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    CGM Focus (CGMFX)

    37.55 Down 0.94(2.44%) Jan 28

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    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)-10.22-1.53
    Beta (against Standard Index)1.421.02
    Mean Annual Return1.411.50
    R-squared (against Standard Index)63.9692.13
    Standard Deviation16.169.69
    Sharpe Ratio1.041.85
    Treynor Ratio11.8018.64
    5 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-13.88-1.66
    Beta (against Standard Index)1.481.02
    Mean Annual Return0.731.16
    R-squared (against Standard Index)76.6695.62
    Standard Deviation22.0113.60
    Sharpe Ratio0.391.03
    Treynor Ratio4.3713.60
    10 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)0.20-0.59
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.870.67
    R-squared (against Standard Index)52.8594.90
    Standard Deviation25.2915.24
    Sharpe Ratio0.350.43
    Treynor Ratio4.715.51