AMG TimesSquare Global Small Cap Fund Z (DELISTED) (TSYZX:DL)

10.79 0.00 (0.00%) USD  |  Dec 11 2024
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TSYZX:DL Alpha (Since Inception)

Alpha (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Calvert Global Small-Cap Equity Fund I Upgrade
Invesco Global Opportunities Fund Y Upgrade
Yorktown Growth Fund Institutional Upgrade
MFS Global New Discovery Fund I Upgrade
Grandeur Peak Global Stalwarts Fund Institutional Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Alpha (Since Inception) Excel Add-In Codes

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Metric Code: market_alpha_all
Latest Data Point: =YCP("M:TSYZX:DL", "market_alpha_all")
Last 5 Data Points: =YCS("M:TSYZX:DL", "market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.