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 06.30.2014

Standard Deviation 8.59
Mean -0.27
Sharpe Ratio -0.38
Bear Market Decile Rank 52

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar Metals Commodity TR
R-Squared 3.46 23.66
Beta -0.2 -0.19
Alpha -1.5 -4.17