Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/12/2024.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MGGBX (AMG MANAGERS GLOBAL INCOME OPPORTUNITY FUND CLASS N) | NA | 7.83% | 1.46% | 4.31% | 2.94% | 3.71% | 4.11% | 4.70% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MGGBX (AMG MANAGERS GLOBAL INCOME OPPORTUNITY FUND CLASS N) | 06/24/1994 | 09/12/2024 |
The return data shown below all have the same latest date: 09/12/2024.
AR inception is since 06/24/1994.
AR inception is since 06/24/1994.
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 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.05 | 7.83 | 1.46 | 4.31 | 2.94 | 3.71 | 4.11 | 4.70 | 3.15 | 9.13 | -6.81 | 3.67 | 12.16 | 7.67 | -4.17 | 10.55 | 4.79 | -6.22 | 1.84 | -1.40 | 10.64 | 3.40 | 7.26 | 25.00 | -10.48 | 7.42 | 7.35 | -4.95 | 9.62 | 20.69 | 18.85 | -4.10 | -1.62 | -11.90 | 19.27 | 0.16 | 4.39 | 19.08 | -1.02 |
Sharpe Ratio | NA | 1.32 | -0.34 | 0.51 | 0.36 | NA | NA | 0.51 | 0.00 | 1.36 | -1.39 | 1.93 | 1.61 | 1.60 | -1.40 | 2.39 | 0.83 | -1.31 | 0.63 | -0.35 | 3.76 | 0.68 | 1.39 | 3.42 | -1.36 | 1.09 | 0.84 | -1.36 | 1.12 | 2.75 | 3.00 | -0.86 | -0.76 | -2.19 | 2.24 | -0.66 | 0.21 | 1.67 | -0.42 |
Standard Deviation(%) | NA | 2.58 | 4.17 | 4.77 | 4.63 | NA | NA | 5.92 | 1.94 | 3.63 | 5.90 | 1.89 | 7.40 | 3.91 | 3.94 | 4.18 | 5.53 | 4.77 | 2.89 | 4.12 | 2.84 | 4.95 | 5.15 | 7.28 | 8.35 | 4.07 | 4.88 | 5.22 | 7.75 | 7.28 | 5.92 | 7.55 | 7.48 | 6.92 | 7.11 | 5.10 | 4.19 | 9.11 | 12.73 |
Draw Down(%) | NA | 2.01 | 11.05 | 11.81 | 11.81 | NA | NA | 21.40 | 1.29 | 3.00 | 10.67 | 1.88 | 11.81 | 1.53 | 7.73 | 2.58 | 8.26 | 7.40 | 4.22 | 6.75 | 2.48 | 5.76 | 5.17 | 7.99 | 21.40 | 3.14 | 2.81 | 6.61 | 7.01 | 8.75 | 2.73 | 8.35 | 9.14 | 12.83 | 3.99 | 6.40 | 4.25 | 6.04 | 4.78 |
Yield(%) | 0.00 | 5.42 | 4.18 | 4.80 | 2.88 | 3.59 | 4.06 | 4.72 | 3.71 | 4.89 | 3.66 | 2.62 | 8.78 | 0.33 | 0.66 | 0.00 | 0.00 | 1.41 | 1.89 | 2.83 | 4.08 | 3.54 | 4.52 | 13.21 | 10.29 | 6.78 | 2.53 | 4.81 | 8.82 | 12.86 | 4.26 | 1.30 | 0.64 | 1.23 | 12.20 | 2.40 | 5.87 | 5.10 | 3.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGGBX (AMG MANAGERS GLOBAL INCOME OPPORTUNITY FUND CLASS N) |
-6.18%
Jan 1999 - Jan 2002 |
-0.14%
Dec 1996 - Dec 2001 |
1.79%
Sep 2012 - Sep 2022 |
3.36%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGGBX (AMG MANAGERS GLOBAL INCOME OPPORTUNITY FUND CLASS N) |
16.41%
Feb 2002 - Feb 2005 |
10.55%
Oct 2008 - Oct 2013 |
8.47%
Feb 2002 - Feb 2012 |
6.28%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart