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Managers AMG GW&K Muni Enhanced Yield I (GWMEX)
On
Dec 28
:
8.80
0.04
(0.45%)
MORE ON GWMEX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
7.25%
Worst 1 Yr Total Return
(2008)
:
-24.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GWMEX
Category
Alpha (against Standard Index)
-5.92
-6.75
Beta (against Standard Index)
1.72
1.39
Mean Annual Return
-1.10
-0.14
R-squared (against Standard Index)
59
49.50
Standard Deviation
13.60
12.23
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.96
N/A
5 Years
Statistic
GWMEX
Category
Alpha (against Standard Index)
N/A
-3.03
Beta (against Standard Index)
N/A
1.29
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
48.63
Standard Deviation
N/A
9.36
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
GWMEX
Category
Alpha (against Standard Index)
N/A
-1.97
Beta (against Standard Index)
N/A
1.03
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
48.10
Standard Deviation
N/A
7.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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