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Managers AMG FQ Tax Mgd US Eq A (MFQAX)
On
Dec 4
:
10.58
0.13
(1.24%)
MORE ON MFQAX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
MFQAX
Category
Alpha (against Standard Index)
-2.91
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-9.92
-0.41
R-squared (against Standard Index)
91
95.50
Standard Deviation
20.57
20.09
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-12.34
N/A
5 Years
Statistic
MFQAX
Category
Alpha (against Standard Index)
0.57
0.26
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
0.61
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
17.39
16.47
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.35
N/A
10 Years
Statistic
MFQAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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