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Capital Management Small Cap Inv (CMSVX)
On
Dec 9
:
13.13
0.05
(0.38%)
MORE ON CMSVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.92%
Worst 1 Yr Total Return
(2008)
:
-32.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CMSVX
Category
Alpha (against Standard Index)
1.62
1.71
Beta (against Standard Index)
0.99
1.15
Mean Annual Return
-5.76
-0.40
R-squared (against Standard Index)
83
85.55
Standard Deviation
21.14
24.28
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.29
N/A
5 Years
Statistic
CMSVX
Category
Alpha (against Standard Index)
2.58
1.12
Beta (against Standard Index)
1.03
1.19
Mean Annual Return
2.35
0.21
R-squared (against Standard Index)
74
81.02
Standard Deviation
18.96
21.15
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.66
N/A
10 Years
Statistic
CMSVX
Category
Alpha (against Standard Index)
5.66
5.25
Beta (against Standard Index)
0.94
1.18
Mean Annual Return
4.34
0.43
R-squared (against Standard Index)
60
56.73
Standard Deviation
19.45
25.52
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.47
N/A
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