Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMAFX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS Z) | NA | -15.43% | -5.04% | -0.88% | 1.92% | 1.62% | 3.95% | … | … |
Data as of 08/29/2022, Common starting date is 12/29/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMAFX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS Z) | 12/29/1988 | 08/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.43 | -5.04 | -0.88 | 1.92 | 1.62 | 3.95 | … | … | -16.03 | 6.94 | -6.60 | 20.31 | -10.13 | 15.88 | 14.31 | -5.88 | 6.07 | -1.95 | 9.80 | 7.94 | 12.09 | 23.33 | -36.52 | 8.38 | 12.77 | 7.36 | 11.87 | 22.78 | -12.98 | -10.29 | -14.77 | 12.18 | 2.21 | 5.33 | 0.59 | 14.68 | -5.15 | 18.96 | 3.79 | 18.25 | -2.03 | 14.46 | -0.06 |
| Sharpe Ratio | NA | -1.85 | -0.48 | -0.17 | 0.16 | NA | NA | … | … | -2.69 | 0.85 | -0.43 | 3.22 | -1.31 | 2.46 | 1.57 | -0.64 | 0.76 | -0.20 | 1.56 | 0.86 | 1.42 | 1.19 | -1.40 | 0.45 | 1.09 | 0.72 | 1.40 | 2.44 | -1.03 | -1.00 | -1.19 | 0.77 | -0.10 | 0.17 | -0.22 | 1.79 | -1.68 | 3.87 | 0.25 | 2.01 | -1.02 | 1.69 | NA |
| Standard Deviation(%) | NA | 8.59 | 11.31 | 9.97 | 9.30 | NA | NA | … | … | 8.98 | 8.14 | 15.92 | 5.85 | 8.83 | 6.20 | 8.95 | 9.20 | 7.95 | 9.92 | 6.29 | 9.20 | 8.46 | 19.57 | 26.78 | 11.59 | 8.61 | 7.07 | 7.79 | 9.04 | 13.73 | 12.96 | 15.93 | 11.42 | 13.02 | 9.75 | 13.83 | 5.99 | 4.89 | 4.32 | 5.14 | 7.09 | 7.38 | 5.04 | 0.00 |
| Draw Down(%) | NA | 18.85 | 29.36 | 29.36 | 29.36 | NA | NA | … | … | 17.72 | 4.67 | 29.36 | 2.29 | 12.46 | 4.11 | 7.31 | 14.32 | 9.45 | 14.44 | 4.31 | 6.04 | 5.42 | 21.05 | 45.88 | 7.45 | 8.74 | 4.97 | 5.98 | 7.39 | 21.39 | 23.25 | 21.98 | 7.70 | 15.27 | 11.29 | 13.82 | 3.59 | 8.11 | 1.59 | 3.98 | 2.81 | 10.23 | 4.40 | 0.06 |
| Yield(%) | 0.00 | 0.40 | 1.64 | 1.67 | 1.98 | 2.13 | 3.07 | … | … | 0.00 | 0.43 | 0.71 | 4.52 | 2.22 | 0.77 | 1.85 | 1.96 | 3.33 | 0.00 | 3.61 | 4.61 | 5.03 | 1.04 | 3.13 | 3.96 | 2.21 | 4.77 | 0.13 | 0.67 | 0.58 | 1.17 | 4.03 | 3.48 | 1.75 | 3.48 | 3.44 | 3.84 | 0.96 | 2.73 | 3.69 | 3.57 | 4.76 | 4.80 | 0.63 |
Data as of 08/29/2022, Common starting date is 12/29/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMAFX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS Z) |
-14.43%
Mar 2000 – Mar 2003 |
-7.72%
Sep 1997 – Sep 2002 |
-2.95%
Feb 1999 – Feb 2009 |
-0.87%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMAFX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS Z) |
22.02%
Feb 2009 – Feb 2012 |
14.36%
Feb 2009 – Feb 2014 |
9.15%
Feb 2009 – Feb 2019 |
6.21%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart