Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MFDAX (AMG GW&K ENHANCED CORE BOND FUND CLASS N) | NA | 6.10% | -3.23% | 0.05% | 1.17% | 2.91% | 3.39% | 4.31% |
Data as of 09/12/2024, AR inception is 01/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFDAX (AMG GW&K ENHANCED CORE BOND FUND CLASS N) | 01/30/1997 | 09/12/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 6.10 | -3.23 | 0.05 | 1.17 | 2.91 | 3.39 | 4.31 | 1.10 | 5.89 | -14.16 | -1.26 | 9.42 | 10.35 | -1.48 | 3.77 | 2.95 | -3.18 | 5.58 | 0.28 | 9.53 | 4.53 | 9.66 | 23.14 | -10.45 | 5.54 | 7.12 | 2.68 | 3.80 | 10.68 | 4.03 | 8.66 | 10.30 | -0.26 | 7.57 | 6.98 |
| Sharpe Ratio | NA | 0.28 | -0.93 | -0.31 | -0.02 | NA | NA | 0.61 | -0.62 | 0.23 | -2.04 | -0.46 | 1.74 | 2.94 | -1.05 | 1.18 | 0.94 | -0.96 | 2.56 | 0.08 | 2.65 | 0.87 | 2.22 | 3.26 | -1.54 | 0.54 | 1.09 | 0.19 | 0.82 | 3.12 | 0.68 | 1.04 | 1.83 | -0.93 | 1.40 | 1.30 |
| Standard Deviation(%) | NA | 5.95 | 6.58 | 5.76 | 4.56 | NA | NA | 4.46 | 4.75 | 7.23 | 7.67 | 2.82 | 5.24 | 3.04 | 2.66 | 2.66 | 2.91 | 3.35 | 2.18 | 3.05 | 3.61 | 5.20 | 4.30 | 7.08 | 7.35 | 4.77 | 3.56 | 2.70 | 3.49 | 3.20 | 4.32 | 6.20 | 3.38 | 3.74 | 3.03 | 3.15 |
| Draw Down(%) | NA | 4.83 | 19.50 | 19.55 | 19.55 | NA | NA | 19.55 | 3.79 | 8.10 | 18.22 | 3.24 | 9.15 | 2.04 | 3.35 | 1.64 | 4.32 | 5.61 | 1.25 | 5.11 | 2.18 | 4.81 | 3.65 | 4.39 | 18.42 | 3.38 | 2.44 | 2.15 | 4.66 | 3.52 | 5.70 | 3.94 | 2.82 | 3.39 | 2.45 | 2.27 |
| Yield(%) | 0.00 | 4.15 | 2.44 | 2.31 | 2.35 | 3.76 | 4.02 | 4.70 | 2.91 | 3.16 | 1.83 | 1.40 | 1.93 | 2.62 | 2.39 | 2.29 | 2.14 | 3.08 | 2.93 | 11.64 | 5.39 | 6.18 | 4.05 | 5.74 | 5.09 | 5.45 | 5.02 | 5.06 | 3.16 | 5.39 | 4.79 | 6.46 | 6.41 | 5.71 | 6.58 | 5.81 |
Data as of 09/12/2024, AR inception is 01/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFDAX (AMG GW&K ENHANCED CORE BOND FUND CLASS N) |
-5.59%
Oct 2020 - Oct 2023 |
-0.44%
Oct 2017 - Oct 2022 |
0.58%
Oct 2012 - Oct 2022 |
2.71%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFDAX (AMG GW&K ENHANCED CORE BOND FUND CLASS N) |
15.26%
Oct 2008 - Oct 2011 |
10.74%
Oct 2008 - Oct 2013 |
6.84%
Oct 2002 - Oct 2012 |
6.41%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart