Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGSDX (AMG MANAGERS AMUNDI SHORT DURATION GOVERNMENT FUND CLASS N) | NA | 1.87% | 1.07% | 0.83% | 0.91% | 1.76% | 2.38% | … | … |
Data as of 12/16/2019, Common starting date is 04/13/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGSDX (AMG MANAGERS AMUNDI SHORT DURATION GOVERNMENT FUND CLASS N) | 04/13/1992 | 12/16/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.87 | 1.07 | 0.83 | 0.91 | 1.76 | 2.38 | … | … | 1.89 | 0.73 | 0.59 | 1.02 | -0.11 | 0.63 | 0.22 | 1.67 | 0.81 | 1.45 | 6.55 | -1.17 | 5.00 | 4.52 | 2.84 | 2.41 | 2.47 | 4.14 | 7.55 | 4.51 | 4.10 | 4.79 | 6.33 | 6.28 | 6.16 | 4.15 | 4.31 | 4.87 |
| Sharpe Ratio | NA | 0.26 | -0.09 | 0.09 | 0.55 | NA | NA | … | … | 0.48 | -0.67 | -0.07 | 0.81 | -0.17 | 0.63 | 0.19 | 1.90 | 0.96 | 1.46 | 5.84 | -1.23 | 2.14 | 1.39 | 0.60 | 1.25 | 1.58 | 1.33 | 2.70 | 0.14 | 0.44 | 0.88 | 2.73 | 2.41 | 1.61 | 0.55 | 1.68 | 3.12 |
| Standard Deviation(%) | NA | 1.02 | 0.99 | 0.96 | 0.94 | NA | NA | … | … | 1.01 | 0.98 | 0.98 | 1.00 | 0.85 | 0.98 | 0.99 | 0.85 | 0.81 | 0.93 | 1.10 | 1.73 | 0.87 | 0.80 | 0.97 | 1.14 | 1.11 | 2.24 | 1.92 | 2.09 | 1.66 | 1.50 | 0.97 | 1.08 | 1.35 | 1.96 | 1.27 | 1.43 |
| Draw Down(%) | NA | 0.86 | 0.86 | 0.89 | 0.89 | NA | NA | … | … | 0.86 | 0.45 | 0.31 | 0.53 | 0.70 | 0.30 | 0.54 | 0.27 | 0.34 | 0.31 | 0.21 | 3.13 | 0.21 | 0.10 | 0.41 | 0.36 | 0.51 | 1.34 | 0.61 | 0.63 | 1.16 | 1.01 | 0.20 | 0.24 | 0.31 | 1.60 | 0.51 | 0.40 |
| Yield(%) | 0.00 | 1.65 | 1.81 | 1.31 | 1.07 | 1.92 | 2.50 | … | … | 1.46 | 1.78 | 2.24 | 0.91 | 0.20 | 0.53 | 0.32 | 0.83 | 0.91 | 1.34 | 2.45 | 3.84 | 4.48 | 4.12 | 3.31 | 3.08 | 2.55 | 4.15 | 6.10 | 6.06 | 4.90 | 4.77 | 5.23 | 5.57 | 6.81 | 5.71 | 4.61 | 4.37 |
Data as of 12/16/2019, Common starting date is 04/13/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSDX (AMG MANAGERS AMUNDI SHORT DURATION GOVERNMENT FUND CLASS N) |
0.25%
Oct 2012 – Oct 2015 |
0.43%
Aug 2012 – Aug 2017 |
0.93%
Nov 2009 – Nov 2019 |
1.77%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSDX (AMG MANAGERS AMUNDI SHORT DURATION GOVERNMENT FUND CLASS N) |
6.40%
Jun 1994 – Jun 1997 |
5.84%
Mar 1994 – Mar 1999 |
5.36%
Jun 1992 – Jun 2002 |
4.67%
Jan 1993 – Jan 2008 |
Annualized Rolling Returns Comparison Chart