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ISIN
US92934R7695
CUSIP
92934R769
Issuer
CRM
Inception Date
Jan 6, 1998
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CRIMX Performance Chart

CRM Mid Cap Value Fund (CRIMX) is up 9.9% since the beginning of the year. CRIMX is currently trading at $26 per share. Investors who bought $1,000 worth of CRIMX shares 5 years ago would now be looking at an investment worth $1,349.


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S&P 500 Index

Returns By Period

CRM Mid Cap Value Fund (CRIMX) has returned 9.91% so far this year and 25.66% over the past 12 months. Over the last ten years, CRIMX has returned 10.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


CRM Mid Cap Value Fund

1D
-1.15%
1M
1.86%
YTD
9.91%
6M
11.10%
1Y
25.66%
3Y*
12.51%
5Y*
6.17%
10Y*
10.24%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRIMX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 1997, CRIMX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Mar 2000 with a return of +16.1%, while the worst month was Oct 2008 at -18.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CRIMX closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.10%6.20%-9.01%8.75%1.64%-1.15%9.91%
20253.96%-2.37%-7.02%-3.49%3.57%3.87%3.37%4.34%-0.96%0.04%2.27%1.93%9.15%
2024-1.18%6.34%4.34%-7.12%4.48%-1.85%6.63%0.31%0.86%-1.52%5.53%-7.05%8.84%
20237.58%-2.57%-3.72%-2.34%-3.82%6.33%3.22%-2.36%-5.44%-4.52%9.13%6.49%6.58%
2022-5.80%0.04%2.23%-4.40%2.57%-8.64%6.54%-3.03%-8.56%11.04%5.14%-4.63%-9.22%
2021-0.87%5.49%5.79%5.62%3.28%-0.99%-0.52%1.01%-2.99%5.77%-1.71%6.64%29.14%

Benchmark Metrics

CRM Mid Cap Value Fund has an annualized alpha of 4.05%, beta of 0.87, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

  • This fund captured 102.21% of S&P 500 Index gains but only 88.59% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 4.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.81, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.05%
Beta
0.87
0.81
Upside Capture
102.21%
Downside Capture
88.59%

Expense Ratio

CRIMX has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CRIMX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CRIMX Risk / Return Rank: 3232
Overall Rank
CRIMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CRIMX Sortino Ratio Rank: 3131
Sortino Ratio Rank
CRIMX Omega Ratio Rank: 2727
Omega Ratio Rank
CRIMX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CRIMX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CRM Mid Cap Value Fund (CRIMX) and compare them to S&P 500 Index.


CRIMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.56

2.39

-0.83

Sortino ratio

Return per unit of downside risk

2.31

3.25

-0.94

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

2.21

3.11

-0.90

Martin ratio

Return relative to average drawdown

7.98

14.38

-6.40

Dividends

Dividend History

CRM Mid Cap Value Fund provided a 5.41% dividend yield over the last twelve months, with an annual payout of $1.39 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.39$1.39$2.22$1.43$0.99$5.04$0.49$0.67$1.90$4.37$0.91$7.93

Dividend yield

5.41%5.94%9.75%6.25%4.33%19.21%2.03%3.01%10.26%20.06%4.13%40.25%

Monthly Dividends

The table displays the monthly dividend distributions for CRM Mid Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.22$2.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99$0.99
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.04$5.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the CRM Mid Cap Value 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 CRM Mid Cap Value Fund was 49.69%, occurring on Mar 9, 2009. Recovery took 487 trading sessions.

The current CRM Mid Cap Value Fund drawdown is 2.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-49.69%Mar 2009
1y 7mo1y 11mo
3y 6moJul 2007 - Feb 2011
COVID crash2020
-39.68%Mar 2020
1mo 4d7mo 21d
8mo 25dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-31.96%Oct 2002
5mo 20d1y 18d
1y 6moApr 2002 - Oct 2003
2011 bear market2011
-26.21%Oct 2011
4mo 25d1y 3mo
1y 7moMay 2011 - Jan 2013
1998 bear market1998
-25.26%Oct 1998
5mo 19d1y 5mo
1y 10moApr 1998 - Mar 2000

Drawdown Indicators


CRIMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-56.78%

+7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-9.10%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.07%

-18.90%

-5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-25.43%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.68%

-33.92%

-5.76%

Current Drawdown

Current decline from peak

-2.13%

0.00%

-2.13%

Average Drawdown

Average peak-to-trough decline

-7.43%

-10.72%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

1.97%

+1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CRIMX

Add CRM Mid Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CRIMX