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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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.32%
15.73%
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 3.33% year-to-date (YTD) and 16.77% in the last 12 months. Over the past 10 years, AMG River Road Small-Mid Cap Value Fund had an annualized return of 9.23%, while the S&P 500 had an annualized return of 10.53%, indicating that AMG River Road Small-Mid Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.33%6.12%
1 month-0.82%-1.08%
6 months11.32%15.73%
1 year16.77%22.34%
5 years (annualized)8.46%11.82%
10 years (annualized)9.23%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.26%5.16%5.75%
2023-2.41%-3.48%4.41%7.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ARSMX is 59, suggesting that the investment has average results relative to the market 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 ARSMX is 5959
AMG River Road Small-Mid Cap Value Fund(ARSMX)
The Sharpe Ratio Rank of ARSMX is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of ARSMX is 5151Sortino Ratio Rank
The Omega Ratio Rank of ARSMX is 4747Omega Ratio Rank
The Calmar Ratio Rank of ARSMX is 7575Calmar Ratio Rank
The Martin Ratio Rank of ARSMX is 7474Martin 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 River Road Small-Mid Cap Value Fund (ARSMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ARSMX
Sharpe ratio
The chart of Sharpe ratio for ARSMX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.001.05
Sortino ratio
The chart of Sortino ratio for ARSMX, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.0012.001.69
Omega ratio
The chart of Omega ratio for ARSMX, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for ARSMX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.20
Martin ratio
The chart of Martin ratio for ARSMX, currently valued at 6.18, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.65

Sharpe Ratio

The current AMG River Road Small-Mid Cap Value Fund Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.05
1.89
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG River Road Small-Mid Cap Value Fund granted a 3.76% 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

3.76%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$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%NovemberDecember2024FebruaryMarchApril
-4.94%
-3.66%
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.

The current AMG River Road Small-Mid Cap Value Fund drawdown is 4.94%.


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 4.23%, 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%NovemberDecember2024FebruaryMarchApril
4.23%
3.44%
ARSMX (AMG River Road Small-Mid Cap Value Fund)
Benchmark (^GSPC)