Managers AMG FQ Global Alternatives Fund

Scorecard
1 / 5 Stars
Lipper
1 1 1 2 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D- (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.79
Mean -0.34
Sharpe Ratio -0.46
Bear Market Decile Rank 95

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar Metals Commodity TR
R-Squared 4.1 15.2
Beta -0.63 -0.15
Alpha -1.74 -4.57

See Also:

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