Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RIEIX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS N) | NA | -3.60% | -1.21% | -0.73% | 1.88% | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 05/29/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIEIX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS N) | 05/29/2001 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | -3.60 | -1.21 | -0.73 | 1.88 | NA | NA | … | … | 6.36 | 11.48 | 0.00 | 18.89 | -44.32 | 6.21 | 23.86 | 13.56 | 18.63 | 36.16 | -12.32 | -20.42 |
| Sharpe Ratio | NA | 0.83 | 0.28 | 0.17 | 0.04 | NA | NA | … | … | 2.28 | 0.06 | 0.00 | 0.72 | -1.10 | 0.18 | 1.47 | 1.10 | 1.48 | 2.65 | -0.71 | -1.78 |
| Standard Deviation(%) | NA | 27.38 | 25.35 | 23.70 | 24.66 | NA | NA | … | … | 12.96 | 36.04 | NA | 26.15 | 41.10 | 18.18 | 14.01 | 10.33 | 11.91 | 13.39 | 19.01 | 19.38 |
| Draw Down(%) | NA | 14.17 | 14.17 | 14.17 | 63.55 | NA | NA | … | … | 3.58 | 14.17 | 0.00 | 29.29 | 55.71 | 13.02 | 15.96 | 7.33 | 8.59 | 14.29 | 27.59 | 25.20 |
| Yield(%) | 0.00 | 0.26 | 0.09 | 0.05 | 2.03 | 1.60 | 1.20 | … | … | 0.00 | 0.26 | 0.00 | 0.00 | 2.75 | 8.89 | 3.09 | 0.87 | 0.37 | 1.29 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 05/29/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIEIX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS N) |
-18.43%
Feb 2006 – Feb 2009 |
-5.70%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIEIX (AMG RENAISSANCE INTERNATIONAL EQUITY FUND CLASS N) |
28.54%
Mar 2003 – Mar 2006 |
21.73%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart