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TCW Small Cap Growth N (TGSNX)
On
Dec 8
:
21.98
0.22
(0.99%)
MORE ON TGSNX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
18.53%
Worst 1 Yr Total Return
(2008)
:
-38.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGSNX
Category
Alpha (against Standard Index)
12.02
1.71
Beta (against Standard Index)
1.20
1.15
Mean Annual Return
1.76
-0.40
R-squared (against Standard Index)
82
85.55
Standard Deviation
25.84
24.28
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.55
N/A
5 Years
Statistic
TGSNX
Category
Alpha (against Standard Index)
8.23
1.12
Beta (against Standard Index)
1.24
1.19
Mean Annual Return
7.20
0.21
R-squared (against Standard Index)
77
81.02
Standard Deviation
22.35
21.15
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.37
N/A
10 Years
Statistic
TGSNX
Category
Alpha (against Standard Index)
4.45
5.25
Beta (against Standard Index)
1.60
1.18
Mean Annual Return
-3.26
0.43
R-squared (against Standard Index)
51
56.73
Standard Deviation
36.02
25.52
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.88
N/A
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