Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 6, 2009, 12:50PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
TCW Large Cap Growth I (TGLCX)On Dec 4: 18.31  Up 0.07 (0.38%)  
MORE ON TGLCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):12.90%
Worst 1 Yr Total Return (2008):-44.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTGLCXCategory
Alpha (against Standard Index)2.682.45
Beta (against Standard Index)1.041.00
Mean Annual Return-5.55-0.24
R-squared (against Standard Index)7888.47
Standard Deviation23.0520.84
Sharpe Ratio-0.23N/A
Treynor Ratio-7.62N/A
5 Years
StatisticTGLCXCategory
Alpha (against Standard Index)N/A0.94
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.21
R-squared (against Standard Index)N/A86.37
Standard DeviationN/A17.46
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticTGLCXCategory
Alpha (against Standard Index)N/A0.18
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.04
R-squared (against Standard Index)N/A78.62
Standard DeviationN/A19.22
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center