Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYIMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS I) | NA | 15.70% | 4.23% | 6.10% | 9.61% | NA | NA | … | … |
Data as of 12/16/2019, Common starting date is 12/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYIMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS I) | 12/22/2006 | 12/16/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.70 | 4.23 | 6.10 | 9.61 | NA | NA | … | … | 19.36 | -17.24 | 15.11 | 19.41 | -5.60 | 4.88 | 34.03 | 16.40 | -5.60 | 25.30 | 33.65 | -37.31 | 13.07 | 0.70 |
| Sharpe Ratio | NA | 1.20 | 0.26 | 0.37 | 0.52 | NA | NA | … | … | 2.59 | -1.11 | 1.44 | 1.01 | -0.34 | 0.35 | 2.43 | 1.02 | -0.18 | 1.07 | 1.04 | -0.89 | 0.58 | 5.38 |
| Standard Deviation(%) | NA | 9.68 | 12.07 | 14.72 | 17.91 | NA | NA | … | … | 7.27 | 16.73 | 10.11 | 18.99 | 16.65 | 13.76 | 14.00 | 16.20 | 30.52 | 23.53 | 32.28 | 42.77 | 17.28 | 9.72 |
| Draw Down(%) | NA | 10.23 | 25.89 | 25.89 | 28.51 | NA | NA | … | … | 3.04 | 25.89 | 5.83 | 16.33 | 16.09 | 13.20 | 7.55 | 12.68 | 28.51 | 18.54 | 23.88 | 51.12 | 11.08 | 0.70 |
| Yield(%) | 0.00 | 1.38 | 1.53 | 4.07 | 5.86 | 3.77 | 2.83 | … | … | 1.27 | 0.12 | 1.05 | 2.73 | 8.97 | 7.02 | 13.37 | 1.17 | 4.41 | 2.31 | 0.90 | 0.62 | 1.91 | 0.00 |
Data as of 12/16/2019, 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 |
|---|---|---|---|---|
| SYIMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS I) |
-6.66%
Jun 2007 – Jun 2010 |
0.41%
May 2007 – May 2012 |
5.92%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYIMX (AMG SYSTEMATIC MID CAP VALUE FUND CLASS I) |
25.65%
Feb 2009 – Feb 2012 |
23.04%
Feb 2009 – Feb 2014 |
13.81%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart