Ratings & Risk for CGM Realty (CGMRX)

Morningstar Category: Real Estate
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High High
    		71
    5-Year High High
    		64
    10-Year High High
    		43
    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 39.42 0.26 0.02
    5-Year 32.36 1.31 0.39
    10-Year 26.62 1.68 0.65
    15-Year 23.39 1.48 0.60
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 63.74 1.80 -5.53
    3-Year 67.52 1.66 13.53
    5-Year 66.45 1.65 14.94
    10-Year 37.83 1.01 19.87

    S&P 500 TR

    Trailing data as of 10/31/2009