AMG River Road Small-Mid Cap Value Fund (ARSMX)
The fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of small- and mid-capitalization companies that the subadviser believes are undervalued. The subadviser considers small- and mid-capitalization companies to be those with market capitalizations at the time of acquisition within the range of capitalizations of companies in the Russell 2500™ Index. Value investing involves buying stocks that the subadviser believes are out of favor and/or undervalued in comparison to their peers or their prospects for growth.
Fund Info
ISIN | US00171A8861 |
---|---|
CUSIP | 00171A886 |
Issuer | AMG |
Inception Date | Mar 29, 2007 |
Category | Small Cap Value Equities |
Min. Investment | $2,000 |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 8.70% | 10.16% |
1 month | 6.30% | 3.47% |
6 months | 17.11% | 22.20% |
1 year | 24.88% | 30.45% |
5 years (annualized) | 10.30% | 13.16% |
10 years (annualized) | 9.54% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.26% | 5.16% | ||||||||||
2023 | 0.00% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AMG River Road Small-Mid Cap Value Fund | 1.63 | ||||
S&P 500 | 2.79 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2007 | 433 | Mar 9, 2009 | 744 | Feb 17, 2012 | 1177 |
-42.96% | Dec 27, 2019 | 59 | Mar 23, 2020 | 179 | Dec 4, 2020 | 238 |
-21.23% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
-18.97% | Jan 5, 2022 | 182 | Sep 26, 2022 | 306 | Dec 13, 2023 | 488 |
-18.44% | Jun 24, 2015 | 144 | Jan 19, 2016 | 94 | Jun 2, 2016 | 238 |
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.