Managers AMG Systematic Mid Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
1 1 3 4 1
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.18
Mean 1.05
Sharpe Ratio 0.77
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P MidCap 400 TR
R-Squared 91.12 97.59
Beta 1.24 1.04
Alpha -5.05 -2.47

See Also:

Top Managers Funds Funds