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    CGM Focus (CGMFX)

    35.82 Down 0.24(0.67%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2007):79.97%
    Worst 1 Yr Total Return(Dec 30, 2008):-48.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-13.99-2.06
    Beta (against Standard Index)1.441.00
    Mean Annual Return0.300.85
    R-squared (against Standard Index)67.1393.46
    Standard Deviation19.1211.26
    Sharpe Ratio0.180.90
    Treynor Ratio1.169.99
    5 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-14.83-1.85
    Beta (against Standard Index)1.531.02
    Mean Annual Return0.601.08
    R-squared (against Standard Index)71.9594.56
    Standard Deviation21.1012.33
    Sharpe Ratio0.341.05
    Treynor Ratio3.2912.60
    10 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-4.66-0.80
    Beta (against Standard Index)1.271.00
    Mean Annual Return0.490.64
    R-squared (against Standard Index)58.9595.42
    Standard Deviation25.3515.71
    Sharpe Ratio0.200.44
    Treynor Ratio1.315.77