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Tuesday, December 1, 2009, 1:20PM ET - U.S. Markets close in 2 hours and 40 minutes. Dow Up 1.31% Nasdaq Up 1.63%
Managers AMG Essex Gr Instl (MEAIX)On Nov 30: 7.57  Up 0.03 (0.40%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):19.59%
Worst 1 Yr Total Return (2008):-51.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEAIXCategory
Alpha (against Standard Index)-1.843.31
Beta (against Standard Index)1.111.09
Mean Annual Return-10.59-0.23
R-squared (against Standard Index)7884.23
Standard Deviation24.6123.37
Sharpe Ratio-0.42N/A
Treynor Ratio-11.73N/A
5 Years
StatisticMEAIXCategory
Alpha (against Standard Index)-2.322.25
Beta (against Standard Index)1.151.13
Mean Annual Return-3.170.31
R-squared (against Standard Index)7581.04
Standard Deviation21.1720.00
Sharpe Ratio-0.18N/A
Treynor Ratio-5.38N/A
10 Years
StatisticMEAIXCategory
Alpha (against Standard Index)N/A4.42
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A60.91
Standard DeviationN/A23.71
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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