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Monday, December 7, 2009, 6:07PM ET - U.S. Markets Closed.
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Managers AMG Chicago Eq Part Midcap C (MKPCX)
On
Dec 7
:
9.81
0.01
(0.10%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
16.12%
Worst 1 Yr Total Return
(2008)
:
-42.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MKPCX
Category
Alpha (against Standard Index)
-1.03
2.78
Beta (against Standard Index)
1.12
1.14
Mean Annual Return
-9.55
-0.31
R-squared (against Standard Index)
90
88.48
Standard Deviation
23.04
23.83
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.67
N/A
5 Years
Statistic
MKPCX
Category
Alpha (against Standard Index)
-0.80
2.11
Beta (against Standard Index)
1.14
1.17
Mean Annual Return
-1.31
0.29
R-squared (against Standard Index)
87
86.78
Standard Deviation
19.51
20.06
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.79
N/A
10 Years
Statistic
MKPCX
Category
Alpha (against Standard Index)
5.65
6.25
Beta (against Standard Index)
1.03
1.05
Mean Annual Return
3.40
0.54
R-squared (against Standard Index)
53
72.80
Standard Deviation
22.87
19.97
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.42
N/A
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