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TCW Total Return Bond I (TGLMX)
On
Nov 27
:
10.30
0.02
(0.19%)
MORE ON TGLMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.60%
Worst 1 Yr Total Return
(2008)
:
1.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGLMX
Category
Alpha (against Standard Index)
5.18
-1.72
Beta (against Standard Index)
0.44
1.02
Mean Annual Return
9.57
0.39
R-squared (against Standard Index)
17
59.27
Standard Deviation
4.05
5.93
Sharpe Ratio
1.61
N/A
Treynor Ratio
16.44
N/A
5 Years
Statistic
TGLMX
Category
Alpha (against Standard Index)
3.03
-1.05
Beta (against Standard Index)
0.56
0.98
Mean Annual Return
7.32
0.33
R-squared (against Standard Index)
30
61.87
Standard Deviation
3.57
4.88
Sharpe Ratio
1.11
N/A
Treynor Ratio
7.65
N/A
10 Years
Statistic
TGLMX
Category
Alpha (against Standard Index)
2.58
-0.65
Beta (against Standard Index)
0.65
0.96
Mean Annual Return
7.86
0.45
R-squared (against Standard Index)
49
71.12
Standard Deviation
3.46
4.47
Sharpe Ratio
1.34
N/A
Treynor Ratio
7.51
N/A
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