Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSYAX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS N) | NA | 23.80% | 6.17% | 11.90% | 4.54% | NA | NA | … | … |
Data as of 11/03/2017, Common starting date is 03/15/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSYAX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS N) | 03/15/2006 | 11/03/2017 |
| 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 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.80 | 6.17 | 11.90 | 4.54 | NA | NA | … | … | 8.26 | 15.40 | -6.44 | 10.46 | 33.88 | 17.34 | -8.10 | 17.80 | 22.59 | -41.31 | 7.95 | 10.85 |
| Sharpe Ratio | NA | 2.29 | 0.38 | 0.81 | 0.17 | NA | NA | … | … | 0.98 | 0.85 | -0.38 | 0.81 | 2.57 | 1.14 | -0.28 | 0.76 | 0.68 | -0.93 | 0.29 | 0.88 |
| Standard Deviation(%) | NA | 10.14 | 15.41 | 14.60 | 24.50 | NA | NA | … | … | 9.45 | 17.81 | 16.88 | 12.96 | 13.19 | 15.23 | 28.89 | 23.18 | 33.09 | 45.34 | 17.10 | 11.84 |
| Draw Down(%) | NA | 4.90 | 25.00 | 25.00 | 58.15 | NA | NA | … | … | 4.90 | 16.41 | 16.57 | 10.16 | 6.08 | 13.27 | 27.83 | 19.62 | 28.99 | 52.97 | 11.02 | 10.63 |
| Yield(%) | 0.00 | 98.78 | 32.24 | 28.09 | 12.10 | 9.73 | 7.30 | … | … | 85.11 | 2.63 | 8.00 | 16.65 | 16.21 | 1.59 | 0.91 | 0.43 | 0.87 | 0.93 | 8.40 | 2.34 |
Data as of 11/03/2017, Common starting date is 03/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYAX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS N) |
-13.27%
Apr 2006 – Apr 2009 |
-4.77%
May 2007 – May 2012 |
3.65%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYAX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS N) |
23.39%
Sep 2011 – Sep 2014 |
21.30%
Feb 2009 – Feb 2014 |
4.85%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart