Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BRWIX (AMG MANAGERS BRANDYWINE FUND CLASS S) | 6.54% | 6.01% | 8.05% | -4.10% | 1.80% | 5.32% | 3.55% | 4.91% |
Data as of 06/25/2025, AR inception is 03/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BRWIX (AMG MANAGERS BRANDYWINE FUND CLASS S) | 03/21/1996 | 06/25/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 2.40 | 6.01 | 8.05 | -4.10 | 1.80 | 5.32 | 3.55 | 4.91 | 6.54 | 3.08 | 13.76 | -25.35 | -23.25 | 12.93 | 27.97 | -3.67 | 23.65 | 7.19 | 0.37 | 9.63 | 36.26 | 5.25 | -16.04 | 21.15 | 8.62 | -44.49 | 27.20 | 10.59 | 14.90 | 13.11 | 31.46 | -21.71 | -20.55 | 6.95 | 53.62 | -0.64 | 9.95 | 16.93 |
Sharpe Ratio | NA | 0.01 | 0.32 | -0.23 | 0.01 | NA | NA | 0.14 | 0.26 | -0.26 | 0.63 | -1.02 | -0.46 | 0.35 | 1.72 | -0.22 | 2.13 | 0.43 | 0.02 | 0.58 | 2.66 | 0.32 | -0.52 | 0.92 | 0.44 | -1.31 | 1.32 | 0.50 | 0.87 | 0.78 | 1.93 | -1.07 | -1.34 | 0.09 | 2.13 | -0.16 | 0.30 | 1.09 |
Standard Deviation(%) | NA | 18.71 | 18.24 | 29.45 | 25.50 | NA | NA | 22.86 | 22.75 | 13.48 | 15.14 | 26.24 | 50.54 | 36.10 | 15.44 | 22.51 | 10.84 | 16.20 | 16.60 | 16.69 | 13.63 | 16.54 | 31.08 | 23.01 | 19.44 | 34.61 | 18.47 | 14.62 | 14.71 | 15.60 | 15.92 | 21.41 | 17.29 | 30.92 | 23.70 | 25.21 | 21.58 | 17.07 |
Draw Down(%) | NA | 20.82 | 20.82 | 55.94 | 55.94 | NA | NA | 55.94 | 18.22 | 8.05 | 19.93 | 34.01 | 40.24 | 33.39 | 10.84 | 26.24 | 4.19 | 16.25 | 13.63 | 10.93 | 6.95 | 14.54 | 32.11 | 20.45 | 17.20 | 51.34 | 11.06 | 15.46 | 11.13 | 15.59 | 11.50 | 26.21 | 28.14 | 19.82 | 13.27 | 36.77 | 20.80 | 17.07 |
Yield(%) | 0.00 | 1.15 | 0.85 | 0.36 | 1.62 | 1.97 | 2.42 | 4.77 | 0.00 | 1.21 | 0.71 | 0.36 | 0.16 | 0.00 | 11.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.00 | 0.32 | 20.12 | 0.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 37.85 | 10.29 | 1.09 | 21.23 | 4.49 |
Data as of 06/25/2025, AR inception is 03/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BRWIX (AMG MANAGERS BRANDYWINE FUND CLASS S) |
-18.09%
Oct 2020 - Oct 2023 |
-8.97%
Oct 2007 - Oct 2012 |
-2.90%
Aug 2000 - Aug 2010 |
-0.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BRWIX (AMG MANAGERS BRANDYWINE FUND CLASS S) |
26.51%
Mar 1997 - Mar 2000 |
19.17%
Dec 2002 - Dec 2007 |
12.78%
Aug 2010 - Aug 2020 |
8.43%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart