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Monday, November 30, 2009, 7:17PM ET - U.S. Markets Closed. Dow  0.34% Nasdaq  0.29%

CGM Focus (CGMFX)

On Nov 30: 29.90   0.36 (1.22%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 79.97% Worst 1 Yr Total Return (2008): -48.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CGMFX Category Alpha (against Standard Index) 11.52 2.45 Beta (against Standard Index) 1.14 1.00 Mean Annual Return -0.37 -0.24 R-squared (against Standard Index) 48 88.47 Standard Deviation 32.16 20.84 Sharpe Ratio 0.09 N/A Treynor Ratio -2.44 N/A 5 Years Statistic CGMFX Category Alpha (against Standard Index) 10.32 0.94 Beta (against Standard Index) 1.14 1.01 Mean Annual Return 7.83 0.21 R-squared (against Standard Index) 41 86.37 Standard Deviation 28.32 17.46 Sharpe Ratio 0.31 N/A Treynor Ratio 4.23 N/A 10 Years Statistic CGMFX Category Alpha (against Standard Index) 21.39 0.18 Beta (against Standard Index) 0.75 1.04 Mean Annual Return 19.11 0.04 R-squared (against Standard Index) 15 78.62 Standard Deviation 30.63 19.22 Sharpe Ratio 0.64 N/A Treynor Ratio 21.55 N/A
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