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Saturday, December 5, 2009, 4:03AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Managers AMG Systematic Value C (MSYCX)

On Dec 4: 8.19   0.05 (0.61%)

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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): 7.16% Worst 1 Yr Total Return (2008): -41.75% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MSYCX Category Alpha (against Standard Index) -3.18 -1.05 Beta (against Standard Index) 1.03 1.02 Mean Annual Return -10.35 -0.55 R-squared (against Standard Index) 96 94.27 Standard Deviation 20.56 20.65 Sharpe Ratio -0.54 N/A Treynor Ratio -12.36 N/A 5 Years Statistic MSYCX Category Alpha (against Standard Index) -0.96 0.04 Beta (against Standard Index) 1.04 1.02 Mean Annual Return -0.84 0.14 R-squared (against Standard Index) 95 93.13 Standard Deviation 16.95 16.85 Sharpe Ratio -0.14 N/A Treynor Ratio -3.72 N/A 10 Years Statistic MSYCX 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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