TCW Enhanced Commodity Strategy Fund

Class Inst (TGGWX)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation
Mean
Sharpe Ratio
Bear Market Decile Rank 64

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
R-Squared
Beta
Alpha