- ISIN
- US12626X8415
- CUSIP
- 12626X841
- Issuer
- CRM
- Inception Date
- Oct 24, 2006
- Category
- Mid Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CRMEX Performance Chart
CRM All Cap Value Fund (CRMEX) is up 21.0% since the beginning of the year. CRMEX is currently trading at $8 per share. Investors who bought $1,000 worth of CRMEX shares 5 years ago would now be looking at an investment worth $1,581.
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Returns By Period
CRM All Cap Value Fund (CRMEX) has returned 21.01% so far this year and 44.24% over the past 12 months. Over the last ten years, CRMEX has returned 10.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
CRM All Cap Value Fund
- 1D
- 2.19%
- 1M
- 6.46%
- YTD
- 21.01%
- 6M
- 19.12%
- 1Y
- 44.24%
- 3Y*
- 18.35%
- 5Y*
- 9.60%
- 10Y*
- 10.68%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CRMEX Monthly Returns History
Based on dividend-adjusted daily data since Oct 26, 2006, CRMEX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CRMEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.74% | 3.33% | -6.98% | 12.70% | 2.30% | 5.26% | 21.01% | ||||||
| 2025 | 3.35% | -3.94% | -8.65% | -3.53% | 4.49% | 5.25% | 3.03% | 5.43% | -0.56% | 1.54% | 1.93% | 3.23% | 11.04% |
| 2024 | -1.37% | 5.09% | 5.14% | -5.73% | 6.07% | -1.54% | 4.96% | 2.30% | 0.79% | -2.49% | 7.39% | -4.98% | 15.55% |
| 2023 | 7.86% | -3.35% | -4.98% | -1.27% | -4.34% | 6.55% | 4.42% | -3.32% | -5.16% | -5.11% | 8.85% | 6.94% | 5.43% |
| 2022 | -4.37% | 0.42% | 1.10% | -5.59% | 2.60% | -8.87% | 7.26% | -3.31% | -8.05% | 14.59% | 1.98% | -5.48% | -9.73% |
| 2021 | 0.13% | 5.74% | 3.08% | 4.67% | 3.09% | -1.55% | -1.24% | 0.91% | -3.50% | 4.10% | -1.57% | 6.32% | 21.44% |
Benchmark Metrics
CRM All Cap Value Fund has an annualized alpha of -0.71%, beta of 1.00, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 26, 2006.
- This fund participated in 106.61% of S&P 500 Index downside but only 102.05% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.87, 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
- -0.71%
- Beta
- 1.00
- R²
- 0.87
- Upside Capture
- 102.05%
- Downside Capture
- 106.61%
Expense Ratio
CRMEX has a high expense ratio of 1.34%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CRMEX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CRM All Cap Value Fund (CRMEX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRMEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.78 | +0.88 |
| Martin ratioReturn relative to average drawdown | 13.36 | 12.44 | +0.92 |
Dividends
Dividend History
CRM All Cap Value Fund provided a 7.84% dividend yield over the last twelve months, with an annual payout of $0.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.66 | $0.66 | $0.76 | $0.13 | $0.46 | $1.73 | $0.21 | $0.42 | $1.57 | $1.46 | $0.40 | $2.38 |
Dividend yield | 7.84% | 9.49% | 11.02% | 1.92% | 7.25% | 22.91% | 2.70% | 6.13% | 26.31% | 16.83% | 4.64% | 29.97% |
Monthly Dividends
The table displays the monthly dividend distributions for CRM All Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.66 | $0.66 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $0.76 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $1.73 |
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 All 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 All Cap Value Fund was 53.72%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.72%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 |
COVID crash2020 | -42.66%Mar 2020 | 1y 6mo | 7mo 21d | 2y 1moSep 2018 - Nov 2020 |
2025 selloff2025 | -25.73%Apr 2025 | 4mo 13d | 5mo | 9mo 13dNov 2024 - Sep 2025 |
2023 bear market2023 | -21.10%Oct 2023 | 1y 9mo | 4mo 25d | 2y 2moJan 2022 - Mar 2024 |
2016 correction2016 | -17.47%Feb 2016 | 7mo 22d | 3mo 27d | 11mo 19dJun 2015 - Jun 2016 |
Drawdown Indicators
| CRMEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -56.78% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -9.10% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -25.73% | -18.90% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -25.43% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -33.92% | -8.74% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -10.71% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.03% | +1.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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