Amg Timessquare Risk Adjusted Performance

TSCPX Fund  USD 13.65  0.12  0.87%   
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Amg Timessquare Small has current Risk Adjusted Performance of 0.1207.

RAP

 = 

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

RFR

 = 
0.1207
ER[a] = Expected return on investing in Amg Timessquare
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amg Timessquare Risk Adjusted Performance Peers Comparison

Amg Risk Adjusted Performance Relative To Other Indicators

Amg Timessquare Small is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  52.93  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amg Timessquare Small is roughly  52.93 
Compare Amg Timessquare to Peers

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