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MSYAX: AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS N (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/15/2006 |
Last Dividend Date: | 09/21/2017 |
12-Mo. Yield | 98.78% |
Expenses | 1.07% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/15/2006 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.5 | 3.2 | 8.2 | 5.6 | 8.3 | 15.4 | -6.4 | 10.5 | 33.9 | 17.3 | -8.1 | 17.8 | 22.6 | -41.3 | 7.9 | 10.8 |
Sharpe Ratio | NA | 2.29 | 0.38 | 0.81 | 0.17 | 0.21 | 0.98 | 0.85 | -0.38 | 0.81 | 2.57 | 1.14 | -0.28 | 0.76 | 0.68 | -0.93 | 0.29 | 0.88 |
Draw Down(%) | NA | 4.9 | 25.0 | 25.0 | 58.2 | 59.5 | 4.9 | 16.4 | 16.6 | 10.2 | 6.1 | 13.3 | 27.8 | 19.6 | 29.0 | 53.0 | 11.0 | 10.6 |
Standard Deviation(%) | NA | 10.1 | 15.4 | 14.6 | 24.5 | 23.2 | 9.4 | 17.8 | 16.9 | 13.0 | 13.2 | 15.2 | 28.9 | 23.2 | 33.1 | 45.3 | 17.1 | 11.8 |
Treynor Ratio | NA | 0.19 | 0.05 | 0.1 | 0.04 | 0.05 | 0.08 | 0.12 | -0.06 | 0.09 | 0.3 | 0.15 | -0.07 | 0.14 | 0.22 | -0.41 | 0.05 | 0.09 |
Alpha | NA | -0.02 | -0.03 | -0.03 | -0.04 | -0.02 | -0.03 | -0.02 | -0.02 | -0.02 | -0.01 | 0.0 | -0.04 | 0.0 | 0.01 | -0.03 | 0.03 | -0.03 |
Beta | NA | 1.22 | 1.16 | 1.16 | 1.09 | 1.09 | 1.21 | 1.28 | 1.07 | 1.14 | 1.14 | 1.17 | 1.19 | 1.25 | 1.03 | 1.03 | 0.98 | 1.2 |
RSquared | NA | 0.84 | 0.91 | 0.92 | 0.96 | 0.96 | 0.83 | 0.92 | 0.95 | 0.91 | 0.93 | 0.95 | 0.97 | 0.97 | 0.97 | 0.98 | 0.95 | 0.93 |
Yield(%) | N/A | 98.8 | 32.2 | 28.1 | 12.1 | N/A | 85.1 | 2.6 | 8.0 | 16.6 | 16.2 | 1.6 | 0.9 | 0.4 | 0.9 | 0.9 | 8.4 | 2.3 |
Dividend Growth(%) | N/A | 965.3 | 547.4 | 1019.8 | N/A | N/A | 3634.9 | -72.2 | -54.4 | 16.5 | 1082.2 | 60.4 | 145.9 | -40.3 | -43.6 | -89.0 | 286.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/15/2006
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