TCW Concentrated Value Fund

Scorecard
2 / 5 Stars
Lipper
1 1 3 3 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.22
Mean 0.99
Sharpe Ratio 0.73
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 91.12 93.63
Beta 1.24 1.05
Alpha -5.8 -4.44