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CRM Small Cap Value Instl (CRISX)

On Dec 3: 18.15   0.17 (0.93%)

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Risk  As of 31-Oct-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 (2004): 18.11% Worst 1 Yr Total Return (2008): -30.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CRISX Category Alpha (against Standard Index) 1.18 1.01 Beta (against Standard Index) 1.02 1.19 Mean Annual Return -6.51 -0.48 R-squared (against Standard Index) 83 87.23 Standard Deviation 21.84 24.84 Sharpe Ratio -0.31 N/A Treynor Ratio -8.76 N/A 5 Years Statistic CRISX Category Alpha (against Standard Index) 2.34 1.42 Beta (against Standard Index) 1.06 1.21 Mean Annual Return 2.13 0.23 R-squared (against Standard Index) 81 84.16 Standard Deviation 18.74 21.07 Sharpe Ratio 0.05 N/A Treynor Ratio -0.85 N/A 10 Years Statistic CRISX Category Alpha (against Standard Index) 10.51 7.80 Beta (against Standard Index) 0.94 1.01 Mean Annual Return 9.67 0.68 R-squared (against Standard Index) 66 64.84 Standard Deviation 18.62 20.31 Sharpe Ratio 0.44 N/A Treynor Ratio 7.13 N/A
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