CGM Focus Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 21.95
Mean 0.63
Sharpe Ratio 0.34
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Cyclical TR USD
R-Squared 74.88 86.44
Beta 1.52 1.27
Alpha -14.48 -11.63

See Also:

Top CGM Funds