TCW Relative Value Large Cap Fund

Class Inst (TGDIX)
Scorecard
3 / 5 Stars
Lipper
4 5 3 4 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 16.14
Mean 1.21
Sharpe Ratio 0.9
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 95.96 96.94
Beta 1.27 1.26
Alpha -3.86 -5.76