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    Commerce Value (CFVLX)

    32.49 Down 0.12(0.37%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up11
    Number of Years Down6
    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)0.72-1.30
    Beta (against Standard Index)0.911.00
    Mean Annual Return1.271.23
    R-squared (against Standard Index)86.6089.76
    Standard Deviation9.2810.08
    Sharpe Ratio1.641.46
    Treynor Ratio17.4415.22
    5 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)1.38-1.88
    Beta (against Standard Index)0.881.00
    Mean Annual Return1.161.04
    R-squared (against Standard Index)90.6193.60
    Standard Deviation11.9313.42
    Sharpe Ratio1.160.94
    Treynor Ratio15.9412.42
    10 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)-0.44-1.10
    Beta (against Standard Index)0.961.00
    Mean Annual Return0.690.67
    R-squared (against Standard Index)93.4593.21
    Standard Deviation14.5615.33
    Sharpe Ratio0.480.44
    Treynor Ratio6.385.77