PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMG River Road Focused Absolute Value Fund (AFAVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00171A6055
CUSIP00171A605
IssuerAMG
Inception DateNov 3, 2015
CategoryMid Cap Blend Equities
Min. Investment$100,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

AFAVX has a high expense ratio of 0.82%, indicating higher-than-average management fees.


Expense ratio chart for AFAVX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMG River Road Focused Absolute Value Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG River Road Focused Absolute Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
81.68%
151.43%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AMG River Road Focused Absolute Value Fund had a return of 6.25% year-to-date (YTD) and 22.27% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.25%11.21%
1 month0.37%4.01%
6 months11.90%16.58%
1 year22.27%26.14%
5 years (annualized)4.83%13.81%
10 years (annualized)N/A10.70%

Monthly Returns

The table below presents the monthly returns of AFAVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.64%3.46%5.05%-5.30%6.25%
20235.21%-4.06%-0.17%1.02%-5.04%9.11%3.97%-2.10%-3.50%-3.05%6.47%5.23%12.52%
2022-3.97%-2.51%0.30%-8.54%2.31%-9.93%7.71%-3.16%-9.36%9.10%6.34%-3.47%-16.20%
2021-2.59%3.60%5.66%5.50%1.62%-0.13%0.53%1.33%-5.96%0.84%-1.93%-0.33%7.79%
2020-3.53%-10.27%-19.34%8.60%3.96%0.48%4.74%4.89%-2.67%-1.42%13.13%4.99%-0.85%
201910.70%4.30%-0.17%4.21%-6.19%7.04%1.31%-2.92%2.51%3.67%4.09%2.65%34.70%
20186.36%-6.15%-0.09%-0.18%1.15%2.98%3.49%2.14%0.40%-3.85%2.00%-10.90%-3.81%
20172.08%1.60%-0.87%2.55%-0.60%1.64%3.48%-1.56%1.58%-2.13%1.59%1.25%10.96%
2016-4.25%1.67%9.50%1.10%-0.00%-0.89%5.97%4.13%-1.80%-0.09%8.46%0.62%26.18%
2015-3.68%-2.89%-6.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AFAVX is 60, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AFAVX is 6060
AFAVX (AMG River Road Focused Absolute Value Fund)
The Sharpe Ratio Rank of AFAVX is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of AFAVX is 6565Sortino Ratio Rank
The Omega Ratio Rank of AFAVX is 5858Omega Ratio Rank
The Calmar Ratio Rank of AFAVX is 4848Calmar Ratio Rank
The Martin Ratio Rank of AFAVX is 6969Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AMG River Road Focused Absolute Value Fund (AFAVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFAVX
Sharpe ratio
The chart of Sharpe ratio for AFAVX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for AFAVX, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.0012.002.77
Omega ratio
The chart of Omega ratio for AFAVX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for AFAVX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.89
Martin ratio
The chart of Martin ratio for AFAVX, currently valued at 6.88, compared to the broader market0.0020.0040.0060.0080.006.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.0012.0014.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.009.59

Sharpe Ratio

The current AMG River Road Focused Absolute Value Fund Sharpe ratio is 1.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AMG River Road Focused Absolute Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.83
2.52
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG River Road Focused Absolute Value Fund granted a 2.62% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.36$0.36$0.12$0.05$0.08$0.27$0.79$0.95$0.83

Dividend yield

2.62%2.79%1.01%0.39%0.58%2.00%7.83%8.37%7.53%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
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$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$0.05$0.05
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$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$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$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$0.95
2016$0.83$0.83

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.39%
-0.31%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG River Road Focused Absolute Value 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 River Road Focused Absolute Value Fund was 40.83%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current AMG River Road Focused Absolute Value Fund drawdown is 7.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.83%Jan 21, 202044Mar 23, 2020222Feb 8, 2021266
-30.83%Aug 12, 2021287Sep 30, 2022
-17.88%Sep 24, 201864Dec 24, 201845Mar 1, 2019109
-14.41%Nov 4, 201568Feb 11, 201642Apr 13, 2016110
-9.59%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142

Volatility

Volatility Chart

The current AMG River Road Focused Absolute Value Fund volatility is 2.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.92%
3.10%
AFAVX (AMG River Road Focused Absolute Value Fund)
Benchmark (^GSPC)