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Managers AMG Chicago Eq Part Bal B (MBEBX)
On
Dec 8
:
12.10
0.06
(0.49%)
MORE ON MBEBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.83%
Worst 1 Yr Total Return
(2008)
:
-19.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBEBX
Category
Alpha (against Standard Index)
-1.31
-2.88
Beta (against Standard Index)
0.87
1.08
Mean Annual Return
-0.50
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
11.70
14.69
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.33
N/A
5 Years
Statistic
MBEBX
Category
Alpha (against Standard Index)
-1.03
-2.47
Beta (against Standard Index)
0.89
1.06
Mean Annual Return
3.44
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
9.79
11.89
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.47
N/A
10 Years
Statistic
MBEBX
Category
Alpha (against Standard Index)
-0.24
-2.17
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
4.18
0.26
R-squared (against Standard Index)
60
86.72
Standard Deviation
12.49
11.31
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.24
N/A
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