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TCW Relative Value Large Cap Fund (TGDIX)

15.11 -0.01 (-0.07%)
At close: 8:01 PM EDT

Fund Summary

Under normal circumstances, the fund invests at least 80% of the value of its net assets, plus any borrowings for investment purposes, in equity securities of large-capitalization companies. In selecting the fund's investments, the portfolio managers sometimes consider the extent to which businesses have leaders who prudently manage their environmental sustainability and social responsibilities with good governance and solid financial resources.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 36.27%
Worst 1Y Total Return --
Number of Years Up 14
Number of Years Down 6

Performance & Risk

YTD Return 8.08%
5y Average Return 11.62%
Rank in Category (ytd) 11
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.95
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
TGDIXCategory AverageTGDIXCategory AverageTGDIXCategory Average
Alpha -0.01 -0.06 -2.2 -0.05 -4.06 -0.03
BETA 0.95 0.01 1.07 0.01 1.09 0.01
Mean Annual Return 1 0.01 1.21 0.01 0.87 0.01
R-squared 83.83 0.88 84.67 0.87 85.67 0.88
Standard Deviation 18.21 0.2 21.4 0.16 17.87 0.15
Sharpe Ratio 0.5 0.01 0.58 0.01 0.5 0.01
Treynor Ratio 8.3 0.11 10.09 0.11 7.06 0.1

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