Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALSNX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS N SHARES) | NA | -4.91% | 1.33% | -0.19% | NA | NA | NA | 2.26% |
Data as of 02/06/2019, AR inception is 03/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALSNX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS N SHARES) | 03/05/2010 | 02/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.91 | 1.33 | -0.19 | NA | NA | NA | 2.26 | 0.09 | -5.71 | 4.33 | 2.19 | -4.03 | 1.52 | 8.61 | 6.04 | -0.84 | 6.78 |
| Sharpe Ratio | NA | -1.38 | 0.08 | -0.11 | NA | NA | NA | 0.30 | -2.42 | -1.37 | 0.53 | 0.44 | -0.74 | 0.22 | 2.71 | 1.48 | -0.11 | 1.16 |
| Standard Deviation(%) | NA | 4.56 | 5.50 | 5.83 | NA | NA | NA | 5.87 | 0.29 | 5.13 | 6.99 | 4.54 | 5.50 | 6.82 | 3.16 | 4.08 | 8.22 | 7.00 |
| Draw Down(%) | NA | 5.33 | 9.93 | 11.20 | NA | NA | NA | 11.20 | 0.00 | 8.32 | 4.39 | 3.81 | 6.76 | 4.24 | 2.78 | 3.88 | 10.62 | 6.63 |
| Yield(%) | 0.00 | 3.82 | 3.15 | 3.59 | 2.60 | 1.73 | 1.30 | 3.24 | 0.00 | 3.78 | 4.79 | 0.42 | 6.12 | 3.75 | 1.07 | 1.35 | 1.45 | 1.25 |
Data as of 02/06/2019, AR inception is 03/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALSNX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS N SHARES) |
-0.89%
May 2014 - May 2017 |
-0.42%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALSNX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS N SHARES) |
7.22%
Sep 2011 - Sep 2014 |
4.85%
May 2010 - May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart