Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BLUEX (AMG MANAGERS BRANDYWINE BLUE FUND CLASS S) | -5.71% | -5.67% | 3.75% | -1.45% | 3.40% | 4.66% | 3.57% | … | … |
Data as of 06/04/2026, Common starting date is 10/23/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BLUEX (AMG MANAGERS BRANDYWINE BLUE FUND CLASS S) | 10/23/1991 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | -5.67 | 3.75 | -1.45 | 3.40 | 4.66 | 3.57 | … | … | -5.71 | 4.45 | 7.24 | 14.35 | -21.96 | -19.40 | 7.20 | 35.34 | -4.91 | 27.86 | 5.88 | -0.05 | 8.54 | 33.13 | 6.74 | -10.34 | 18.81 | 9.29 | -43.84 | 31.74 | 10.52 | 8.73 | 19.27 | 29.39 | -13.49 | -22.81 | 6.97 | 49.47 | -0.97 | 17.44 | 23.23 | 25.98 | 1.67 | 11.21 | 13.13 | 2.02 |
| Sharpe Ratio | NA | -0.78 | 0.10 | -0.34 | 0.09 | NA | NA | … | … | -1.28 | 0.15 | 0.48 | 1.09 | -1.29 | -0.64 | 0.17 | 2.46 | -0.29 | 2.73 | 0.39 | 0.00 | 0.61 | 2.62 | 0.44 | -0.39 | 0.92 | 0.48 | -1.37 | 1.59 | 0.55 | 0.49 | 1.28 | 1.83 | -0.71 | -1.55 | 0.09 | 1.94 | -0.17 | 0.65 | 1.15 | 1.09 | -0.09 | 0.41 | 0.72 | 0.34 |
| Standard Deviation(%) | NA | 9.96 | 9.43 | 11.57 | 20.10 | NA | NA | … | … | 11.64 | 10.37 | 7.54 | 9.94 | 18.19 | 30.19 | 40.07 | 13.79 | 22.06 | 9.99 | 14.55 | 16.07 | 13.97 | 12.65 | 15.43 | 26.35 | 20.39 | 19.22 | 32.62 | 18.01 | 12.96 | 13.26 | 14.30 | 15.70 | 20.51 | 16.50 | 31.62 | 23.80 | 25.78 | 21.15 | 16.83 | 20.26 | 15.59 | 22.19 | 14.57 | 23.79 |
| Draw Down(%) | NA | 12.19 | 12.19 | 25.90 | 50.27 | NA | NA | … | … | 12.03 | 6.55 | 3.70 | 8.31 | 23.24 | 31.18 | 29.06 | 6.39 | 25.90 | 3.76 | 14.39 | 12.19 | 8.73 | 5.96 | 16.49 | 24.04 | 18.29 | 18.32 | 50.47 | 9.12 | 12.47 | 10.10 | 12.39 | 10.73 | 21.33 | 28.69 | 21.76 | 12.48 | 37.89 | 18.43 | 15.75 | 18.81 | 13.35 | 19.27 | 14.54 | 9.04 |
| Yield(%) | 0.00 | 0.31 | 0.24 | 0.40 | 3.54 | 3.36 | 3.29 | … | … | 0.00 | 0.32 | 0.31 | 0.03 | 1.45 | 0.00 | 0.00 | 16.32 | 11.02 | 0.00 | 0.00 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 0.33 | 0.00 | 19.62 | 3.65 | 4.07 | 0.00 | 0.00 | 0.00 | 0.00 | 29.79 | 8.40 | 1.27 | 19.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.24 |
Data as of 06/04/2026, Common starting date is 10/23/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BLUEX (AMG MANAGERS BRANDYWINE BLUE FUND CLASS S) |
-16.75%
Nov 2020 – Nov 2023 |
-7.73%
Nov 2020 – Nov 2025 |
-1.36%
Aug 2000 – Aug 2010 |
1.13%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BLUEX (AMG MANAGERS BRANDYWINE BLUE FUND CLASS S) |
27.70%
Sep 1994 – Sep 1997 |
23.82%
Mar 1995 – Mar 2000 |
14.29%
Aug 2010 – Aug 2020 |
12.53%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart