CGM Focus Fund

Class No Load (CGMFX)
Scorecard
1 / 5 Stars
Lipper
2 1 1 4 4
Zacks Investment Research
4 (Sell)
Standard & Poor's
2 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 21.9
Mean 0.84
Sharpe Ratio 0.46
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Cyclical TR USD
R-Squared 75.8 86.9
Beta 1.56 1.28
Alpha -15.1 -11.09

See Also:

Top CGM Funds