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    AMG Yacktman Service (YACKX)

    19.88 Down 0.06(0.30%) Feb 10

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):59.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-26.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.10-1.95
    Beta (against Standard Index)0.781.00
    Mean Annual Return0.640.79
    R-squared (against Standard Index)86.9093.98
    Standard Deviation9.1011.33
    Sharpe Ratio0.840.83
    Treynor Ratio9.679.14
    5 Years
    Alpha (against Standard Index)1.03-1.93
    Beta (against Standard Index)0.741.03
    Mean Annual Return0.770.79
    R-squared (against Standard Index)85.8794.90
    Standard Deviation9.5912.65
    Sharpe Ratio0.960.75
    Treynor Ratio12.328.85
    10 Years
    Alpha (against Standard Index)3.24-0.89
    Beta (against Standard Index)0.901.01
    Mean Annual Return0.840.55
    R-squared (against Standard Index)80.8695.31
    Standard Deviation15.1115.67
    Sharpe Ratio0.590.35
    Treynor Ratio9.114.38