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CM Advisers Fixed Income (CMFIX)
On
Dec 18
:
11.10
0.03
(0.27%)
MORE ON CMFIX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.46%
Worst 1 Yr Total Return
(2008)
:
-0.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CMFIX
Category
Alpha (against Standard Index)
-2.55
-2.69
Beta (against Standard Index)
1.76
1.20
Mean Annual Return
6.63
0.37
R-squared (against Standard Index)
64
27.56
Standard Deviation
9.00
10.24
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.47
N/A
5 Years
Statistic
CMFIX
Category
Alpha (against Standard Index)
N/A
-0.62
Beta (against Standard Index)
N/A
1.10
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
26.62
Standard Deviation
N/A
8.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
CMFIX
Category
Alpha (against Standard Index)
N/A
0.51
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
22.71
Standard Deviation
N/A
7.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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