5 Years
Statistic
TGIGX
Category
Alpha (against Standard Index)
-1.09
0.04
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-1.43
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
18.66
16.85
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.90
N/A
10 Years
Statistic
TGIGX
Category
Alpha (against Standard Index)
5.59
2.54
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
5.22
0.27
R-squared (against Standard Index)
56
80.76
Standard Deviation
16.76
15.89
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.88
N/A
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