Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHHAX (AMG MANAGERS HIGH YIELD FUND CLASS N) | NA | 1.43% | 3.57% | 3.78% | 5.89% | 7.28% | NA | … | … |
Data as of 12/28/2017, Common starting date is 01/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHHAX (AMG MANAGERS HIGH YIELD FUND CLASS N) | 01/29/1998 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.45 | 1.43 | 3.57 | 3.78 | 5.89 | 7.28 | NA | … | … | 1.30 | 14.68 | -4.36 | 2.01 | 6.08 | 15.26 | 4.55 | 13.45 | 53.44 | -29.73 | 2.22 | 11.04 | 2.36 | 7.37 | 29.77 | 1.42 | 4.79 | -10.77 | 9.05 | 3.88 |
| Sharpe Ratio | NA | 0.28 | 0.67 | 0.82 | 0.89 | NA | NA | … | … | 0.23 | 2.34 | -0.89 | 0.58 | 1.78 | 4.67 | 0.78 | 3.25 | 6.91 | -2.36 | -0.20 | 3.77 | 0.06 | 1.86 | 7.41 | 0.05 | 0.43 | -2.10 | 1.80 | 0.18 |
| Standard Deviation(%) | NA | 2.90 | 4.88 | 4.37 | 6.35 | NA | NA | … | … | 2.89 | 6.17 | 4.93 | 3.46 | 3.40 | 3.29 | 5.81 | 4.11 | 7.72 | 12.96 | 4.05 | 2.06 | 3.11 | 3.46 | 3.92 | 6.73 | 5.78 | 7.05 | 3.23 | 4.95 |
| Draw Down(%) | NA | 2.75 | 13.15 | 13.15 | 38.67 | NA | NA | … | … | 2.75 | 5.57 | 10.06 | 5.38 | 5.29 | 3.22 | 9.54 | 5.20 | 11.43 | 38.67 | 6.68 | 2.29 | 5.39 | 6.08 | 4.64 | 15.00 | 9.40 | 15.60 | 3.50 | 11.52 |
| Yield(%) | 0.00 | 2.49 | 4.35 | 4.72 | 5.85 | 7.13 | 5.59 | … | … | 2.48 | 5.40 | 5.75 | 5.14 | 5.76 | 7.15 | 7.36 | 7.58 | 11.32 | 7.73 | 6.86 | 6.67 | 6.50 | 4.68 | 9.20 | 9.73 | 10.01 | 7.81 | 8.76 | 6.40 |
Data as of 12/28/2017, Common starting date is 01/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHHAX (AMG MANAGERS HIGH YIELD FUND CLASS N) |
-9.47%
Nov 2005 – Nov 2008 |
-3.73%
Nov 2003 – Nov 2008 |
0.89%
Nov 1998 – Nov 2008 |
5.98%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHHAX (AMG MANAGERS HIGH YIELD FUND CLASS N) |
24.81%
Feb 2009 – Feb 2012 |
19.19%
Nov 2008 – Nov 2013 |
9.99%
Sep 2002 – Sep 2012 |
8.21%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart