Amg Managers Risk Adjusted Performance

BLUEX Fund  USD 39.49  0.21  0.53%   
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Amg Managers Brandywine has current Risk Adjusted Performance of 0.0116.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0116
ER[a] = Expected return on investing in Amg Managers
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amg Managers Risk Adjusted Performance Peers Comparison

Amg Risk Adjusted Performance Relative To Other Indicators

Amg Managers Brandywine is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  153.47  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amg Managers Brandywine is roughly  153.47 
Compare Amg Managers to Peers

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