Managers AMG Systematic Value Fund

Scorecard
3 / 5 Stars
Lipper
3 3 3 4 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 16.37
Mean 1.05
Sharpe Ratio 0.77
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 94.56 96.06
Beta 1.28 1.23
Alpha -5.91 -5.28

See Also:

Top Managers Funds Funds