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 Dow Up0.17% Nasdaq Up0.44%

Capital Management Small Cap Inv (CMSVX)

22.63 Down 0.08(0.35%) Jul 11

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):38.63%
Worst 1 Yr Total Return(Dec 30, 2008):-32.92%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCMSVXCategory
Alpha (against Standard Index)-5.25-6.29
Beta (against Standard Index)1.161.27
Mean Annual Return1.121.05
R-squared (against Standard Index)80.1387.02
Standard Deviation15.8516.84
Sharpe Ratio0.840.75
Treynor Ratio11.149.39
5 Years
StatisticCMSVXCategory
Alpha (against Standard Index)0.95-2.40
Beta (against Standard Index)0.981.20
Mean Annual Return1.571.59
R-squared (against Standard Index)71.8783.86
Standard Deviation15.4617.61
Sharpe Ratio1.211.08
Treynor Ratio19.4915.86
10 Years
StatisticCMSVXCategory
Alpha (against Standard Index)1.800.34
Beta (against Standard Index)1.011.18
Mean Annual Return0.870.85
R-squared (against Standard Index)73.6083.54
Standard Deviation17.2619.05
Sharpe Ratio0.510.46
Treynor Ratio7.676.10