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    More On CMSVX


    Capital Management Small Cap Inv (CMSVX)

    19.58 Down 0.05(0.25%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):38.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.92%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCMSVXCategory
    Alpha (against Standard Index)-9.97-4.11
    Beta (against Standard Index)1.081.12
    Mean Annual Return0.140.67
    R-squared (against Standard Index)65.3362.91
    Standard Deviation13.9414.82
    Sharpe Ratio0.110.54
    Treynor Ratio0.586.42
    5 Years
    StatisticCMSVXCategory
    Alpha (against Standard Index)-6.62-2.78
    Beta (against Standard Index)1.071.10
    Mean Annual Return0.671.03
    R-squared (against Standard Index)66.9467.86
    Standard Deviation13.3813.78
    Sharpe Ratio0.590.90
    Treynor Ratio6.8310.94
    10 Years
    StatisticCMSVXCategory
    Alpha (against Standard Index)-1.05-0.80
    Beta (against Standard Index)0.991.17
    Mean Annual Return0.570.70
    R-squared (against Standard Index)76.9482.44
    Standard Deviation17.3419.71
    Sharpe Ratio0.360.39
    Treynor Ratio4.815.14