Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMAVX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS N) | NA | -15.78% | -5.42% | -1.28% | 1.47% | NA | NA | … | … |
Data as of 08/29/2022, Common starting date is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMAVX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS N) | 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 | -15.78 | -5.42 | -1.28 | 1.47 | NA | NA | … | … | -16.20 | 6.46 | -6.93 | 19.80 | -10.50 | 15.35 | 13.81 | -6.38 | 5.58 | -2.48 | 9.19 | 7.46 | 10.31 |
| Sharpe Ratio | NA | -1.88 | -0.51 | -0.20 | 0.11 | NA | NA | … | … | -2.73 | 0.78 | -0.45 | 3.16 | -1.35 | 2.36 | 1.51 | -0.70 | 0.70 | -0.25 | 1.47 | 0.81 | 1.22 |
| Standard Deviation(%) | NA | 8.59 | 11.31 | 9.96 | 9.31 | NA | NA | … | … | 8.95 | 8.21 | 15.89 | 5.81 | 8.78 | 6.27 | 8.96 | 9.22 | 7.99 | 9.95 | 6.26 | 9.19 | 8.44 |
| Draw Down(%) | NA | 19.04 | 29.43 | 29.43 | 29.43 | NA | NA | … | … | 17.82 | 4.75 | 29.43 | 2.30 | 12.80 | 4.12 | 7.37 | 14.63 | 9.62 | 14.57 | 4.33 | 6.07 | 5.51 |
| Yield(%) | 0.00 | 0.00 | 1.27 | 1.26 | 1.48 | 1.78 | 1.33 | … | … | 0.00 | 0.00 | 0.29 | 4.12 | 1.82 | 0.29 | 1.14 | 1.34 | 2.51 | 0.00 | 2.99 | 4.22 | 5.11 |
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 |
|---|---|---|---|---|
| MMAVX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS N) |
-5.08%
Jul 2019 – Jul 2022 |
-1.21%
Jul 2017 – Jul 2022 |
1.50%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMAVX (AMG FQ GLOBAL RISK-BALANCED FUND CLASS N) |
9.62%
Feb 2010 – Feb 2013 |
7.42%
Feb 2010 – Feb 2015 |
5.14%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart