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TCW Relative Value Small Cap I (TGOIX)

On Dec 3: 8.56   0.10 (1.15%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 13.89% Worst 1 Yr Total Return (2008): -44.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGOIX Category Alpha (against Standard Index) -3.06 1.01 Beta (against Standard Index) 1.38 1.19 Mean Annual Return -14.54 -0.48 R-squared (against Standard Index) 86 87.23 Standard Deviation 29.00 24.84 Sharpe Ratio -0.47 N/A Treynor Ratio -12.33 N/A 5 Years Statistic TGOIX Category Alpha (against Standard Index) -2.33 1.42 Beta (against Standard Index) 1.41 1.21 Mean Annual Return -4.33 0.23 R-squared (against Standard Index) 82 84.16 Standard Deviation 24.69 21.07 Sharpe Ratio -0.17 N/A Treynor Ratio -5.21 N/A 10 Years Statistic TGOIX Category Alpha (against Standard Index) 7.69 7.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 5.29 0.68 R-squared (against Standard Index) 65 64.84 Standard Deviation 22.42 20.31 Sharpe Ratio 0.22 N/A Treynor Ratio 2.07 N/A
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