Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSYCX (Managers AMG Systematic Value C) | NA | 12.90% | 7.99% | -2.85% | NA | NA | NA | … | … |
Data as of 12/03/2012, Common starting date is 03/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSYCX (Managers AMG Systematic Value C) | 03/06/2006 | 12/03/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.79 | 12.90 | 7.99 | -2.85 | NA | NA | NA | … | … | 14.93 | -8.70 | 16.87 | 21.69 | -41.75 | 7.17 | 12.36 |
| Sharpe Ratio | NA | 0.90 | 0.34 | -0.10 | NA | NA | NA | … | … | 1.07 | -0.30 | 0.72 | 0.65 | -0.94 | 0.24 | 1.00 |
| Standard Deviation(%) | NA | 16.19 | 23.31 | 31.35 | NA | NA | NA | … | … | 15.34 | 28.98 | 23.18 | 32.99 | 45.31 | 17.11 | 11.74 |
| Draw Down(%) | NA | 13.40 | 28.08 | 58.57 | NA | NA | NA | … | … | 13.40 | 28.08 | 19.79 | 29.15 | 53.29 | 11.13 | 10.64 |
| Yield(%) | 0.00 | 0.11 | 0.04 | 1.54 | 1.15 | 0.77 | 0.57 | … | … | 0.00 | 0.10 | 0.00 | 0.00 | 0.31 | 7.94 | 2.39 |
Data as of 12/03/2012, Common starting date is 03/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYCX (Managers AMG Systematic Value C) |
-13.94%
Apr 2006 – Apr 2009 |
-5.47%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYCX (Managers AMG Systematic Value C) |
21.93%
Feb 2009 – Feb 2012 |
1.26%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart