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    CGM Focus (CGMFX)

    40.83 Up 0.05(0.12%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2007):79.97%
    Worst 1 Yr Total Return(Dec 30, 2008):-48.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-11.46-1.70
    Beta (against Standard Index)1.431.02
    Mean Annual Return1.371.52
    R-squared (against Standard Index)63.0592.05
    Standard Deviation16.269.65
    Sharpe Ratio1.011.90
    Treynor Ratio11.3318.98
    5 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-14.33-1.60
    Beta (against Standard Index)1.481.02
    Mean Annual Return0.741.21
    R-squared (against Standard Index)76.4695.59
    Standard Deviation22.0013.61
    Sharpe Ratio0.401.07
    Treynor Ratio4.5014.18
    10 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-0.20-0.59
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.870.70
    R-squared (against Standard Index)52.4194.89
    Standard Deviation25.2915.25
    Sharpe Ratio0.350.45
    Treynor Ratio4.725.88