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

Fund Info

ISINUS00171A8606
CUSIP00171A860
IssuerAMG
Inception DateJun 28, 2005
CategorySmall Cap Value Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

ARSVX has a high expense ratio of 1.35%, indicating higher-than-average management fees.


Expense ratio chart for ARSVX: current value at 1.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.35%

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 River Road Small Cap Value Fund

Performance

Performance Chart

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


310.00%320.00%330.00%340.00%350.00%360.00%370.00%FebruaryMarchAprilMayJuneJuly
356.11%
360.89%
ARSVX (AMG River Road Small Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AMG River Road Small Cap Value Fund had a return of 6.40% year-to-date (YTD) and 12.40% in the last 12 months. Over the past 10 years, AMG River Road Small Cap Value Fund had an annualized return of 9.20%, while the S&P 500 had an annualized return of 10.77%, indicating that AMG River Road Small Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.40%15.41%
1 month5.47%0.33%
6 months9.68%13.74%
1 year12.40%21.39%
5 years (annualized)8.89%13.11%
10 years (annualized)9.20%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.04%4.79%5.37%-4.91%0.26%-1.52%6.40%
20238.87%-2.33%-3.71%-1.24%-2.73%7.12%3.54%-0.27%-2.81%-1.76%3.52%6.82%14.86%
2022-4.83%-0.49%2.34%-4.43%2.32%-7.15%8.54%-2.04%-8.68%12.02%2.03%-4.24%-6.49%
2021-0.23%7.84%4.96%3.20%0.58%-1.16%-0.84%0.72%-2.60%3.14%-2.20%6.55%21.14%
2020-5.13%-9.29%-21.91%10.03%4.46%4.17%0.76%4.91%-4.05%1.03%15.98%6.49%1.84%
20199.74%4.86%-0.24%3.92%-4.55%6.66%-0.31%-4.02%1.61%3.01%4.00%2.57%29.74%
20182.54%-4.43%1.81%1.16%1.68%1.20%2.82%2.96%0.42%-7.53%-0.45%-8.44%-6.96%
2017-0.90%1.81%1.11%2.49%-0.50%2.66%0.14%-3.15%4.55%-0.07%2.97%0.25%11.73%
2016-3.99%0.85%8.89%-0.43%3.19%-0.34%3.27%1.71%-0.24%-1.60%9.11%4.54%26.98%
2015-3.02%6.49%-0.81%0.08%1.39%1.13%-2.24%-4.00%-2.64%6.64%-0.08%-3.64%-1.38%
2014-2.87%2.88%2.08%-3.51%0.58%2.10%-4.61%2.68%-5.07%3.20%-0.44%3.08%-0.47%
20136.55%1.40%4.13%0.07%4.43%-1.08%5.18%-4.07%5.33%2.65%4.57%-1.59%30.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ARSVX is 40, 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 ARSVX is 4040
ARSVX (AMG River Road Small Cap Value Fund)
The Sharpe Ratio Rank of ARSVX is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of ARSVX is 2727Sortino Ratio Rank
The Omega Ratio Rank of ARSVX is 2626Omega Ratio Rank
The Calmar Ratio Rank of ARSVX is 8383Calmar Ratio Rank
The Martin Ratio Rank of ARSVX is 4242Martin 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 Cap Value Fund (ARSVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ARSVX
Sharpe ratio
The chart of Sharpe ratio for ARSVX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.005.000.83
Sortino ratio
The chart of Sortino ratio for ARSVX, currently valued at 1.40, compared to the broader market0.005.0010.001.40
Omega ratio
The chart of Omega ratio for ARSVX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for ARSVX, currently valued at 1.61, compared to the broader market0.005.0010.0015.0020.001.61
Martin ratio
The chart of Martin ratio for ARSVX, currently valued at 3.36, compared to the broader market0.0020.0040.0060.0080.00100.003.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current AMG River Road Small Cap Value Fund Sharpe ratio is 0.83. 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 River Road Small Cap Value 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 Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.83
1.82
ARSVX (AMG River Road Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG River Road Small Cap Value Fund granted a 4.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.70 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.70$0.70$0.52$1.16$0.00$0.79$1.39$1.94$0.66$0.72$1.99$3.62

Dividend yield

4.49%4.78%3.88%7.75%0.00%6.05%13.01%14.96%4.96%6.51%16.68%25.93%

Monthly Dividends

The table displays the monthly dividend distributions for AMG River Road Small Cap Value 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$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$0.70$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
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$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$0.79$0.79
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.94$1.94
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72$0.72
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.99$1.99
2013$3.62$3.62

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.94%
-2.86%
ARSVX (AMG River Road Small Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG River Road Small 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 Cap Value Fund was 54.85%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.

The current AMG River Road Small Cap Value Fund drawdown is 1.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.85%Jun 5, 2007442Mar 9, 2009973Jan 18, 20131415
-40.52%Dec 23, 201962Mar 23, 2020179Dec 4, 2020241
-20.79%Sep 17, 201869Dec 24, 201889May 3, 2019158
-17.1%Jan 5, 2022182Sep 26, 202287Jan 31, 2023269
-16.79%Jun 24, 2015161Feb 11, 201677Jun 2, 2016238

Volatility

Volatility Chart

The current AMG River Road Small Cap Value Fund volatility is 4.54%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
4.54%
2.76%
ARSVX (AMG River Road Small Cap Value Fund)
Benchmark (^GSPC)