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Sunday, December 6, 2009, 11:17PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Managers AMG FQ Tax Mgd US Eq A (MFQAX)On Dec 4: 10.58  Up 0.13 (1.24%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):9.42%
Worst 1 Yr Total Return (2008):-40.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMFQAXCategory
Alpha (against Standard Index)-2.910.38
Beta (against Standard Index)1.001.00
Mean Annual Return-9.92-0.41
R-squared (against Standard Index)9195.50
Standard Deviation20.5720.09
Sharpe Ratio-0.52N/A
Treynor Ratio-12.34N/A
5 Years
StatisticMFQAXCategory
Alpha (against Standard Index)0.570.26
Beta (against Standard Index)1.031.01
Mean Annual Return0.610.16
R-squared (against Standard Index)8994.84
Standard Deviation17.3916.47
Sharpe Ratio-0.05N/A
Treynor Ratio-2.35N/A
10 Years
StatisticMFQAXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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