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CM Advisors Fixed Income Fund (CMFIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1256772039
CUSIP125677203
IssuerCM Advisors
Inception DateMar 24, 2006
CategoryShort-Term Bond
Min. Investment$2,500
Asset ClassBond

Expense Ratio

The CM Advisors Fixed Income Fund has a high expense ratio of 0.88%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.88%

Share Price Chart


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CM Advisors Fixed Income Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CM Advisors Fixed Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
96.89%
303.27%
CMFIX (CM Advisors Fixed Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

CM Advisors Fixed Income Fund had a return of -0.82% year-to-date (YTD) and 10.07% in the last 12 months. Over the past 10 years, CM Advisors Fixed Income Fund had an annualized return of 2.08%, while the S&P 500 had an annualized return of 10.89%, indicating that CM Advisors Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.82%10.16%
1 month-0.36%3.47%
6 months3.30%22.20%
1 year10.07%30.45%
5 years (annualized)2.36%13.16%
10 years (annualized)2.08%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.36%-0.09%
20231.15%3.19%2.53%-0.27%1.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for CM Advisors Fixed Income Fund (CMFIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CMFIX
CM Advisors Fixed Income Fund
2.63
^GSPC
S&P 500
2.79

Sharpe Ratio

The current CM Advisors Fixed Income Fund Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.63
2.79
CMFIX (CM Advisors Fixed Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

CM Advisors Fixed Income Fund granted a 4.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.47$0.47$0.14$0.27$0.18$0.24$0.36$0.42$0.40$0.21$0.20$0.14

Dividend yield

4.25%4.22%1.33%2.49%1.63%2.23%3.34%3.74%3.50%1.85%1.77%1.23%

Monthly Dividends

The table displays the monthly dividend distributions for CM Advisors Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.21$0.00$0.00$0.10
2022$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.19
2020$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04
2019$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.05
2018$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.14
2017$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.20
2016$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.12
2015$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.09
2014$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.09
2013$0.04$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.12%
0
CMFIX (CM Advisors Fixed Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CM Advisors Fixed Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CM Advisors Fixed Income Fund was 12.21%, occurring on Jun 12, 2007. Recovery took 60 trading sessions.

The current CM Advisors Fixed Income Fund drawdown is 1.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.21%Dec 5, 2006129Jun 12, 200760Sep 7, 2007189
-10.4%Sep 16, 200833Oct 30, 200850Jan 13, 200983
-4.81%Dec 30, 2021249Dec 23, 2022157Aug 11, 2023406
-4.68%Sep 12, 20077Sep 20, 200724Oct 24, 200731
-4.29%Sep 26, 200620Oct 23, 20067Nov 1, 200627

Volatility

Volatility Chart

The current CM Advisors Fixed Income Fund volatility is 1.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.09%
2.80%
CMFIX (CM Advisors Fixed Income Fund)
Benchmark (^GSPC)