PortfoliosLab logo

Affiliated Managers Group, Inc. (AMG)

Equity · Currency in USD · Last updated Jun 25, 2022

Company Info

ISINUS0082521081
CUSIP008252108
SectorFinancial Services
IndustryAsset Management

Trading Data

Previous Close$118.54
Year Range$113.52 - $190.30
EMA (50)$128.30
EMA (200)$144.37
Average Volume$266.39K
Market Capitalization$4.52B

AMGShare Price Chart


Chart placeholderClick Calculate to get results

AMGPerformance

The chart shows the growth of $10,000 invested in Affiliated Managers Group, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,585 for a total return of roughly 85.85%. All prices are adjusted for splits and dividends.


AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

AMGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.41%-0.75%
YTD-24.59%-17.93%
6M-22.84%-17.23%
1Y-18.67%-7.78%
5Y-4.57%9.92%
10Y2.40%11.55%

AMGMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

AMGSharpe 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 Affiliated Managers Group, Inc. Sharpe ratio is -0.48. 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.


AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

AMGDividend History

Affiliated Managers Group, Inc. granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to $0.04 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.04$0.04$0.35$1.28$1.20$0.80$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.03%0.02%0.34%1.52%1.25%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

AMGDrawdowns Chart

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


AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

AMGWorst Drawdowns

The table below shows the maximum drawdowns of the Affiliated Managers Group, Inc.. 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 Affiliated Managers Group, Inc. is 79.58%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.58%Apr 29, 20151234Mar 23, 2020
-35.04%Feb 22, 2011156Oct 3, 2011113Mar 15, 2012269
-31.42%Apr 30, 201044Jul 1, 201082Oct 27, 2010126
-17.33%Jan 2, 201470Apr 11, 2014213Feb 17, 2015283
-16.66%Apr 4, 201242Jun 4, 201245Aug 7, 201287
-14.44%Jan 7, 201016Jan 29, 201015Feb 22, 201031
-8.99%Jun 19, 20134Jun 24, 201312Jul 11, 201316
-8.08%Nov 2, 201210Nov 15, 201222Dec 18, 201232
-7.36%Apr 12, 20135Apr 18, 20138Apr 30, 201313
-7.18%Aug 6, 201316Aug 27, 201314Sep 17, 201330

AMGVolatility Chart

Current Affiliated Managers Group, Inc. volatility is 57.76%. 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.


AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

Portfolios with Affiliated Managers Group, Inc.


Loading data...