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Tuesday, December 1, 2009, 5:51PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Managers AMG FQ Global Alternatives A (MGAAX)On Dec 1: 9.92  Down 0.03 (0.30%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:0
Best 1 Yr Total Return (2008):4.84%
Worst 1 Yr Total Return (2007):1.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMGAAXCategory
Alpha (against Standard Index)3.940.85
Beta (against Standard Index)-1.49-3.54
Mean Annual Return4.13-0.11
R-squared (against Standard Index)15.70
Standard Deviation8.3810.82
Sharpe Ratio0.24N/A
Treynor Ratio-1.15N/A
5 Years
StatisticMGAAXCategory
Alpha (against Standard Index)N/A2.74
Beta (against Standard Index)N/A-4.26
Mean Annual ReturnN/A0.22
R-squared (against Standard Index)N/A5.13
Standard DeviationN/A9.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticMGAAXCategory
Alpha (against Standard Index)N/A2.70
Beta (against Standard Index)N/A-2.55
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A1.73
Standard DeviationN/A8.43
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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