Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, January 5, 2010, 8:26PM ET - U.S. Markets Closed.
Dow
0.11%
Nasdaq
0.01%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
CRM Mid Cap Value Instl (CRIMX)
On
Jan 5
:
24.79
0.11
(0.45%)
MORE ON CRIMX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
24.98%
Worst 1 Yr Total Return
(2008)
:
-35.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CRIMX
Category
Alpha (against Standard Index)
1.57
1.45
Beta (against Standard Index)
0.93
1.13
Mean Annual Return
-3.72
-0.27
R-squared (against Standard Index)
92
88.11
Standard Deviation
19.11
23.88
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.48
N/A
5 Years
Statistic
CRIMX
Category
Alpha (against Standard Index)
2.21
1.17
Beta (against Standard Index)
0.94
1.15
Mean Annual Return
3.05
0.26
R-squared (against Standard Index)
91
86.34
Standard Deviation
15.76
19.90
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
CRIMX
Category
Alpha (against Standard Index)
12.33
5.72
Beta (against Standard Index)
0.84
1.04
Mean Annual Return
12.74
0.53
R-squared (against Standard Index)
69
73.17
Standard Deviation
16.51
19.87
Sharpe Ratio
0.64
N/A
Treynor Ratio
11.66
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center