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Tuesday, December 1, 2009, 11:11PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Managers AMG Chicago Eq Part Bal A (MBEAX)On Dec 1: 12.42  Up 0.09 (0.73%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.73%
Worst 1 Yr Total Return (2008):-18.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMBEAXCategory
Alpha (against Standard Index)-0.57-2.88
Beta (against Standard Index)0.881.08
Mean Annual Return0.23-0.13
R-squared (against Standard Index)9693.44
Standard Deviation11.7014.69
Sharpe Ratio-0.13N/A
Treynor Ratio-2.49N/A
5 Years
StatisticMBEAXCategory
Alpha (against Standard Index)-0.32-2.47
Beta (against Standard Index)0.891.06
Mean Annual Return4.180.23
R-squared (against Standard Index)9592.52
Standard Deviation9.7811.89
Sharpe Ratio0.16N/A
Treynor Ratio1.31N/A
10 Years
StatisticMBEAXCategory
Alpha (against Standard Index)0.35-2.17
Beta (against Standard Index)0.981.05
Mean Annual Return4.800.26
R-squared (against Standard Index)6086.72
Standard Deviation12.4911.31
Sharpe Ratio0.20N/A
Treynor Ratio1.87N/A

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