Ratings & Risk for CGM Focus (CGMFX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High High
    		449
    5-Year High High
    		390
    10-Year High High
    		278
    Overall High High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 32.16 0.43 0.08
    5-Year 28.33 0.98 0.31
    10-Year 30.63 1.87 0.64
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 90.85 1.04 -19.34
    3-Year 48.67 1.14 11.52
    5-Year 41.25 1.14 10.32
    10-Year 15.67 0.75 21.39

    S&P 500 TR

    Trailing data as of 10/31/2009