Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALSOX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS I SHARES) | NA | -4.69% | 1.58% | 0.04% | NA | NA | NA | … | … |
Data as of 02/06/2019, Common starting date is 04/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALSOX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS I SHARES) | 04/02/2009 | 02/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.69 | 1.58 | 0.04 | NA | NA | NA | … | … | 0.09 | -5.49 | 4.60 | 2.44 | -3.87 | 1.83 | 8.83 | 6.05 | -0.29 | 8.79 | 13.03 |
| Sharpe Ratio | NA | -1.33 | 0.12 | -0.07 | NA | NA | NA | … | … | -2.45 | -1.33 | 0.56 | 0.49 | -0.69 | 0.26 | 2.75 | 1.46 | -0.04 | 1.28 | 2.50 |
| Standard Deviation(%) | NA | 4.56 | 5.59 | 5.94 | NA | NA | NA | … | … | 0.29 | 5.12 | 7.18 | 4.57 | 5.64 | 7.00 | 3.20 | 4.13 | 8.32 | 6.79 | 7.08 |
| Draw Down(%) | NA | 5.10 | 9.84 | 11.16 | NA | NA | NA | … | … | 0.00 | 8.09 | 4.52 | 3.80 | 6.74 | 4.16 | 2.85 | 3.80 | 10.60 | 6.55 | 3.09 |
| Yield(%) | 0.00 | 4.00 | 3.29 | 3.76 | 3.20 | 2.13 | 1.60 | … | … | 0.00 | 3.96 | 4.99 | 0.42 | 6.34 | 4.00 | 1.30 | 1.54 | 1.67 | 1.39 | 0.00 |
Data as of 02/06/2019, Common starting date is 04/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALSOX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS I SHARES) |
-0.67%
May 2014 – May 2017 |
-0.17%
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 |
|---|---|---|---|---|
| ALSOX (AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS I SHARES) |
7.48%
Sep 2011 – Sep 2014 |
6.92%
Jun 2009 – Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart