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AMG River Road Focused Absolute Value Fund (AFAVX)

Mutual Fund · Currency in USD · Last updated Apr 1, 2023

The fund principally invests in a portfolio of equity securities of U.S. and non-U.S. companies and may invest in securities of all market capitalizations. Under normal conditions, the advisor intends to invest the fund's assets in the equity securities of a limited number of issuers. It will primarily invest in common stocks, real estate investment trusts ("REITs") and publicly traded partnerships ("PTPs"), including, but not limited to, master limited partnerships ("MLPs"). The fund is non-diversified.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in AMG River Road Focused Absolute Value Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,393 for a total return of roughly 63.93%. All prices are adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2023FebruaryMarch
63.93%
94.77%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

AMG River Road Focused Absolute Value Fund had a return of 0.77% year-to-date (YTD) and -11.61% in the last 12 months. Over the past 10 years, AMG River Road Focused Absolute Value Fund had an annualized return of 6.91%, while the S&P 500 had an annualized return of 9.43%, indicating that AMG River Road Focused Absolute Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-0.17%3.51%
Year-To-Date0.77%7.03%
6 months11.59%12.88%
1 year-11.61%-10.71%
5 years (annualized)4.65%9.25%
10 years (annualized)6.91%9.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.21%-4.06%
2022-9.36%9.10%6.34%-3.47%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AMG River Road Focused Absolute Value Fund Sharpe ratio is -0.54. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.54
-0.46
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

Dividend History

AMG River Road Focused Absolute Value Fund granted a 1.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.12 per share.


PeriodTTM2022202120202019201820172016
Dividend$0.12$0.12$1.01$0.08$0.27$0.79$0.95$0.83

Dividend yield

1.00%1.01%7.22%0.63%2.19%8.72%10.05%9.81%

Monthly Dividends

The table displays the monthly dividend distributions for AMG River Road Focused Absolute Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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$0.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.01
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95
2016$0.83

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-16.44%
-14.33%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AMG River Road Focused Absolute Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AMG River Road Focused Absolute Value Fund is 40.83%, recorded on Mar 23, 2020. It took 222 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.83%Jan 21, 202044Mar 23, 2020222Feb 8, 2021266
-25.96%Aug 12, 2021287Sep 30, 2022
-17.88%Sep 24, 201864Dec 24, 201845Mar 1, 2019109
-14.41%Nov 4, 201568Feb 11, 201634Apr 1, 2016102
-9.59%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142
-7.21%Jul 29, 201913Aug 14, 201919Sep 11, 201932
-7.15%Jun 9, 201613Jun 27, 201610Jul 12, 201623
-7.05%Oct 6, 201724Nov 8, 201738Jan 4, 201862
-6.57%Apr 30, 201923May 31, 201921Jul 1, 201944
-5.55%Sep 16, 201917Oct 8, 201911Oct 23, 201928

Volatility Chart

Current AMG River Road Focused Absolute Value Fund volatility is 15.19%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
15.19%
15.42%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)