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ISIN
US00171A6477
CUSIP
00171A647
Issuer
AMG
Inception Date
Nov 3, 2010
Min. Investment
$2,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

ACWDX Performance Chart

AMG GW&K Small/Mid Cap Growth Fund (ACWDX) is up 17.1% since the beginning of the year. ACWDX is currently trading at $20 per share. Investors who bought $1,000 worth of ACWDX shares 5 years ago would now be looking at an investment worth $1,322.


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S&P 500 Index

Returns By Period

AMG GW&K Small/Mid Cap Growth Fund (ACWDX) has returned 17.13% so far this year and 21.78% over the past 12 months. Over the last ten years, ACWDX has returned 11.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


AMG GW&K Small/Mid Cap Growth Fund

1D
1.91%
1M
4.06%
YTD
17.13%
6M
14.41%
1Y
21.78%
3Y*
12.83%
5Y*
5.74%
10Y*
11.06%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWDX Monthly Returns History

Based on dividend-adjusted daily data since Nov 3, 2010, ACWDX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ACWDX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.94%2.67%-5.21%9.04%3.04%3.05%17.13%
20254.64%-5.21%-8.31%-2.36%5.29%5.15%2.72%3.74%2.16%2.82%2.16%-10.79%0.29%
2024-2.64%7.83%1.98%-7.00%2.91%0.31%5.09%0.82%-0.12%0.46%7.72%-7.16%9.27%
202310.22%-1.87%-1.27%-1.64%-2.54%8.64%3.22%-1.33%-5.12%-5.39%8.85%9.44%21.13%
2022-11.45%-0.00%-0.00%-8.79%-1.37%-6.93%9.95%-4.99%-7.88%9.53%4.98%-5.33%-22.32%
20212.08%2.31%-5.60%5.70%-1.38%2.74%2.29%3.81%-3.21%6.45%-5.77%3.36%12.52%

Benchmark Metrics

AMG GW&K Small/Mid Cap Growth Fund has an annualized alpha of -2.83%, beta of 1.15, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 03, 2010.

  • This fund participated in 116.90% of S&P 500 Index downside but only 105.12% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.83% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.83%
Beta
1.15
0.76
Upside Capture
105.12%
Downside Capture
116.90%

Expense Ratio

ACWDX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ACWDX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ACWDX Risk / Return Rank: 1616
Overall Rank
ACWDX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ACWDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
ACWDX Omega Ratio Rank: 1818
Omega Ratio Rank
ACWDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ACWDX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Growth Fund (ACWDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.48

2.78

-1.30

Martin ratioReturn relative to average drawdown

3.99

12.44

-8.45

Dividends

Dividend History

AMG GW&K Small/Mid Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.13$0.00$0.27$10.03$1.02$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.74%0.00%2.04%58.27%4.00%0.00%0.00%0.00%0.00%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for AMG GW&K Small/Mid Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$10.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AMG GW&K Small/Mid Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AMG GW&K Small/Mid Cap Growth Fund was 38.86%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.86%Mar 2020
27d2mo 19d
3mo 16dFeb 2020 - Jun 2020
2016 bear market2016
-35.82%Feb 2016
7mo 22d1y 11mo
2y 6moJun 2015 - Jan 2018
2011 bear market2011
-34.37%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
Bear market2022
-32.74%Sep 2022
10mo 25d2y 1mo
3y 2dNov 2021 - Nov 2024
Rate-hike selloffLate 2018
-28.38%Dec 2018
3mo 21d1y 1mo
1y 5moSep 2018 - Feb 2020

Drawdown Indicators


ACWDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.86%

-56.78%

+17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-9.10%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

-18.90%

-7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-25.43%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-33.92%

-4.94%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.03%

-10.71%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

2.03%

+3.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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