Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHHYX (AMG MANAGERS HIGH YIELD FUND CLASS I) | NA | 1.42% | 3.69% | 3.95% | 6.18% | 7.60% | NA | … | … |
Data as of 12/28/2017, Common starting date is 03/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHHYX (AMG MANAGERS HIGH YIELD FUND CLASS I) | 03/30/1998 | 12/28/2017 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.59 | 1.42 | 3.69 | 3.95 | 6.18 | 7.60 | NA | … | … | 1.29 | 14.97 | -4.13 | 2.16 | 6.43 | 15.50 | 4.87 | 13.83 | 54.14 | -29.49 | 2.41 | 11.40 | 2.62 | 8.02 | 30.35 | 2.38 | 5.16 | -10.14 | 9.65 | -1.36 |
| Sharpe Ratio | NA | 0.29 | 0.72 | 0.87 | 0.94 | NA | NA | … | … | 0.25 | 2.38 | -0.87 | 0.62 | 1.86 | 4.98 | 0.84 | 3.33 | 6.99 | -2.32 | -0.15 | 3.77 | 0.15 | 1.98 | 7.40 | 0.19 | 0.49 | -2.13 | 2.13 | -1.04 |
| Standard Deviation(%) | NA | 2.69 | 4.79 | 4.31 | 6.34 | NA | NA | … | … | 2.70 | 6.17 | 4.79 | 3.47 | 3.43 | 3.13 | 5.73 | 4.13 | 7.73 | 13.07 | 4.05 | 2.16 | 3.09 | 3.58 | 4.01 | 6.70 | 5.85 | 6.65 | 3.01 | 4.82 |
| Draw Down(%) | NA | 2.39 | 12.97 | 12.97 | 38.61 | NA | NA | … | … | 2.39 | 5.50 | 9.82 | 5.30 | 5.30 | 3.27 | 9.51 | 5.13 | 11.44 | 38.61 | 6.56 | 2.34 | 5.24 | 5.97 | 4.69 | 14.59 | 9.05 | 15.27 | 3.30 | 11.51 |
| Yield(%) | 0.00 | 2.63 | 4.54 | 4.92 | 6.09 | 7.46 | 5.57 | … | … | 2.62 | 5.60 | 6.02 | 5.37 | 5.96 | 7.44 | 7.63 | 7.85 | 11.67 | 8.00 | 7.12 | 6.91 | 6.83 | 5.19 | 9.71 | 10.29 | 10.45 | 8.27 | 9.20 | 5.70 |
Data as of 12/28/2017, Common starting date is 03/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHHYX (AMG MANAGERS HIGH YIELD FUND CLASS I) |
-9.21%
Nov 2005 – Nov 2008 |
-3.39%
Nov 2003 – Nov 2008 |
1.37%
Nov 1998 – Nov 2008 |
6.42%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHHYX (AMG MANAGERS HIGH YIELD FUND CLASS I) |
25.08%
Feb 2009 – Feb 2012 |
19.57%
Nov 2008 – Nov 2013 |
10.38%
Sep 2002 – Sep 2012 |
8.47%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart