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TCW Relative Value Small Cap N (TGONX)

On Nov 30: 8.25   0.04 (0.49%)

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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): 13.56% Worst 1 Yr Total Return (2008): -44.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TGONX Category Alpha (against Standard Index) -3.10 1.01 Beta (against Standard Index) 1.38 1.19 Mean Annual Return -14.56 -0.48 R-squared (against Standard Index) 86 87.23 Standard Deviation 28.98 24.84 Sharpe Ratio -0.47 N/A Treynor Ratio -12.36 N/A 5 Years Statistic TGONX Category Alpha (against Standard Index) -2.48 1.42 Beta (against Standard Index) 1.41 1.21 Mean Annual Return -4.46 0.23 R-squared (against Standard Index) 82 84.16 Standard Deviation 24.68 21.07 Sharpe Ratio -0.18 N/A Treynor Ratio -5.31 N/A 10 Years Statistic TGONX Category Alpha (against Standard Index) 7.47 7.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 5.06 0.68 R-squared (against Standard Index) 65 64.84 Standard Deviation 22.40 20.31 Sharpe Ratio 0.21 N/A Treynor Ratio 1.87 N/A
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