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MSYSX: AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS I (MUTUAL FUND)
Basic Info
| Asset Class: | LARGE VALUE |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 04/02/2002 |
| Last Dividend Date: | 09/21/2017 |
| 12-Mo. Yield | 99.77% |
| Expenses | 0.82% |
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Performance Analytics (As of 11/03/2017)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/02/2002 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.5 | 24.1 | 6.4 | 12.2 | 4.7 | 8.5 | 7.2 | 8.5 | 15.7 | -6.2 | 10.9 | 34.2 | 17.6 | -7.9 | 18.0 | 23.0 | -41.1 | 8.2 | 17.6 | 10.3 | 14.9 | 33.8 | -15.0 |
| Sharpe Ratio | NA | 2.31 | 0.4 | 0.83 | 0.19 | NA | 0.3 | 1.0 | 0.87 | -0.37 | 0.84 | 2.6 | 1.16 | -0.27 | 0.77 | 0.69 | -0.93 | 0.3 | 1.24 | 0.69 | 1.13 | 1.94 | -0.78 |
| Draw Down(%) | NA | 4.9 | 24.9 | 24.9 | 58.0 | NA | 59.4 | 4.9 | 16.4 | 16.5 | 10.1 | 6.1 | 13.2 | 27.8 | 19.7 | 29.0 | 52.9 | 11.1 | 10.6 | 7.9 | 9.4 | 13.8 | 26.9 |
| Standard Deviation(%) | NA | 10.2 | 15.3 | 14.5 | 24.2 | NA | 21.6 | 9.5 | 17.7 | 16.9 | 12.9 | 13.2 | 15.3 | 28.9 | 23.2 | 33.1 | 45.3 | 17.1 | 11.5 | 11.6 | 12.2 | 17.0 | 26.2 |
| Treynor Ratio | NA | 0.19 | 0.05 | 0.1 | 0.04 | NA | 0.06 | 0.08 | 0.12 | -0.06 | 0.1 | 0.3 | 0.15 | -0.07 | 0.14 | 0.22 | -0.41 | 0.05 | 0.12 | 0.08 | 0.13 | 0.34 | -0.25 |
| Alpha | NA | -0.02 | -0.02 | -0.01 | -0.01 | NA | 0.0 | -0.02 | -0.02 | -0.02 | -0.01 | -0.01 | 0.0 | -0.03 | 0.0 | 0.01 | -0.03 | 0.03 | -0.03 | 0.01 | -0.01 | 0.01 | 0.02 |
| Beta | NA | 1.22 | 1.16 | 1.15 | 1.08 | NA | 1.05 | 1.21 | 1.27 | 1.07 | 1.13 | 1.14 | 1.18 | 1.19 | 1.25 | 1.03 | 1.02 | 0.98 | 1.17 | 1.06 | 1.1 | 0.97 | 0.83 |
| RSquared | NA | 0.83 | 0.91 | 0.92 | 0.96 | NA | 0.95 | 0.81 | 0.92 | 0.95 | 0.91 | 0.93 | 0.96 | 0.97 | 0.97 | 0.97 | 0.98 | 0.96 | 0.93 | 0.94 | 0.91 | 0.95 | 0.9 |
| Yield(%) | N/A | 99.8 | 32.6 | 28.5 | 12.3 | 15.3 | N/A | 85.8 | 2.9 | 8.3 | 17.0 | 16.6 | 1.9 | 1.2 | 0.7 | 1.1 | 1.1 | 8.6 | 2.4 | 9.3 | 18.6 | 5.4 | 0.2 |
| Dividend Growth(%) | N/A | 941.8 | 524.2 | 939.8 | N/A | N/A | N/A | 3309.6 | -70.3 | -53.6 | 15.8 | 922.5 | 39.5 | 106.7 | -25.0 | -38.9 | -87.3 | 298.5 | -72.6 | -52.3 | 323.7 | 2240.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/02/2002
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See LARGE VALUE Asset Class Trend Rankings |
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