Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SYAMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS N) | NA | 15.59% | 4.03% | 5.85% | 9.34% | NA | NA | 7.14% |
Data as of 12/16/2019, AR inception is 12/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYAMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS N) | 12/22/2006 | 12/16/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.59 | 4.03 | 5.85 | 9.34 | NA | NA | 7.14 | 19.25 | -17.47 | 14.78 | 19.06 | -5.79 | 4.58 | 33.60 | 16.16 | -5.85 | 24.96 | 33.30 | -37.48 | 12.79 | 0.60 |
| Sharpe Ratio | NA | 1.19 | 0.24 | 0.35 | 0.50 | NA | NA | 0.27 | 2.58 | -1.12 | 1.41 | 0.99 | -0.35 | 0.33 | 2.39 | 1.00 | -0.19 | 1.06 | 1.03 | -0.89 | 0.57 | 4.47 |
| Standard Deviation(%) | NA | 9.68 | 12.07 | 14.72 | 17.91 | NA | NA | 22.18 | 7.26 | 16.72 | 10.10 | 19.02 | 16.64 | 13.80 | 14.03 | 16.21 | 30.45 | 23.53 | 32.27 | 42.82 | 17.30 | 9.55 |
| Draw Down(%) | NA | 10.25 | 26.10 | 26.10 | 28.55 | NA | NA | 54.62 | 3.05 | 26.10 | 5.84 | 16.41 | 16.19 | 13.26 | 7.51 | 12.73 | 28.55 | 18.62 | 24.06 | 51.26 | 11.18 | 0.70 |
| Yield(%) | 0.00 | 1.13 | 1.20 | 3.72 | 5.44 | 3.48 | 2.61 | 4.35 | 1.16 | 0.00 | 0.58 | 2.38 | 8.65 | 6.50 | 13.07 | 0.89 | 4.18 | 2.03 | 0.64 | 0.44 | 1.83 | 0.00 |
Data as of 12/16/2019, AR inception is 12/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYAMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS N) |
-6.92%
Jun 2007 - Jun 2010 |
0.17%
May 2007 - May 2012 |
5.65%
May 2007 - May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYAMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS N) |
25.30%
Feb 2009 - Feb 2012 |
22.72%
Feb 2009 - Feb 2014 |
13.51%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart