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    Commerce Value (CFVLX)

    31.73 Down 0.09(0.28%) Apr 1

    Risk as of Feb 27, 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)0.65-1.82
    Beta (against Standard Index)0.901.00
    Mean Annual Return1.341.28
    R-squared (against Standard Index)86.0689.71
    Standard Deviation9.2010.06
    Sharpe Ratio1.741.53
    Treynor Ratio18.6215.90
    5 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)1.65-2.08
    Beta (against Standard Index)0.881.00
    Mean Annual Return1.311.16
    R-squared (against Standard Index)90.6893.82
    Standard Deviation12.0713.55
    Sharpe Ratio1.291.04
    Treynor Ratio18.1414.02
    10 Years
    StatisticCFVLXCategory
    Alpha (against Standard Index)-0.52-1.12
    Beta (against Standard Index)0.961.00
    Mean Annual Return0.660.64
    R-squared (against Standard Index)93.4893.38
    Standard Deviation14.5915.34
    Sharpe Ratio0.440.41
    Treynor Ratio5.905.38