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Wednesday, December 30, 2009, 6:42PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
Managers AMG Chicago Eq Part Midcap A (MKPAX)On Dec 30: 10.95  Down 0.01 (0.09%)  
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Risk  As of 30-Nov-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 (2004):16.80%
Worst 1 Yr Total Return (2008):-42.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMKPAXCategory
Alpha (against Standard Index)-1.211.45
Beta (against Standard Index)1.111.13
Mean Annual Return-8.26-0.27
R-squared (against Standard Index)9088.11
Standard Deviation23.2023.88
Sharpe Ratio-0.35N/A
Treynor Ratio-9.48N/A
5 Years
StatisticMKPAXCategory
Alpha (against Standard Index)-0.661.17
Beta (against Standard Index)1.131.15
Mean Annual Return-0.700.26
R-squared (against Standard Index)8786.34
Standard Deviation19.4819.90
Sharpe Ratio-0.09N/A
Treynor Ratio-3.26N/A
10 Years
StatisticMKPAXCategory
Alpha (against Standard Index)5.285.72
Beta (against Standard Index)1.021.04
Mean Annual Return3.510.53
R-squared (against Standard Index)5373.17
Standard Deviation22.7219.87
Sharpe Ratio0.14N/A
Treynor Ratio0.57N/A

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