Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGCAX (Managers AMG Essex Large Cap Growth) | NA | 10.45% | -1.26% | -0.03% | -1.33% | NA | NA | … | … |
Data as of 01/21/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGCAX (Managers AMG Essex Large Cap Growth) | 06/21/1996 | 01/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.45 | -1.26 | -0.03 | -1.33 | NA | NA | … | … | 0.00 | 10.80 | 32.39 | -41.71 | 14.36 | 4.96 | 28.85 | 5.15 | 25.05 | -30.49 | -31.55 | -22.18 | 102.98 | 57.58 | 12.95 | 6.76 |
| Sharpe Ratio | NA | 0.27 | -0.04 | -0.02 | -0.06 | NA | NA | … | … | 0.00 | 0.30 | 0.56 | -1.06 | 0.20 | 0.02 | 1.15 | 0.34 | 1.29 | -1.10 | -1.26 | -0.60 | 3.31 | 1.74 | -1.88 | 0.79 |
| Standard Deviation(%) | NA | 37.82 | 48.79 | 59.66 | 49.47 | NA | NA | … | … | NA | 36.23 | 57.70 | 39.93 | 57.90 | 68.14 | 23.16 | 12.33 | 18.85 | 28.65 | 27.16 | 43.86 | 30.18 | 31.27 | 22.41 | 12.36 |
| Draw Down(%) | NA | 19.12 | 49.88 | 54.30 | 56.65 | NA | NA | … | … | 0.00 | 19.12 | 21.82 | 50.73 | 28.19 | 26.30 | 7.42 | 12.81 | 14.02 | 39.89 | 45.43 | 43.84 | 14.61 | 32.25 | 14.41 | 9.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.53 | 7.41 | 5.55 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 23.42 | 0.00 | 0.00 | 0.00 | 0.00 | 7.52 | 21.24 | 18.38 | 19.72 | 15.73 |
Data as of 01/21/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGCAX (Managers AMG Essex Large Cap Growth) |
-33.15%
Feb 2000 – Feb 2003 |
-13.53%
Feb 2000 – Feb 2005 |
-7.14%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGCAX (Managers AMG Essex Large Cap Growth) |
62.65%
Feb 1997 – Feb 2000 |
17.76%
Jul 1996 – Jul 2001 |
10.22%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart