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Friday, December 11, 2009, 3:48PM ET - U.S. Markets close in 12 mins.. Dow Up 0.55% Nasdaq Down 0.12%
CRM Small/Mid Cap Value Inv (CRMAX)On Dec 10: 11.78  Up 0.04 (0.34%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):19.16%
Worst 1 Yr Total Return (2008):-31.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCRMAXCategory
Alpha (against Standard Index)1.291.45
Beta (against Standard Index)0.901.13
Mean Annual Return-3.91-0.27
R-squared (against Standard Index)8688.11
Standard Deviation19.3323.88
Sharpe Ratio-0.22N/A
Treynor Ratio-6.83N/A
5 Years
StatisticCRMAXCategory
Alpha (against Standard Index)2.501.17
Beta (against Standard Index)0.951.15
Mean Annual Return3.220.26
R-squared (against Standard Index)8486.34
Standard Deviation16.5219.90
Sharpe Ratio0.10N/A
Treynor Ratio0.24N/A
10 Years
StatisticCRMAXCategory
Alpha (against Standard Index)N/A5.72
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A73.17
Standard DeviationN/A19.87
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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