CGM Focus Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 21.89
Mean 0.69
Sharpe Ratio 0.37
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Cyclical TR USD
R-Squared 75.1 86.5
Beta 1.52 1.26
Alpha -13.37 -10.39

See Also:

Top CGM Funds