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 TSX Up0.84% TSX Ventures 0.00%

CGM Focus (CGMFX)

36.12 Up 0.73(2.06%) May 17


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down3
Best 1 Yr Total Return(2007-12-30):79.97%
Worst 1 Yr Total Return(2008-12-30):-48.18%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCGMFXCategory
Alpha (against Standard Index)-13.10-2.01
Beta (against Standard Index)1.461.04
Mean Annual Return0.590.98
R-squared (against Standard Index)76.3896.78
Standard Deviation25.3815.86
Sharpe Ratio0.270.74
Treynor Ratio2.6810.68
5 Years
StatisticCGMFXCategory
Alpha (against Standard Index)-12.93-0.96
Beta (against Standard Index)1.281.02
Mean Annual Return-0.370.51
R-squared (against Standard Index)66.7296.21
Standard Deviation29.7319.63
Sharpe Ratio-0.160.30
Treynor Ratio-7.033.94
10 Years
StatisticCGMFXCategory
Alpha (against Standard Index)4.33-0.38
Beta (against Standard Index)1.281.02
Mean Annual Return1.290.70
R-squared (against Standard Index)51.4894.96
Standard Deviation26.4615.34
Sharpe Ratio0.520.44
Treynor Ratio8.425.74