AMG FQ Tax-Managed U.S. Equity Fund

Scorecard
5 / 5 Stars
Lipper
5 5 4 2 5
Zacks Investment Research
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Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.4
Mean 1.43
Sharpe Ratio 1.19
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.39 97.23
Beta 1.15 1.1
Alpha -1.43 -0.6