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    Commerce Value (CFVLX)

    32.12 0.00(0.00%) Mar 22

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2013):32.09%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)1.32-1.98
    Beta (against Standard Index)0.870.98
    Mean Annual Return0.880.71
    R-squared (against Standard Index)84.9486.89
    Standard Deviation9.7910.99
    Sharpe Ratio1.070.78
    Treynor Ratio12.058.48
    5 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)1.40-1.51
    Beta (against Standard Index)0.890.99
    Mean Annual Return1.131.01
    R-squared (against Standard Index)85.6688.27
    Standard Deviation9.8310.86
    Sharpe Ratio1.371.11
    Treynor Ratio15.5312.23
    10 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)-0.44-1.66
    Beta (against Standard Index)0.951.01
    Mean Annual Return0.640.58
    R-squared (against Standard Index)93.1492.91
    Standard Deviation15.0116.07
    Sharpe Ratio0.470.40
    Treynor Ratio6.465.26