TCW Relative Value Large Cap Fund

Class Inst (TGDIX)
Scorecard
3 / 5 Stars
Lipper
5 5 3 4 5
Zacks Investment Research
4 (Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.15
Mean 1.16
Sharpe Ratio 0.86
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.06 96.96
Beta 1.27 1.22
Alpha -4.07 -3.71