Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMASX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS I) | NA | -15.57% | -5.20% | -1.01% | 1.81% | NA | NA | … | … |
Data as of 08/29/2022, Common starting date is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMASX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS I) | 01/05/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.57 | -5.20 | -1.01 | 1.81 | NA | NA | … | … | -16.14 | 6.50 | -6.68 | 20.06 | -10.20 | 15.82 | 14.19 | -6.00 | 6.03 | -2.03 | 9.65 | 7.75 | 10.59 |
| Sharpe Ratio | NA | -1.84 | -0.49 | -0.18 | 0.15 | NA | NA | … | … | -2.67 | 0.79 | -0.43 | 3.20 | -1.32 | 2.45 | 1.56 | -0.66 | 0.75 | -0.21 | 1.54 | 0.85 | 1.25 |
| Standard Deviation(%) | NA | 8.69 | 11.36 | 9.99 | 9.31 | NA | NA | … | … | 9.10 | 8.22 | 15.92 | 5.84 | 8.74 | 6.23 | 8.95 | 9.19 | 8.01 | 9.90 | 6.29 | 9.11 | 8.47 |
| Draw Down(%) | NA | 18.94 | 29.38 | 29.38 | 29.38 | NA | NA | … | … | 17.82 | 4.67 | 29.38 | 2.29 | 12.52 | 4.12 | 7.40 | 14.35 | 9.54 | 14.47 | 4.32 | 5.97 | 5.42 |
| Yield(%) | 0.00 | 0.23 | 1.50 | 1.49 | 1.84 | 2.08 | 1.56 | … | … | 0.00 | 0.25 | 0.57 | 4.36 | 2.07 | 0.39 | 1.79 | 1.85 | 3.20 | 0.00 | 3.54 | 4.51 | 5.13 |
Data as of 08/29/2022, Common starting date is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMASX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS I) |
-4.86%
Jul 2019 – Jul 2022 |
-0.94%
Jul 2017 – Jul 2022 |
1.85%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMASX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS I) |
9.96%
Feb 2010 – Feb 2013 |
7.83%
Feb 2010 – Feb 2015 |
5.52%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart