See what your fund actually adds
CRM All Cap Value Fund Class Investor CRMEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CRMEX | Replication |
|---|---|---|
| Annualized growth | 7.2% | 8.1% |
| Annualized volatility | 19.3% | 18.1% |
| Sharpe ratio | 0.46 | 0.52 |
| Maximum drawdown | 23.2% | 25.4% |
| Replication fit (R²) | 0.92 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CRMEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 42.3% |
| IJR | US Small Cap | 30.4% |
| MTUM | Factor · Momentum | 13.7% |
| XLF | Sector · Financials | 9.8% |
| IWC | Micro Cap | 3.9% |