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AMG Yacktman Service (YACKX)

25.85 Up 0.08(0.31%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up17
Number of Years Down4
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)1.43-1.88
Beta (against Standard Index)0.731.03
Mean Annual Return1.261.43
R-squared (against Standard Index)84.9592.19
Standard Deviation7.229.74
Sharpe Ratio2.081.77
Treynor Ratio21.5617.64
5 Years
Alpha (against Standard Index)2.08-1.76
Beta (against Standard Index)0.741.02
Mean Annual Return1.191.25
R-squared (against Standard Index)90.2695.74
Standard Deviation10.2913.75
Sharpe Ratio1.381.09
Treynor Ratio19.6214.72
10 Years
Alpha (against Standard Index)3.29-0.58
Beta (against Standard Index)0.901.01
Mean Annual Return0.960.71
R-squared (against Standard Index)79.8795.09
Standard Deviation14.7515.30
Sharpe Ratio0.680.46
Treynor Ratio10.536.02