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TCW Aggressive Allocation N (TGPLX)
On
Nov 30
:
8.04
0.01
(0.12%)
MORE ON TGPLX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.90%
Worst 1 Yr Total Return
(2008)
:
-34.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGPLX
Category
Alpha (against Standard Index)
N/A
-0.32
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.08
R-squared (against Standard Index)
N/A
86.73
Standard Deviation
N/A
15.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
TGPLX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
86.42
Standard Deviation
N/A
13.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TGPLX
Category
Alpha (against Standard Index)
N/A
1.26
Beta (against Standard Index)
N/A
1.08
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
78.57
Standard Deviation
N/A
12.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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