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AMG River Road Focused Absolute Value N (ARRFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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13.65+0.27 (+2.02%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★
Number of years up5
Number of years down3
Best 1-yr total return (30 May 2024)34.25%
Worst 1-yr total return (30 May 2024)N/A

Risk statistics

3 years
ARRFXCategory average
5 years
ARRFXCategory average
10 years
ARRFXCategory average
Alpha
-7.11-0.06
-7.72-0.05
N/A-0.04
BETA
0.920.01
10.01
N/A0.01
Mean annual return
0.140.01
0.540.01
N/A0.01
R-squared
83.910.88
87.060.85
N/A0.84
Standard deviation
17.660.23
19.910.19
N/A0.17
Sharpe ratio
-0.080.01
0.220.01
N/A0.01
Treynor ratio
-3.260.11
2.340.11
N/A0.1