- ISIN
- US92934R7935
- CUSIP
- 92934R793
- Issuer
- CRM
- Inception Date
- Sep 29, 1995
- Category
- Small Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CRMSX Performance Chart
CRM Small Cap Value Fund (CRMSX) is up 20.4% since the beginning of the year. CRMSX is currently trading at $15 per share. Investors who bought $1,000 worth of CRMSX shares 5 years ago would now be looking at an investment worth $1,510.
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Returns By Period
CRM Small Cap Value Fund (CRMSX) has returned 20.42% so far this year and 35.98% over the past 12 months. Over the last ten years, CRMSX has returned 9.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
CRM Small Cap Value Fund
- 1D
- 2.19%
- 1M
- 8.00%
- YTD
- 20.42%
- 6M
- 17.48%
- 1Y
- 35.98%
- 3Y*
- 16.43%
- 5Y*
- 8.59%
- 10Y*
- 9.30%
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%
CRMSX Monthly Returns History
Based on dividend-adjusted daily data since Sep 29, 1995, CRMSX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +18.5%, while the worst month was Mar 2020 at -27.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CRMSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -15.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.07% | -0.30% | -5.51% | 11.01% | 4.67% | 5.70% | 20.42% | ||||||
| 2025 | 2.03% | -5.40% | -5.93% | -3.51% | 3.23% | 3.21% | 0.08% | 7.06% | -2.46% | -0.82% | 5.02% | 1.00% | 2.61% |
| 2024 | -3.27% | 4.67% | 3.62% | -5.05% | 6.81% | -1.10% | 8.22% | 0.62% | 0.07% | -0.34% | 11.32% | -7.34% | 17.86% |
| 2023 | 5.80% | -1.16% | -5.31% | -0.41% | -4.14% | 7.86% | 5.84% | -3.71% | -5.18% | -3.15% | 5.13% | 9.35% | 9.71% |
| 2022 | -4.40% | 1.37% | -0.47% | -6.21% | 2.65% | -7.99% | 6.67% | -0.66% | -5.38% | 13.65% | 3.08% | -6.39% | -6.05% |
| 2021 | 0.54% | 11.30% | 2.98% | 3.36% | 0.51% | -1.42% | -2.59% | -0.30% | -3.68% | 3.76% | -2.61% | 4.42% | 16.50% |
Benchmark Metrics
CRM Small Cap Value Fund has an annualized alpha of 2.33%, beta of 0.92, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 29, 1995.
- This fund captured 104.47% of S&P 500 Index gains but only 99.17% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R2 of 0.69, 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
- 2.33%
- Beta
- 0.92
- R²
- 0.69
- Upside Capture
- 104.47%
- Downside Capture
- 99.17%
Expense Ratio
CRMSX has a high expense ratio of 1.17%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CRMSX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CRM Small Cap Value Fund (CRMSX) 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.
| CRMSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.78 | -0.07 |
| Martin ratioReturn relative to average drawdown | 9.31 | 12.44 | -3.13 |
Dividends
Dividend History
CRM Small Cap Value Fund provided a 8.89% dividend yield over the last twelve months, with an annual payout of $1.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.37 | $1.37 | $1.42 | $0.57 | $2.07 | $1.91 | $0.07 | $1.09 | $1.60 | $2.87 | $1.33 | $3.55 |
Dividend yield | 8.89% | 10.71% | 10.29% | 4.44% | 16.87% | 12.53% | 0.46% | 7.17% | 12.30% | 16.69% | 7.54% | 23.38% |
Monthly Dividends
The table displays the monthly dividend distributions for CRM Small 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 | $1.37 | $1.37 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.42 | $1.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $1.78 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $2.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.91 | $1.91 |
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 Small 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 Small Cap Value Fund was 55.09%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.09%Mar 2009 | 1y 7mo | 1y 10mo | 3y 5moJul 2007 - Jan 2011 |
COVID crash2020 | -47.66%Mar 2020 | 2mo 6d | 9mo 19d | 11mo 25dJan 2020 - Jan 2021 |
1998 bear market1998 | -39.49%Oct 1998 | 5mo 18d | 2y 3mo | 2y 8moApr 1998 - Jan 2001 |
2003 bear market2003 | -35.75%Mar 2003 | 10mo 29d | 6mo 10d | 1y 5moApr 2002 - Sep 2003 |
2011 bear market2011 | -32.15%Oct 2011 | 4mo 25d | 1y 4mo | 1y 8moMay 2011 - Feb 2013 |
Drawdown Indicators
| CRMSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.09% | -56.78% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -9.10% | -4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.73% | -18.90% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -25.43% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -47.66% | -33.92% | -13.74% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -10.71% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.03% | +1.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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