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TCW Large Cap Growth I (TGLCX)

On Feb 9: 17.56   0.25 (1.44%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2009): 44.21% Worst 1 Yr Total Return (2008): -44.97% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGLCX Category Alpha (against Standard Index) 1.77 2.46 Beta (against Standard Index) 1.05 1.00 Mean Annual Return -6.70 -0.25 R-squared (against Standard Index) 79 88.93 Standard Deviation 23.57 21.28 Sharpe Ratio -0.26 N/A Treynor Ratio -8.26 N/A 5 Years Statistic TGLCX Category Alpha (against Standard Index) N/A 0.97 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.20 R-squared (against Standard Index) N/A 86.48 Standard Deviation N/A 17.57 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic TGLCX Category Alpha (against Standard Index) N/A -0.87 Beta (against Standard Index) N/A 1.03 Mean Annual Return N/A -0.04 R-squared (against Standard Index) N/A 79.67 Standard Deviation N/A 18.78 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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