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    CGM Focus (CGMFX)

    44.16 Up 0.21(0.48%) Jul 31

    Risk as of Jun 29, 2015Get 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)-4.01-0.66
    Beta (against Standard Index)1.341.00
    Mean Annual Return1.501.31
    R-squared (against Standard Index)53.0291.41
    Standard Deviation15.768.96
    Sharpe Ratio1.141.75
    Treynor Ratio13.5016.47
    5 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-11.84-1.72
    Beta (against Standard Index)1.501.03
    Mean Annual Return1.111.30
    R-squared (against Standard Index)71.6095.11
    Standard Deviation21.2612.68
    Sharpe Ratio0.621.23
    Treynor Ratio7.7615.42
    10 Years
    StatisticCGMFXCategory
    Alpha (against Standard Index)-0.96-0.58
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.800.69
    R-squared (against Standard Index)53.7495.02
    Standard Deviation25.3315.30
    Sharpe Ratio0.330.45
    Treynor Ratio4.115.88