Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCMFX (AMG MANAGERS CADENCE MID CAP FUND CLASS Z) | NA | -61.22% | -19.58% | -8.71% | 0.97% | -0.50% | 1.75% | … | … |
Data as of 11/22/2021, Common starting date is 10/30/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCMFX (AMG MANAGERS CADENCE MID CAP FUND CLASS Z) | 10/30/1991 | 11/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -61.22 | -19.58 | -8.71 | 0.97 | -0.50 | 1.75 | … | … | -63.16 | 19.93 | 25.60 | -10.09 | 25.92 | 7.50 | -0.83 | 11.98 | 31.54 | 9.05 | -1.27 | 26.98 | 25.70 | -44.42 | 10.24 | -6.01 | 13.15 | 18.76 | 31.07 | -20.06 | -19.35 | -5.59 | 12.90 | 2.83 | 26.81 | -1.19 | 34.13 | -2.36 | 15.49 | 9.19 | 10.54 |
| Sharpe Ratio | NA | -0.57 | -0.30 | -0.18 | 0.01 | NA | NA | … | … | -0.59 | 0.52 | 1.66 | -0.62 | 2.74 | 0.50 | -0.05 | 0.83 | 2.53 | 0.56 | -0.05 | 1.27 | 0.97 | -1.09 | 0.36 | -0.53 | 0.84 | 1.27 | 1.80 | -0.94 | -1.29 | -0.22 | 0.58 | -0.02 | 1.64 | -0.18 | 2.48 | -0.44 | 1.15 | 0.54 | 4.94 |
| Standard Deviation(%) | NA | 107.76 | 66.56 | 52.22 | 38.47 | NA | NA | … | … | 113.97 | 37.49 | 14.55 | 18.46 | 9.28 | 14.55 | 16.10 | 14.37 | 12.44 | 16.32 | 27.94 | 21.14 | 26.49 | 41.42 | 20.40 | 17.62 | 13.05 | 14.03 | 16.84 | 22.46 | 17.10 | 43.98 | 16.57 | 20.55 | 14.12 | 26.17 | 12.21 | 12.05 | 11.59 | 12.44 | 16.11 |
| Draw Down(%) | NA | 66.81 | 66.81 | 66.81 | 66.81 | NA | NA | … | … | 66.81 | 39.76 | 9.63 | 22.91 | 3.67 | 13.05 | 12.80 | 10.44 | 7.24 | 15.02 | 24.27 | 16.82 | 19.21 | 55.51 | 14.16 | 16.82 | 9.28 | 13.04 | 10.66 | 26.32 | 30.39 | 32.26 | 14.50 | 28.11 | 11.38 | 23.64 | 7.08 | 13.25 | 7.93 | 11.74 | 5.70 |
| Yield(%) | 0.00 | 2.37 | 14.88 | 12.82 | 12.60 | 7.08 | 8.07 | … | … | 2.29 | 24.57 | 4.49 | 15.25 | 12.29 | 6.93 | 10.87 | 20.85 | 0.31 | 0.53 | 0.00 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.71 | 0.61 | 0.47 | 0.07 | 0.46 | 0.89 | 0.53 | 0.43 | 0.61 | 0.95 | 0.36 |
Data as of 11/22/2021, Common starting date is 10/30/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCMFX (AMG MANAGERS CADENCE MID CAP FUND CLASS Z) |
-22.92%
Aug 2018 – Aug 2021 |
-8.37%
Mar 1998 – Mar 2003 |
-4.88%
Aug 2000 – Aug 2010 |
-0.43%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCMFX (AMG MANAGERS CADENCE MID CAP FUND CLASS Z) |
25.68%
Feb 2009 – Feb 2012 |
21.46%
Feb 2009 – Feb 2014 |
14.80%
Feb 2009 – Feb 2019 |
9.05%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart