Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGIX (AMG TIMESSQUARE ALL CAP GROWTH FUND CLASS I) | NA | -88.15% | -49.25% | -29.07% | NA | NA | NA | … | … |
Data as of 09/19/2017, Common starting date is 07/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGIX (AMG TIMESSQUARE ALL CAP GROWTH FUND CLASS I) | 07/30/2010 | 09/19/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -88.15 | -49.25 | -29.07 | NA | NA | NA | … | … | -88.18 | 2.90 | 2.57 | 6.76 | 36.43 | 19.86 | -4.73 | 16.35 |
| Sharpe Ratio | NA | -0.29 | -0.28 | -0.21 | NA | NA | NA | … | … | -0.27 | 0.17 | 0.15 | 0.47 | 2.99 | 1.38 | -0.18 | 3.02 |
| Standard Deviation(%) | NA | 304.37 | 176.15 | 136.68 | NA | NA | NA | … | … | 360.50 | 16.08 | 16.52 | 14.46 | 12.17 | 14.43 | 26.39 | 14.16 |
| Draw Down(%) | NA | 94.81 | 94.81 | 94.81 | NA | NA | NA | … | … | 94.81 | 15.94 | 11.99 | 8.69 | 6.79 | 11.49 | 25.39 | 6.36 |
| Yield(%) | 0.00 | 110.41 | 39.78 | 32.13 | 21.60 | 14.40 | 10.80 | … | … | 110.04 | 8.98 | 7.82 | 10.39 | 13.16 | 0.62 | 0.00 | 0.05 |
Data as of 09/19/2017, Common starting date is 07/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGIX (AMG TIMESSQUARE ALL CAP GROWTH FUND CLASS I) |
-49.35%
Aug 2014 – Aug 2017 |
-28.45%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGIX (AMG TIMESSQUARE ALL CAP GROWTH FUND CLASS I) |
22.73%
Sep 2011 – Sep 2014 |
15.87%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart