Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCMAX (AMG MANAGERS CADENCE MID CAP FUND CLASS N) | NA | -60.93% | -19.56% | -8.83% | 0.70% | -0.86% | 1.37% | 0.62% |
Data as of 11/22/2021, AR inception is 12/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCMAX (AMG MANAGERS CADENCE MID CAP FUND CLASS N) | 12/22/1997 | 11/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -60.93 | -19.56 | -8.83 | 0.70 | -0.86 | 1.37 | 0.62 | -62.86 | 19.51 | 25.19 | -10.41 | 25.46 | 7.07 | -1.23 | 11.53 | 31.04 | 8.57 | -1.64 | 26.45 | 25.20 | -44.65 | 9.27 | -6.73 | 12.72 | 18.25 | 30.56 | -20.33 | -19.68 | -6.36 | 12.46 | 2.35 | 4.27 |
| Sharpe Ratio | NA | -0.57 | -0.30 | -0.18 | 0.01 | NA | NA | -0.02 | -0.59 | 0.51 | 1.63 | -0.64 | 2.69 | 0.47 | -0.08 | 0.80 | 2.48 | 0.53 | -0.06 | 1.25 | 0.95 | -1.10 | 0.30 | -0.56 | 0.81 | 1.23 | 1.78 | -0.95 | -1.30 | -0.24 | 0.55 | -0.05 | 34.39 |
| Standard Deviation(%) | NA | 107.35 | 66.19 | 51.91 | 38.25 | NA | NA | 31.04 | 113.59 | 37.46 | 14.56 | 18.44 | 9.28 | 14.52 | 16.10 | 14.39 | 12.48 | 16.31 | 27.94 | 21.14 | 26.45 | 41.40 | 20.63 | 17.84 | 13.07 | 14.02 | 16.82 | 22.46 | 17.13 | 44.24 | 16.74 | 20.57 | 13.85 |
| Draw Down(%) | NA | 66.54 | 66.54 | 66.54 | 66.54 | NA | NA | 66.54 | 66.54 | 39.77 | 9.67 | 22.97 | 3.67 | 13.06 | 12.97 | 10.48 | 7.29 | 15.10 | 24.34 | 16.84 | 19.26 | 55.59 | 14.61 | 17.35 | 9.31 | 13.14 | 10.74 | 26.40 | 30.60 | 32.73 | 14.54 | 28.15 | 0.42 |
| Yield(%) | 0.00 | 2.56 | 15.79 | 13.37 | 12.70 | 6.93 | 7.76 | 5.91 | 2.48 | 26.85 | 4.50 | 16.10 | 13.15 | 6.46 | 10.48 | 20.78 | 0.00 | 0.17 | 0.00 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.58 | 0.39 | 0.18 | 0.03 | 0.19 |
Data as of 11/22/2021, AR inception is 12/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCMAX (AMG MANAGERS CADENCE MID CAP FUND CLASS N) |
-22.93%
Aug 2018 - Aug 2021 |
-8.82%
Mar 1998 - Mar 2003 |
-5.38%
Aug 2000 - Aug 2010 |
-0.81%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCMAX (AMG MANAGERS CADENCE MID CAP FUND CLASS N) |
25.16%
Feb 2009 - Feb 2012 |
20.97%
Feb 2009 - Feb 2014 |
14.34%
Feb 2009 - Feb 2019 |
8.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart