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Monday, November 30, 2009, 11:10AM ET - U.S. Markets close in 4 hours and 50 minutes. Dow Up 0.04% Nasdaq Down 0.36%
TCW Total Return Bond I (TGLMX)On Nov 27: 10.30  Up 0.02 (0.19%)  
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Risk  As of 31-Oct-09Get 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
StatisticTGLMXCategory
Alpha (against Standard Index)5.18-1.72
Beta (against Standard Index)0.441.02
Mean Annual Return9.570.39
R-squared (against Standard Index)1759.27
Standard Deviation4.055.93
Sharpe Ratio1.61N/A
Treynor Ratio16.44N/A
5 Years
StatisticTGLMXCategory
Alpha (against Standard Index)3.03-1.05
Beta (against Standard Index)0.560.98
Mean Annual Return7.320.33
R-squared (against Standard Index)3061.87
Standard Deviation3.574.88
Sharpe Ratio1.11N/A
Treynor Ratio7.65N/A
10 Years
StatisticTGLMXCategory
Alpha (against Standard Index)2.58-0.65
Beta (against Standard Index)0.650.96
Mean Annual Return7.860.45
R-squared (against Standard Index)4971.12
Standard Deviation3.464.47
Sharpe Ratio1.34N/A
Treynor Ratio7.51N/A

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