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Commerce Shrt-Term Government Instl (CFSTX)On Jan 6: 18.11   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):6.10%
Worst 1 Yr Total Return (2004):1.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCFSTXCategory
Alpha (against Standard Index)1.611.19
Beta (against Standard Index)0.380.36
Mean Annual Return5.530.41
R-squared (against Standard Index)6448.79
Standard Deviation1.862.18
Sharpe Ratio1.59N/A
Treynor Ratio8.49N/A
5 Years
StatisticCFSTXCategory
Alpha (against Standard Index)0.460.08
Beta (against Standard Index)0.420.38
Mean Annual Return4.520.33
R-squared (against Standard Index)6953.07
Standard Deviation1.731.90
Sharpe Ratio0.80N/A
Treynor Ratio3.65N/A
10 Years
StatisticCFSTXCategory
Alpha (against Standard Index)0.08-0.10
Beta (against Standard Index)0.490.48
Mean Annual Return4.740.37
R-squared (against Standard Index)7865.12
Standard Deviation2.132.29
Sharpe Ratio0.84N/A
Treynor Ratio3.69N/A

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