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Alger Mid Cap Growth Portfolio Fund (AMGOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0155446042
IssuerAlger
Inception DateMay 3, 1993
CategoryMid Cap Growth Equities
Min. Investment$500,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

AMGOX has a high expense ratio of 0.92%, indicating higher-than-average management fees.


Expense ratio chart for AMGOX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%

Share Price Chart


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Compare to other instruments

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


Alger Mid Cap Growth Portfolio Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alger Mid Cap Growth Portfolio Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.24%
14.58%
AMGOX (Alger Mid Cap Growth Portfolio Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Alger Mid Cap Growth Portfolio Fund had a return of 8.07% year-to-date (YTD) and 15.11% in the last 12 months. Over the past 10 years, Alger Mid Cap Growth Portfolio Fund had an annualized return of 8.73%, while the S&P 500 had an annualized return of 10.83%, indicating that Alger Mid Cap Growth Portfolio Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.07%14.75%
1 month-3.65%3.20%
6 months9.37%15.46%
1 year15.11%24.12%
5 years (annualized)8.80%13.37%
10 years (annualized)8.73%10.83%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.25%8.79%1.94%-5.34%2.35%8.07%
20237.89%-1.29%2.75%0.20%0.47%8.03%2.03%-3.19%-5.16%-6.56%10.60%6.92%23.17%
2022-15.71%1.22%-0.79%-15.01%-2.68%-8.40%11.55%-2.64%-9.41%4.77%2.65%-6.32%-36.43%
20212.50%3.52%-3.88%4.13%-3.88%5.98%-0.36%5.14%-2.92%5.55%-7.31%-1.60%5.92%
20203.22%-4.83%-13.50%15.98%11.40%3.97%9.69%6.05%3.39%-1.54%14.54%6.43%64.79%
201912.58%6.00%0.99%3.40%-3.94%7.09%3.27%-1.78%-5.07%0.54%4.08%0.84%30.24%
20185.08%-3.50%0.20%-0.43%6.09%1.27%0.33%8.73%0.30%-13.19%-1.20%-9.23%-7.42%
20175.79%3.21%1.02%1.70%3.12%0.17%1.88%1.81%1.69%3.61%2.32%-2.08%26.90%
2016-9.94%-0.51%6.47%-0.54%2.05%-0.64%4.32%-0.10%1.18%-4.55%2.86%1.39%0.97%
2015-2.07%7.57%1.82%-2.12%3.41%-0.51%0.42%-7.58%-5.94%5.46%0.76%-1.76%-1.56%
2014-1.74%6.71%-2.65%-3.36%2.93%4.45%-2.36%5.21%-3.30%0.52%1.49%0.51%8.01%
20136.35%1.25%3.02%0.60%2.98%-1.48%6.52%-1.47%4.47%2.74%2.78%3.64%35.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMGOX is 34, 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 AMGOX is 3434
AMGOX (Alger Mid Cap Growth Portfolio Fund)
The Sharpe Ratio Rank of AMGOX is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of AMGOX is 3535Sortino Ratio Rank
The Omega Ratio Rank of AMGOX is 3434Omega Ratio Rank
The Calmar Ratio Rank of AMGOX is 2727Calmar Ratio Rank
The Martin Ratio Rank of AMGOX is 3838Martin 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 Alger Mid Cap Growth Portfolio Fund (AMGOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMGOX
Sharpe ratio
The chart of Sharpe ratio for AMGOX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for AMGOX, currently valued at 1.42, compared to the broader market0.005.0010.001.42
Omega ratio
The chart of Omega ratio for AMGOX, currently valued at 1.17, compared to the broader market1.002.003.004.001.17
Calmar ratio
The chart of Calmar ratio for AMGOX, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.36
Martin ratio
The chart of Martin ratio for AMGOX, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.002.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.005.0010.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.85, compared to the broader market0.0020.0040.0060.0080.007.85

Sharpe Ratio

The current Alger Mid Cap Growth Portfolio Fund Sharpe ratio is 0.97. 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 Alger Mid Cap Growth Portfolio 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
0.97
2.14
AMGOX (Alger Mid Cap Growth Portfolio Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Alger Mid Cap Growth Portfolio Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.51$12.23$4.03$2.74$3.63$0.00$0.00$0.00$0.00$0.06

Dividend yield

0.00%0.00%3.72%54.88%12.13%12.09%18.59%0.00%0.00%0.00%0.00%0.30%

Monthly Dividends

The table displays the monthly dividend distributions for Alger Mid Cap Growth Portfolio 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$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$0.00$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$0.51$0.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$12.23$12.23
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.03$4.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.74$2.74
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.63$3.63
2017$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
2016$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
2015$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
2014$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
2013$0.06$0.06

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-25.33%
-0.04%
AMGOX (Alger Mid Cap Growth Portfolio Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alger Mid Cap Growth Portfolio 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 Alger Mid Cap Growth Portfolio Fund was 68.10%, occurring on Nov 20, 2008. Recovery took 1235 trading sessions.

The current Alger Mid Cap Growth Portfolio Fund drawdown is 25.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.1%Dec 27, 2007229Nov 20, 20081235Oct 18, 20131464
-46.22%Nov 10, 2021233Oct 14, 2022
-33.8%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-33.04%May 15, 2002101Oct 7, 2002227Sep 2, 2003328
-30.7%Apr 20, 200665Jul 21, 2006239Jul 5, 2007304

Volatility

Volatility Chart

The current Alger Mid Cap Growth Portfolio Fund volatility is 4.11%, 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%6.00%2024FebruaryMarchAprilMayJune
4.11%
2.26%
AMGOX (Alger Mid Cap Growth Portfolio Fund)
Benchmark (^GSPC)