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Wednesday, December 2, 2009, 12:32AM ET - U.S. Markets open in 8 hours and 58 minutes. Dow  1.23% Nasdaq  1.46%

Managers AMG Systematic Value A (MSYAX)

On Dec 1: 8.32   0.12 (1.46%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 1 Number of Years Down: 1 Best 1 Yr Total Return (2007): 7.95% Worst 1 Yr Total Return (2008): -41.31% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MSYAX Category Alpha (against Standard Index) -2.44 -1.05 Beta (against Standard Index) 1.03 1.02 Mean Annual Return -9.69 -0.55 R-squared (against Standard Index) 96 94.27 Standard Deviation 20.57 20.65 Sharpe Ratio -0.51 N/A Treynor Ratio -11.72 N/A 5 Years Statistic MSYAX Category Alpha (against Standard Index) -0.23 0.04 Beta (against Standard Index) 1.04 1.02 Mean Annual Return -0.11 0.14 R-squared (against Standard Index) 95 93.13 Standard Deviation 16.96 16.85 Sharpe Ratio -0.10 N/A Treynor Ratio -3.02 N/A 10 Years Statistic MSYAX Category Alpha (against Standard Index) N/A 2.54 Beta (against Standard Index) N/A 0.88 Mean Annual Return N/A 0.27 R-squared (against Standard Index) N/A 80.76 Standard Deviation N/A 15.89 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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