Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBRSX (AMG MANAGERS ESSEX SMALL/MICRO CAP GROWTH FUND CLASS N) | NA | 17.25% | 11.20% | 8.51% | 12.10% | 7.81% | NA | … | … |
Data as of 12/16/2019, Common starting date is 07/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBRSX (AMG MANAGERS ESSEX SMALL/MICRO CAP GROWTH FUND CLASS N) | 07/01/2002 | 12/16/2019 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.25 | 11.20 | 8.51 | 12.10 | 7.81 | NA | … | … | 18.75 | -6.26 | 24.10 | 8.24 | -6.27 | 3.76 | 63.27 | 12.49 | -10.78 | 28.01 | 30.97 | -47.72 | 17.45 | 8.55 | 13.90 | 15.74 | 66.41 | -12.02 |
| Sharpe Ratio | NA | 0.72 | 0.59 | 0.44 | 0.55 | NA | NA | … | … | 1.10 | -0.38 | 1.68 | 0.40 | -0.35 | 0.19 | 3.90 | 0.70 | -0.31 | 1.07 | 0.96 | -1.15 | 0.75 | 0.27 | 0.78 | 0.76 | 3.15 | -0.76 |
| Standard Deviation(%) | NA | 17.69 | 17.00 | 17.86 | 21.23 | NA | NA | … | … | 16.45 | 20.16 | 14.03 | 19.93 | 17.96 | 19.82 | 16.22 | 18.02 | 35.38 | 26.19 | 32.29 | 42.21 | 19.39 | 19.69 | 14.98 | 19.53 | 20.88 | 30.75 |
| Draw Down(%) | NA | 11.41 | 30.23 | 31.18 | 32.35 | NA | NA | … | … | 9.91 | 30.23 | 6.93 | 19.66 | 18.35 | 18.60 | 5.55 | 14.55 | 32.35 | 18.53 | 26.09 | 60.06 | 12.36 | 22.90 | 13.83 | 19.99 | 12.49 | 26.95 |
| Yield(%) | 0.00 | 52.72 | 23.13 | 16.14 | 17.28 | 11.02 | 13.68 | … | … | 38.52 | 22.50 | 12.47 | 4.40 | 9.34 | 8.31 | 16.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.25 | 0.53 | 4.82 | 4.09 | 1.77 | 0.00 |
Data as of 12/16/2019, Common starting date is 07/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBRSX (AMG MANAGERS ESSEX SMALL/MICRO CAP GROWTH FUND CLASS N) |
-19.90%
Feb 2006 – Feb 2009 |
-6.78%
Feb 2004 – Feb 2009 |
3.46%
Mar 2006 – Mar 2016 |
7.49%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBRSX (AMG MANAGERS ESSEX SMALL/MICRO CAP GROWTH FUND CLASS N) |
37.99%
Mar 2003 – Mar 2006 |
27.56%
Feb 2009 – Feb 2014 |
16.88%
Feb 2009 – Feb 2019 |
12.46%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart