TCW Relative Value Large Cap Fund I (TGDIX)
17.06
+0.09
(+0.53%)
USD |
Dec 13 2024
TGDIX Historical Sharpe Ratio (Since Inception)
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Historical Sharpe Ratio (Since Inception) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Historical Sharpe Ratio Definition
The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.
Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
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Historical Sharpe Ratio (Since Inception) Benchmarks
Historical Sharpe Ratio (Since Inception) Related Metrics
Historical Sharpe Ratio (Since Inception) Excel Add-In Codes
Metric Code: historical_sharpe_all |
Latest Data Point: =YCP("M:TGDIX", "historical_sharpe_all") |
Last 5 Data Points: =YCS("M:TGDIX", "historical_sharpe_all", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |