Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RIESX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS I) | NA | -20.45% | 3.12% | NA | NA | NA | NA | … | … |
Data as of 01/10/2019, Common starting date is 06/18/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIESX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS I) | 06/18/2014 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.45 | 3.12 | NA | NA | NA | NA | … | … | 0.00 | -19.34 | 26.77 | -2.01 | -1.10 | -9.17 |
| Sharpe Ratio | NA | -1.65 | 0.12 | NA | NA | NA | NA | … | … | 0.00 | -1.44 | 3.30 | -0.13 | -0.08 | -1.37 |
| Standard Deviation(%) | NA | 14.20 | 13.83 | NA | NA | NA | NA | … | … | NA | 14.31 | 7.95 | 17.58 | 15.01 | 11.92 |
| Draw Down(%) | NA | 25.57 | 25.57 | NA | NA | NA | NA | … | … | 0.00 | 25.57 | 2.65 | 13.33 | 18.96 | 14.08 |
| Yield(%) | 0.00 | 1.62 | 2.58 | 1.54 | 0.77 | 0.51 | 0.39 | … | … | 0.00 | 1.66 | 2.21 | 3.20 | 0.99 | 0.45 |
Data as of 01/10/2019, Common starting date is 06/18/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIESX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS I) |
0.76%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIESX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS I) |
8.64%
Jan 2015 – Jan 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart