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CRM Mid Cap Value Fund Class Investor CRMMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CRMMX | Replication |
|---|---|---|
| Annualized growth | 5.8% | 7.9% |
| Annualized volatility | 17.8% | 17.6% |
| Sharpe ratio | 0.41 | 0.52 |
| Maximum drawdown | 21.1% | 22.4% |
| Replication fit (R²) | 0.92 · Tracking error 4.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model CRMMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 68.3% |
| IJR | US Small Cap | 9.1% |
| XLB | Sector · Materials | 8.6% |
| VTV | Style · Value | 7.2% |
| XLI | Sector · Industrials | 6.8% |