Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGIDX (AMG MANAGERS AMUNDI INTERMEDIATE GOVERNMENT FUND CLASS N) | NA | 4.94% | 1.59% | 1.26% | 2.71% | 3.55% | 4.33% | … | … |
Data as of 12/16/2019, Common starting date is 03/30/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGIDX (AMG MANAGERS AMUNDI INTERMEDIATE GOVERNMENT FUND CLASS N) | 03/30/1992 | 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.94 | 1.59 | 1.26 | 2.71 | 3.55 | 4.33 | … | … | 4.14 | -0.26 | 1.68 | -0.40 | 1.15 | 6.67 | -1.12 | 3.10 | 5.90 | 7.02 | 12.43 | 0.89 | 6.37 | 4.65 | 1.75 | 3.87 | 3.40 | 8.64 | 8.17 | 9.61 | 1.19 | 6.54 | 9.03 | 5.07 | 15.27 | -2.98 | 6.38 | 10.23 |
| Sharpe Ratio | NA | 1.77 | 0.19 | 0.23 | 0.95 | NA | NA | … | … | 1.43 | -0.63 | 0.46 | -0.23 | 0.47 | 2.55 | -0.33 | 2.52 | 2.61 | 2.67 | 4.35 | -0.01 | 1.05 | 0.52 | -0.19 | 0.97 | 1.03 | 2.87 | 1.77 | 1.34 | -0.48 | 1.31 | 1.78 | 0.39 | 2.64 | -0.99 | 0.69 | 2.28 |
| Standard Deviation(%) | NA | 2.04 | 2.54 | 2.37 | 2.47 | NA | NA | … | … | 2.02 | 2.54 | 2.28 | 2.61 | 2.39 | 2.61 | 3.51 | 1.22 | 2.25 | 2.60 | 2.83 | 6.72 | 3.19 | 2.64 | 2.25 | 3.00 | 2.63 | 2.63 | 3.36 | 4.14 | 4.24 | 2.45 | 3.09 | 4.01 | 4.32 | 6.02 | 6.20 | 4.99 |
| Draw Down(%) | NA | 1.70 | 3.67 | 4.98 | 4.98 | NA | NA | … | … | 1.70 | 3.01 | 1.59 | 4.55 | 1.52 | 1.01 | 3.70 | 0.82 | 1.18 | 2.38 | 1.58 | 4.06 | 2.28 | 1.55 | 1.92 | 3.16 | 1.98 | 1.55 | 2.43 | 2.83 | 4.69 | 1.20 | 1.72 | 2.41 | 1.46 | 6.10 | 5.27 | 2.63 |
| Yield(%) | 0.00 | 1.72 | 1.76 | 2.14 | 3.03 | 3.52 | 4.10 | … | … | 1.52 | 1.88 | 1.96 | 1.11 | 2.51 | 3.70 | 1.89 | 4.24 | 5.00 | 5.81 | 5.04 | 5.51 | 4.65 | 4.41 | 2.95 | 3.64 | 3.17 | 3.77 | 5.11 | 5.79 | 5.68 | 6.53 | 7.64 | 8.44 | 6.92 | 5.66 | 6.37 | 6.46 |
Data as of 12/16/2019, Common starting date is 03/30/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGIDX (AMG MANAGERS AMUNDI INTERMEDIATE GOVERNMENT FUND CLASS N) |
-0.52%
Oct 2015 – Oct 2018 |
1.11%
Oct 2013 – Oct 2018 |
2.67%
Nov 2009 – Nov 2019 |
3.43%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGIDX (AMG MANAGERS AMUNDI INTERMEDIATE GOVERNMENT FUND CLASS N) |
9.71%
Dec 1994 – Dec 1997 |
7.51%
Nov 1994 – Nov 1999 |
7.04%
Oct 1994 – Oct 2004 |
6.48%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart