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ISIN
US00170J7550
CUSIP
00170J755
Issuer
AMG
Inception Date
Jun 29, 1994
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MMCFX Performance Chart

AMG Veritas China Fund (MMCFX) is up 9.0% since the beginning of the year. MMCFX is currently trading at $19 per share. Investors who bought $1,000 worth of MMCFX shares 5 years ago would now be looking at an investment worth $714.


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S&P 500 Index

Returns By Period

AMG Veritas China Fund (MMCFX) has returned 9.00% so far this year and 26.72% over the past 12 months. Over the last ten years, MMCFX has returned 5.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


AMG Veritas China Fund

1D
3.02%
1M
3.93%
YTD
9.00%
6M
8.69%
1Y
26.72%
3Y*
5.18%
5Y*
-6.52%
10Y*
5.59%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMCFX Monthly Returns History

Based on dividend-adjusted daily data since Jul 7, 1994, MMCFX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Feb 2000 with a return of +25.8%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MMCFX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Oct 26, 1999 at -17.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.24%-0.89%-8.43%8.47%2.77%3.36%9.00%
20251.48%8.75%1.74%-5.21%2.02%3.75%4.20%8.07%11.55%-4.45%-4.98%-0.48%27.88%
2024-11.26%7.12%0.99%3.56%1.17%-3.10%-3.20%-2.77%21.85%-5.65%-5.58%-0.15%-0.59%
202310.70%-10.52%3.09%-4.72%-10.63%4.33%11.41%-9.77%-3.74%-3.35%-0.62%-3.15%-18.35%
2022-7.28%-2.52%-11.45%-7.41%5.03%10.52%-1.91%-6.67%-10.23%-12.44%16.72%1.98%-26.33%
20214.32%10.44%2.05%2.98%-0.58%1.18%-8.14%-4.70%-5.70%3.43%-1.41%-2.94%-0.49%

Benchmark Metrics

AMG Veritas China Fund has an annualized alpha of 0.73%, beta of 0.91, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since July 07, 1994.

  • This fund participated in 110.07% of S&P 500 Index downside but only 104.06% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.91 and R2 of 0.52, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.73%
Beta
0.91
0.52
Upside Capture
104.06%
Downside Capture
110.07%

Expense Ratio

MMCFX has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MMCFX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MMCFX Risk / Return Rank: 1616
Overall Rank
MMCFX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MMCFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MMCFX Omega Ratio Rank: 1818
Omega Ratio Rank
MMCFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MMCFX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AMG Veritas China Fund (MMCFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MMCFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.38

2.78

-1.40

Martin ratioReturn relative to average drawdown

2.98

12.44

-9.46

Dividends

Dividend History

AMG Veritas China Fund provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.06 per share.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%$0.00$5.00$10.00$15.00$20.00$25.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.06$0.06$0.18$0.11$0.00$26.45$2.12$3.69$8.65$5.71$0.14$4.52

Dividend yield

0.30%0.32%1.34%0.83%0.00%114.57%4.66%9.14%25.03%12.44%0.35%12.74%

Monthly Dividends

The table displays the monthly dividend distributions for AMG Veritas China Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$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
2022$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
2021$0.00$0.00$0.00$0.00$26.45$0.00$0.00$0.00$0.00$0.00$0.00$0.00$26.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AMG Veritas China 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 Veritas China Fund was 70.40%, occurring on Oct 9, 2002. Recovery took 2690 trading sessions.

The current AMG Veritas China Fund drawdown is 32.96%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-70.40%Oct 2002
2y 7mo10y 8mo
13y 3moMar 2000 - Jun 2013
2024 bear market2024
-57.48%Feb 2024
2y 10mo
5y 3moMar 2021 - now
1998 bear market1998
-52.24%Oct 1998
12mo 3d8mo 2d
1y 8moOct 1997 - Jun 1999
COVID crash2020
-44.89%Mar 2020
1y 6mo7mo 27d
2y 2moSep 2018 - Nov 2020
2016 bear market2016
-30.93%Feb 2016
7mo 22d10mo 1d
1y 5moJun 2015 - Dec 2016

Drawdown Indicators


MMCFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-56.78%

-13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.42%

-9.10%

-9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-29.01%

-18.90%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-57.12%

-25.43%

-31.69%

Max Drawdown (10Y)

Largest decline over 10 years

-57.48%

-33.92%

-23.56%

Current Drawdown

Current decline from peak

-32.96%

-1.80%

-31.16%

Average Drawdown

Average peak-to-trough decline

-26.68%

-10.71%

-15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

2.03%

+6.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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