YACKX - AMG Yacktman I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up19
Number of Years Down5
Best 1 Yr Total Return (Sep 29, 2017)59.31%
Worst 1 Yr Total Return (Sep 29, 2017)-26.05%

Risk Statistics

3 Years
YACKXCategory Average
5 Years
YACKXCategory Average
10 Years
YACKXCategory Average
Alpha
-1.45-0.01
-0.46-0.01
3.26-0.01
Beta
0.770.01
0.770.01
0.890.01
Mean Annual Return
0.580.01
0.860.01
0.890.01
R-squared
81.230.91
82.790.92
80.180.95
Standard Deviation
8.60.1
8.120.1
15.010.16
Sharpe Ratio
0.770.01
1.240.01
0.690
Treynor Ratio
8.360.09
13.180.13
10.880.06