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AMG Frontier Small Cap Growth Fund (MSSCX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US00170J7717
CUSIP
00170J771
Issuer
AMG
Inception Date
Sep 24, 1997
Min. Investment
$100,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG Frontier Small Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

AMG Frontier Small Cap Growth Fund (MSSCX) has returned -1.27% so far this year and 23.90% over the past 12 months. Looking at the last ten years, MSSCX has achieved an annualized return of 14.32%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


AMG Frontier Small Cap Growth Fund

1D
-1.89%
1M
-9.68%
YTD
-1.27%
6M
1.08%
1Y
23.90%
3Y*
10.49%
5Y*
3.69%
10Y*
14.32%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 25, 1997, MSSCX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +27.7%, while the worst month was Mar 2020 at -24.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MSSCX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -16.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.50%3.61%-9.68%-1.27%
20255.58%-7.55%-12.14%-1.20%6.72%8.06%2.21%3.99%1.21%3.68%0.94%-2.17%7.63%
2024-1.51%8.37%3.81%-5.45%5.10%-1.27%3.42%-2.07%1.48%1.46%7.68%-9.16%10.88%
202311.76%-2.15%-1.42%-1.18%4.12%11.37%2.18%-4.38%-5.87%-10.10%9.02%10.85%23.41%
2022-9.57%1.60%-0.36%-10.69%1.90%-8.81%10.54%-1.46%-10.62%8.72%4.56%-6.61%-21.47%
20215.05%9.36%-3.55%4.16%0.38%0.46%-1.90%2.25%-3.57%5.43%-5.82%4.07%16.33%

Benchmark Metrics

AMG Frontier Small Cap Growth Fund has an annualized alpha of 1.92%, beta of 1.08, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 26, 1997.

  • This fund captured 137.57% of S&P 500 Index gains and 124.14% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.08 and R² of 0.69, 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
1.92%
Beta
1.08
0.69
Upside Capture
137.57%
Downside Capture
124.14%

Expense Ratio

MSSCX has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MSSCX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MSSCX Risk / Return Rank: 3333
Overall Rank
MSSCX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MSSCX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MSSCX Omega Ratio Rank: 3131
Omega Ratio Rank
MSSCX Calmar Ratio Rank: 3232
Calmar Ratio Rank
MSSCX Martin Ratio Rank: 3232
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 Frontier Small Cap Growth Fund (MSSCX) and compare them to a chosen benchmark (S&P 500 Index).


MSSCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.90

-0.11

Sortino ratio

Return per unit of downside risk

1.24

1.39

-0.14

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

0.93

1.40

-0.47

Martin ratio

Return relative to average drawdown

3.48

6.61

-3.13

Explore MSSCX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AMG Frontier Small Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.81$0.10$0.00$3.91$0.38$1.45$4.05$3.00$0.05$3.04

Dividend yield

0.00%0.00%9.23%1.14%0.00%43.52%3.34%17.24%59.21%27.92%0.43%28.21%

Monthly Dividends

The table displays the monthly dividend distributions for AMG Frontier Small Cap Growth 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
2025$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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.91$3.91

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 Frontier Small Cap Growth 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 Frontier Small Cap Growth Fund was 78.46%, occurring on Oct 9, 2002. Recovery took 2869 trading sessions.

The current AMG Frontier Small Cap Growth Fund drawdown is 10.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.46%Mar 6, 2000652Oct 9, 20022869Mar 5, 20143521
-46.7%Feb 21, 202019Mar 18, 2020116Sep 1, 2020135
-41.11%Apr 21, 1998120Oct 8, 199863Jan 8, 1999183
-33.21%Jun 24, 2015161Feb 11, 2016361Jul 19, 2017522
-33.02%Nov 26, 202490Apr 8, 2025139Oct 27, 2025229

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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