- ISIN
- US00171A6055
- CUSIP
- 00171A605
- Issuer
- AMG
- Inception Date
- Nov 3, 2015
- Category
- Mid Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
AFAVX Performance Chart
AMG River Road Focused Absolute Value Fund (AFAVX) is down 5.9% since the beginning of the year. AFAVX is currently trading at $12 per share. Investors who bought $1,000 worth of AFAVX shares 5 years ago would now be looking at an investment worth $1,018.
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Returns By Period
AMG River Road Focused Absolute Value Fund (AFAVX) has returned -5.89% so far this year and -9.49% over the past 12 months. Over the last ten years, AFAVX has returned 6.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
AMG River Road Focused Absolute Value Fund
- 1D
- 0.24%
- 1M
- -1.44%
- YTD
- -5.89%
- 6M
- -6.95%
- 1Y
- -9.49%
- 3Y*
- 6.62%
- 5Y*
- 0.35%
- 10Y*
- 6.77%
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%
AFAVX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, AFAVX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, AFAVX closed higher 51% of trading days. The best single day was Dec 16, 2024 with a return of +14.6%, while the worst single day was Dec 17, 2024 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.69% | 3.77% | -6.53% | 1.19% | -4.24% | 0.82% | -5.89% | ||||||
| 2025 | 2.92% | 2.54% | -1.31% | -0.74% | 0.97% | 2.28% | -0.22% | 3.60% | -0.42% | -1.40% | 4.32% | -11.14% | 0.46% |
| 2024 | 1.64% | 3.46% | 5.05% | -5.30% | 2.02% | -1.10% | 4.89% | 3.46% | 2.66% | -1.59% | 7.63% | -5.55% | 17.62% |
| 2023 | 5.21% | -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% | -8.53% | 2.31% | -9.93% | 7.71% | -3.16% | -9.36% | 9.10% | 6.34% | -3.47% | -16.21% |
| 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% |
Benchmark Metrics
AMG River Road Focused Absolute Value Fund has an annualized alpha of -3.11%, beta of 0.85, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 97.60% of S&P 500 Index downside but only 75.12% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.11% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.85 and R2 of 0.65, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.11%
- Beta
- 0.85
- R²
- 0.65
- Upside Capture
- 75.12%
- Downside Capture
- 97.60%
Expense Ratio
AFAVX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AFAVX ranks 1 for risk / return — in the bottom 1% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMG River Road Focused Absolute Value Fund (AFAVX) 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.
| AFAVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.37 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.78 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.86 | 12.44 | -13.30 |
Dividends
Dividend History
AMG River Road Focused Absolute Value Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $2.10 | $0.36 | $0.12 | $0.05 | $0.08 | $0.50 | $0.79 | $0.95 | $0.83 |
Dividend yield | 0.00% | 0.00% | 16.13% | 2.79% | 1.00% | 0.39% | 0.58% | 3.72% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $2.10 | $2.10 |
| 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 |
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 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 20.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.83%Mar 2020 | 2mo 2d | 10mo 22d | 1y 19dJan 2020 - Feb 2021 |
Bear market2022 | -30.83%Sep 2022 | 1y 1mo | 1y 11mo | 3y 1moAug 2021 - Sep 2024 |
2026 bear market2026 | -22.03%Jun 2026 | 1y 5mo | — | 1y 6moDec 2024 - now |
Rate-hike selloffLate 2018 | -17.88%Dec 2018 | 3mo 1d | 2mo 7d | 5mo 8dSep 2018 - Mar 2019 |
2018 pullback2018 | -9.59%Mar 2018 | 1mo 23d | 5mo 1d | 6mo 24dJan 2018 - Aug 2018 |
Drawdown Indicators
| AFAVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.83% | -56.78% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -9.10% | -11.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.03% | -18.90% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -25.43% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -40.83% | -33.92% | -6.91% |
Current DrawdownCurrent decline from peak | -20.01% | -1.80% | -18.21% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -10.71% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.47% | 2.03% | +8.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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