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AMG River Road Small-Mid Cap Value Fund (ARSMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00171A8861
CUSIP00171A886
IssuerAMG
Inception DateMar 29, 2007
CategorySmall Cap Value Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The AMG River Road Small-Mid Cap Value Fund has a high expense ratio of 1.27%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.27%

Share Price Chart


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AMG River Road Small-Mid Cap Value Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG River Road Small-Mid Cap 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.


180.00%200.00%220.00%240.00%260.00%OctoberNovemberDecember2024FebruaryMarch
259.90%
265.05%
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AMG River Road Small-Mid Cap Value Fund had a return of 8.70% year-to-date (YTD) and 24.88% in the last 12 months. Over the past 10 years, AMG River Road Small-Mid Cap Value Fund had an annualized return of 9.54%, while the S&P 500 had an annualized return of 10.89%, indicating that AMG River Road Small-Mid Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.70%10.16%
1 month6.30%3.47%
6 months17.11%22.20%
1 year24.88%30.45%
5 years (annualized)10.30%13.16%
10 years (annualized)9.54%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.26%5.16%
20230.00%-2.41%-3.48%4.41%7.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARSMX
AMG River Road Small-Mid Cap Value Fund
1.63
^GSPC
S&P 500
2.79

Sharpe Ratio

The current AMG River Road Small-Mid Cap Value Fund Sharpe ratio is 1.63. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.63
2.79
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG River Road Small-Mid Cap Value Fund granted a 3.58% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.36$0.36$0.41$0.57$0.00$0.15$0.54$1.15$0.59$1.11$1.43$1.51

Dividend yield

3.58%3.89%4.85%5.86%0.00%1.84%8.60%15.66%8.03%17.82%18.92%16.80%

Monthly Dividends

The table displays the monthly dividend distributions for AMG River Road Small-Mid Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43
2013$1.51

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG River Road Small-Mid Cap 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 Small-Mid Cap Value Fund was 51.75%, occurring on Mar 9, 2009. Recovery took 744 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.75%Jun 18, 2007433Mar 9, 2009744Feb 17, 20121177
-42.96%Dec 27, 201959Mar 23, 2020179Dec 4, 2020238
-21.23%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-18.97%Jan 5, 2022182Sep 26, 2022306Dec 13, 2023488
-18.44%Jun 24, 2015144Jan 19, 201694Jun 2, 2016238

Volatility

Volatility Chart

The current AMG River Road Small-Mid Cap Value Fund volatility is 3.22%, 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%7.00%OctoberNovemberDecember2024FebruaryMarch
3.22%
2.80%
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)