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TCW Relative Value Large Cap I (TGDIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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15.42+0.06 (+0.39%)
As of 08:06AM EDT. Market open.

Risk overview

Morningstar risk rating★★★★
Number of years up14
Number of years down6
Best 1-yr total return (2 Jul 2024)36.27%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
TGDIXCategory average
5 years
TGDIXCategory average
10 years
TGDIXCategory average
Alpha
-0.7-0.01
-3.16-0.03
-4.56-0.03
BETA
0.960.01
1.060.01
1.090.01
Mean annual return
0.840.01
1.110.01
0.820.01
R-squared
84.930.78
83.510.83
85.440.84
Standard deviation
18.520.17
20.880.19
17.980.16
Sharpe ratio
0.360
0.530
0.460.01
Treynor ratio
5.590.04
8.90.07
6.310.08