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CM Advisers (CMAFX)
On
Dec 18
:
8.96
0.04
(0.45%)
MORE ON CMAFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
12.71%
Worst 1 Yr Total Return
(2008)
:
-33.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CMAFX
Category
Alpha (against Standard Index)
-2.99
0.06
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.57
-0.33
R-squared (against Standard Index)
83
95.82
Standard Deviation
20.96
20.42
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.25
N/A
5 Years
Statistic
CMAFX
Category
Alpha (against Standard Index)
-1.43
0.04
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-0.77
0.17
R-squared (against Standard Index)
80
95.19
Standard Deviation
16.71
16.64
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.02
N/A
10 Years
Statistic
CMAFX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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