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Saturday, December 5, 2009, 10:55AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
TCW Large Cap Growth N (TGLFX)On Dec 4: 18.25  Up 0.07 (0.39%)  
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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):12.76%
Worst 1 Yr Total Return (2008):-45.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTGLFXCategory
Alpha (against Standard Index)2.592.45
Beta (against Standard Index)1.041.00
Mean Annual Return-5.62-0.24
R-squared (against Standard Index)7888.47
Standard Deviation23.0320.84
Sharpe Ratio-0.24N/A
Treynor Ratio-7.70N/A
5 Years
StatisticTGLFXCategory
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
StatisticTGLFXCategory
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

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