See what your fund actually adds
CRM Small Cap Value Fund Class Investor CRMSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CRMSX | Replication |
|---|---|---|
| Annualized growth | 7.7% | 6.9% |
| Annualized volatility | 19.0% | 18.8% |
| Sharpe ratio | 0.49 | 0.45 |
| Maximum drawdown | 23.3% | 25.3% |
| Replication fit (R²) | 0.92 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model CRMSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 77.3% |
| VBR | Small-Cap · Value | 13.1% |
| MTUM | Factor · Momentum | 4.1% |
| DBEF | Intl · Dev Hedged | 2.9% |
| DGS | EM Small Cap | 2.5% |