Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSYSX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS I) | NA | 24.09% | 6.42% | 12.17% | 4.80% | 8.44% | NA | … | … |
Data as of 11/03/2017, Common starting date is 04/02/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSYSX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS I) | 04/02/2002 | 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 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.45 | 24.09 | 6.42 | 12.17 | 4.80 | 8.44 | NA | … | … | 8.48 | 15.68 | -6.24 | 10.86 | 34.17 | 17.62 | -7.86 | 18.03 | 22.96 | -41.14 | 8.18 | 17.62 | 10.30 | 14.86 | 33.79 | -15.01 |
| Sharpe Ratio | NA | 2.31 | 0.40 | 0.83 | 0.19 | NA | NA | … | … | 1.00 | 0.87 | -0.37 | 0.84 | 2.60 | 1.16 | -0.27 | 0.77 | 0.69 | -0.93 | 0.30 | 1.24 | 0.69 | 1.13 | 1.94 | -0.78 |
| Standard Deviation(%) | NA | 10.19 | 15.31 | 14.48 | 24.17 | NA | NA | … | … | 9.52 | 17.71 | 16.89 | 12.92 | 13.15 | 15.27 | 28.92 | 23.21 | 33.05 | 45.25 | 17.06 | 11.54 | 11.62 | 12.24 | 17.02 | 26.16 |
| Draw Down(%) | NA | 4.90 | 24.90 | 24.90 | 58.04 | NA | NA | … | … | 4.90 | 16.41 | 16.54 | 10.14 | 6.06 | 13.24 | 27.75 | 19.67 | 28.95 | 52.88 | 11.05 | 10.63 | 7.95 | 9.36 | 13.82 | 26.90 |
| Yield(%) | 0.00 | 99.77 | 32.62 | 28.48 | 12.34 | 15.30 | 10.11 | … | … | 85.85 | 2.92 | 8.28 | 16.96 | 16.59 | 1.88 | 1.24 | 0.70 | 1.13 | 1.11 | 8.63 | 2.43 | 9.26 | 18.58 | 5.42 | 0.20 |
Data as of 11/03/2017, Common starting date is 04/02/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYSX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS I) |
-16.78%
Feb 2006 – Feb 2009 |
-6.09%
Feb 2004 – Feb 2009 |
3.53%
Feb 2006 – Feb 2016 |
7.07%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSYSX (AMG SYSTEMATIC LARGE CAP VALUE FUND CLASS I) |
23.71%
Sep 2011 – Sep 2014 |
21.61%
Feb 2009 – Feb 2014 |
8.62%
Mar 2003 – Mar 2013 |
9.09%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart