Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYCMX (Managers AMG Systematic Mid Cap Value C) | NA | 11.95% | 11.16% | 1.33% | NA | NA | NA | … | … |
Data as of 12/03/2012, Common starting date is 12/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYCMX (Managers AMG Systematic Mid Cap Value C) | 12/22/2006 | 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 (%) | 0.98 | 11.95 | 11.16 | 1.33 | NA | NA | NA | … | … | 13.25 | -6.66 | 24.07 | 32.36 | -37.92 | 12.33 | 0.60 |
| Sharpe Ratio | NA | 0.77 | 0.46 | 0.03 | NA | NA | NA | … | … | 0.88 | -0.22 | 1.02 | 1.00 | -0.91 | 0.54 | 4.47 |
| Standard Deviation(%) | NA | 17.22 | 24.39 | 30.92 | NA | NA | NA | … | … | 16.48 | 30.55 | 23.51 | 32.24 | 42.72 | 17.32 | 9.55 |
| Draw Down(%) | NA | 12.84 | 28.70 | 53.05 | NA | NA | NA | … | … | 12.84 | 28.70 | 18.79 | 24.16 | 51.36 | 11.21 | 0.70 |
| Yield(%) | 0.00 | 4.03 | 2.18 | 1.33 | 0.76 | 0.51 | 0.38 | … | … | 0.00 | 3.76 | 1.55 | 0.00 | 0.00 | 1.87 | 0.00 |
Data as of 12/03/2012, Common starting date is 12/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYCMX (Managers AMG Systematic Mid Cap Value C) |
-7.52%
Jun 2007 – Jun 2010 |
-0.50%
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 |
|---|---|---|---|---|
| SYCMX (Managers AMG Systematic Mid Cap Value C) |
24.35%
Feb 2009 – Feb 2012 |
2.61%
Feb 2007 – Feb 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart