Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BWAFX (AMG MANAGERS BRANDYWINE ADVISORS MID CAP GROWTH FUND CLASS N) | NA | -21.83% | -3.34% | -1.79% | 2.96% | 1.66% | NA | … | … |
Data as of 06/02/2020, Common starting date is 11/09/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWAFX (AMG MANAGERS BRANDYWINE ADVISORS MID CAP GROWTH FUND CLASS N) | 11/09/2000 | 06/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.83 | -3.34 | -1.79 | 2.96 | 1.66 | NA | … | … | -30.23 | 27.76 | -9.83 | 25.13 | 3.40 | -6.46 | 0.52 | 32.15 | 2.03 | -15.19 | 19.68 | 11.25 | -45.72 | 28.51 | 8.65 | 17.14 | 9.89 | 28.81 | -16.92 | -19.24 | 2.38 |
| Sharpe Ratio | NA | -0.76 | -0.19 | -0.12 | 0.12 | NA | NA | … | … | -1.32 | 1.58 | -0.51 | 2.22 | 0.19 | -0.40 | 0.03 | 2.32 | 0.12 | -0.49 | 0.88 | 0.58 | -1.37 | 1.37 | 0.34 | 0.96 | 0.54 | 1.76 | -0.86 | -1.22 | 0.55 |
| Standard Deviation(%) | NA | 31.02 | 23.46 | 20.80 | 20.68 | NA | NA | … | … | 44.28 | 16.60 | 22.08 | 11.09 | 16.47 | 16.22 | 17.60 | 13.82 | 17.28 | 31.08 | 22.30 | 19.39 | 33.93 | 18.53 | 15.56 | 15.43 | 16.56 | 15.93 | 20.98 | 18.10 | 26.53 |
| Draw Down(%) | NA | 39.62 | 39.62 | 39.62 | 39.62 | NA | NA | … | … | 39.62 | 11.91 | 27.48 | 4.52 | 17.87 | 16.70 | 16.31 | 7.44 | 15.56 | 32.61 | 18.19 | 14.91 | 51.82 | 11.52 | 17.88 | 11.00 | 16.80 | 10.71 | 26.06 | 28.62 | 6.88 |
| Yield(%) | 0.00 | 3.21 | 4.27 | 2.59 | 1.91 | 3.39 | 2.55 | … | … | 0.00 | 3.68 | 8.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 0.00 | 0.39 | 0.00 | 0.00 | 17.13 | 7.39 | 14.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/02/2020, Common starting date is 11/09/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWAFX (AMG MANAGERS BRANDYWINE ADVISORS MID CAP GROWTH FUND CLASS N) |
-16.03%
Aug 2007 – Aug 2010 |
-9.35%
Oct 2007 – Oct 2012 |
-0.81%
Feb 2006 – Feb 2016 |
0.82%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWAFX (AMG MANAGERS BRANDYWINE ADVISORS MID CAP GROWTH FUND CLASS N) |
22.30%
Oct 2004 – Oct 2007 |
18.28%
Dec 2002 – Dec 2007 |
8.22%
Feb 2009 – Feb 2019 |
6.21%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart