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    More On ARSVX


    AMG River Road Small Cap Value N (ARSVX)

    13.20 Down 0.04(0.30%) Jan 23

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up6
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2006):30.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticARSVXCategory
    Alpha (against Standard Index)-0.44-3.32
    Beta (against Standard Index)0.941.11
    Mean Annual Return0.680.57
    R-squared (against Standard Index)64.9663.95
    Standard Deviation12.5815.02
    Sharpe Ratio0.640.45
    Treynor Ratio7.955.24
    5 Years
    StatisticARSVXCategory
    Alpha (against Standard Index)-0.42-2.25
    Beta (against Standard Index)0.941.12
    Mean Annual Return1.091.14
    R-squared (against Standard Index)67.6268.63
    Standard Deviation11.8814.02
    Sharpe Ratio1.090.98
    Treynor Ratio13.7712.08
    10 Years
    StatisticARSVXCategory
    Alpha (against Standard Index)-0.85-0.58
    Beta (against Standard Index)0.941.17
    Mean Annual Return0.550.71
    R-squared (against Standard Index)81.8882.48
    Standard Deviation15.9219.70
    Sharpe Ratio0.370.40
    Treynor Ratio5.085.27