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Tuesday, December 29, 2009, 5:21PM ET - U.S. Markets Closed. Dow  0.02% Nasdaq  0.12%

CRM Small Cap Value Inv (CRMSX)

On Dec 28: 18.46   0.01 (0.05%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 17.82% Worst 1 Yr Total Return (2008): -30.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CRMSX Category Alpha (against Standard Index) -0.68 -0.48 Beta (against Standard Index) 1.00 1.16 Mean Annual Return -6.82 -0.45 R-squared (against Standard Index) 82 86.39 Standard Deviation 21.81 24.75 Sharpe Ratio -0.32 N/A Treynor Ratio -9.11 N/A 5 Years Statistic CRMSX Category Alpha (against Standard Index) 0.67 0.00 Beta (against Standard Index) 1.03 1.17 Mean Annual Return 0.93 0.16 R-squared (against Standard Index) 80 83.41 Standard Deviation 18.45 20.64 Sharpe Ratio -0.02 N/A Treynor Ratio -1.99 N/A 10 Years Statistic CRMSX Category Alpha (against Standard Index) 9.46 7.16 Beta (against Standard Index) 0.93 1.00 Mean Annual Return 8.97 0.66 R-squared (against Standard Index) 66 64.42 Standard Deviation 18.52 20.26 Sharpe Ratio 0.40 N/A Treynor Ratio 6.51 N/A
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