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Tuesday, December 8, 2009, 11:01PM ET - U.S. Markets Closed. Dow  1.00% Nasdaq  0.76%

CRM Mid Cap Value Inv (CRMMX)

On Dec 8: 23.26   0.21 (0.89%)

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Risk  As of 31-Oct-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): 24.65% Worst 1 Yr Total Return (2008): -35.16% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CRMMX Category Alpha (against Standard Index) 2.15 2.78 Beta (against Standard Index) 0.93 1.14 Mean Annual Return -4.41 -0.31 R-squared (against Standard Index) 92 88.48 Standard Deviation 19.00 23.83 Sharpe Ratio -0.27 N/A Treynor Ratio -7.32 N/A 5 Years Statistic CRMMX Category Alpha (against Standard Index) 2.64 2.11 Beta (against Standard Index) 0.95 1.17 Mean Annual Return 3.09 0.29 R-squared (against Standard Index) 90 86.78 Standard Deviation 15.87 20.06 Sharpe Ratio 0.09 N/A Treynor Ratio 0.07 N/A 10 Years Statistic CRMMX Category Alpha (against Standard Index) 12.59 6.25 Beta (against Standard Index) 0.85 1.05 Mean Annual Return 12.65 0.54 R-squared (against Standard Index) 68 72.80 Standard Deviation 16.56 19.97 Sharpe Ratio 0.63 N/A Treynor Ratio 11.42 N/A
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