Ratings & Risk for CGM Mutual (LOMMX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		449
    5-Year High Average
    		390
    10-Year High Below Average
    		278
    Overall High Average
    		—
    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 20.78 0.44 0.14
    5-Year 18.05 0.68 0.29
    10-Year 16.44 0.44 0.14
    15-Year 15.92 0.68 0.28
    20-Year 15.20 0.74 0.32
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 65.52 0.62 2.19
    3-Year 55.46 0.79 8.93
    5-Year 48.70 0.79 6.26
    10-Year 39.47 0.64 4.03

    S&P 500 TR

    Trailing data as of 10/31/2009