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Commerce Bond (CFBNX)
On
Dec 1
:
19.34
0.04
(0.21%)
MORE ON CFBNX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.95%
Worst 1 Yr Total Return
(2008)
:
2.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CFBNX
Category
Alpha (against Standard Index)
1.06
-1.72
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
7.07
0.39
R-squared (against Standard Index)
82
59.27
Standard Deviation
3.98
5.93
Sharpe Ratio
1.11
N/A
Treynor Ratio
5.16
N/A
5 Years
Statistic
CFBNX
Category
Alpha (against Standard Index)
0.51
-1.05
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
5.46
0.33
R-squared (against Standard Index)
87
61.87
Standard Deviation
3.63
4.88
Sharpe Ratio
0.65
N/A
Treynor Ratio
2.59
N/A
10 Years
Statistic
CFBNX
Category
Alpha (against Standard Index)
-0.31
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.83
0.45
R-squared (against Standard Index)
90
71.12
Standard Deviation
3.78
4.47
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.00
N/A
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