Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, February 10, 2010, 12:24AM ET - U.S. Markets open in 9 hours and 6 minutes. Dow Up 1.52% Nasdaq Up 1.17%
TCW Conservative Allocation I (TGPCX)On Feb 9: 9.82  Up 0.06 (0.61%)  
MORE ON TGPCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2009):19.91%
Worst 1 Yr Total Return (2008):-11.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTGPCXCategory
Alpha (against Standard Index)1.00-0.63
Beta (against Standard Index)0.600.75
Mean Annual Return2.250.07
R-squared (against Standard Index)8988.16
Standard Deviation8.3310.66
Sharpe Ratio0.07N/A
Treynor Ratio0.45N/A
5 Years
StatisticTGPCXCategory
Alpha (against Standard Index)N/A-1.30
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.26
R-squared (against Standard Index)N/A86.61
Standard DeviationN/A8.33
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticTGPCXCategory
Alpha (against Standard Index)N/A-0.88
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.30
R-squared (against Standard Index)N/A79.74
Standard DeviationN/A8.03
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center