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 02.28.2014

Standard Deviation 16.37
Mean 1.02
Sharpe Ratio 0.74
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 94.61 96.35
Beta 1.28 1.23
Alpha -5.95 -5.67

See Also:

Top Managers Funds Funds