CM Advisors Small Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
2 1 3 4 3
Zacks Investment Research
---
Standard & Poor's
2 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.64
Mean 1.18
Sharpe Ratio 0.85
Bear Market Decile Rank 27

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 74.03 87.0
Beta 1.17 0.95
Alpha -4.7 -0.15

See Also:

Top CM Advisors Funds