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AMG Beutel Goodman International Equity Fund (APCT...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00171A5305
CUSIP00171A530
IssuerAMG
Inception DateApr 14, 2014
CategoryForeign Large Cap Equities
Min. Investment$100,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

APCTX has a high expense ratio of 0.86%, indicating higher-than-average management fees.


Expense ratio chart for APCTX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%

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.


AMG Beutel Goodman International Equity Fund

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
51.61%
190.69%
APCTX (AMG Beutel Goodman International Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AMG Beutel Goodman International Equity Fund had a return of 8.08% year-to-date (YTD) and 10.89% in the last 12 months. Over the past 10 years, AMG Beutel Goodman International Equity Fund had an annualized return of 4.12%, while the S&P 500 had an annualized return of 10.87%, indicating that AMG Beutel Goodman International Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.08%11.56%
1 month8.29%7.13%
6 months15.61%17.26%
1 year10.89%26.92%
5 years (annualized)6.57%13.56%
10 years (annualized)4.12%10.87%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.39%2.55%3.98%-2.20%8.08%
20237.54%-0.11%2.66%5.18%-6.01%3.46%1.42%-1.60%-4.16%-3.18%6.67%5.76%17.85%
2022-2.81%-3.82%-4.37%-2.64%3.12%-9.60%3.24%-8.23%-10.02%7.73%10.95%-0.05%-17.36%
2021-2.33%5.98%1.88%4.06%3.10%-1.72%-0.26%1.40%-4.33%1.36%-4.19%4.92%9.61%
2020-3.19%-8.71%-19.19%7.05%5.64%2.42%0.25%6.69%-2.21%-1.78%18.98%4.97%6.16%
20197.83%3.92%1.55%3.60%-6.74%5.99%-0.11%-3.63%3.32%3.11%0.83%3.14%24.28%
20184.15%-4.33%-1.06%0.72%-0.89%-0.36%1.89%-2.12%-1.27%-9.15%-1.71%-7.58%-20.32%
20173.02%2.62%3.98%2.94%4.77%-0.18%3.01%-1.24%2.15%1.67%1.55%0.41%27.48%
2016-4.72%-1.01%6.14%1.82%-0.95%-2.12%4.66%1.76%1.43%-3.11%-3.11%2.82%3.04%
2015-0.11%8.49%-0.94%5.16%0.40%-2.30%1.02%-4.55%-4.55%6.55%-0.83%-0.88%6.75%
20141.90%1.28%-0.48%-3.12%-0.60%-4.45%-0.95%-0.53%-4.25%-10.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APCTX is 23, indicating that it is in the bottom 23% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of APCTX is 2323
APCTX (AMG Beutel Goodman International Equity Fund)
The Sharpe Ratio Rank of APCTX is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of APCTX is 2121Sortino Ratio Rank
The Omega Ratio Rank of APCTX is 1818Omega Ratio Rank
The Calmar Ratio Rank of APCTX is 3232Calmar Ratio Rank
The Martin Ratio Rank of APCTX is 2828Martin 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 Beutel Goodman International Equity Fund (APCTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


APCTX
Sharpe ratio
The chart of Sharpe ratio for APCTX, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.000.87
Sortino ratio
The chart of Sortino ratio for APCTX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.0012.001.38
Omega ratio
The chart of Omega ratio for APCTX, currently valued at 1.16, compared to the broader market1.002.003.001.16
Calmar ratio
The chart of Calmar ratio for APCTX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.000.56
Martin ratio
The chart of Martin ratio for APCTX, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.002.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market1.002.003.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.93

Sharpe Ratio

The current AMG Beutel Goodman International Equity Fund Sharpe ratio is 0.87. 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 Beutel Goodman International Equity 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
0.87
2.34
APCTX (AMG Beutel Goodman International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG Beutel Goodman International Equity Fund granted a 2.50% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.27$0.27$0.37$0.23$0.05$0.27$0.97$0.49$0.34$0.11$0.08

Dividend yield

2.50%2.70%4.24%2.06%0.47%2.78%12.00%4.37%3.68%1.15%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for AMG Beutel Goodman International Equity 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$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2020$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
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$0.97$0.97
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2014$0.08$0.08

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.64%
0
APCTX (AMG Beutel Goodman International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG Beutel Goodman International Equity 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 Beutel Goodman International Equity Fund was 41.39%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.

The current AMG Beutel Goodman International Equity Fund drawdown is 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.39%Jan 29, 2018538Mar 18, 2020202Jan 5, 2021740
-35.13%Jun 8, 2021330Sep 27, 2022409May 14, 2024739
-18.53%Jul 7, 2014405Feb 11, 2016264Mar 1, 2017669
-4.83%Jan 15, 202110Jan 29, 20216Feb 8, 202116
-3.33%Mar 18, 20215Mar 24, 202111Apr 9, 202116

Volatility

Volatility Chart

The current AMG Beutel Goodman International Equity Fund volatility is 2.71%, 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
2.71%
3.10%
APCTX (AMG Beutel Goodman International Equity Fund)
Benchmark (^GSPC)