- ISIN
- US00170K2087
- CUSIP
- 00170K208
- Issuer
- AMG
- Inception Date
- Apr 23, 1987
- Category
- Small Cap Blend Equities
- Min. Investment
- $2,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SKSEX Performance Chart
AMG GW&K Small Cap Value Fund (SKSEX) is up 23.9% since the beginning of the year. SKSEX is currently trading at $36 per share. Investors who bought $1,000 worth of SKSEX shares 5 years ago would now be looking at an investment worth $1,458.
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Returns By Period
AMG GW&K Small Cap Value Fund (SKSEX) has returned 23.86% so far this year and 30.50% over the past 12 months. Over the last ten years, SKSEX has returned 9.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
AMG GW&K Small Cap Value Fund
- 1D
- 1.75%
- 1M
- 4.78%
- YTD
- 23.86%
- 6M
- 21.35%
- 1Y
- 30.50%
- 3Y*
- 13.41%
- 5Y*
- 7.83%
- 10Y*
- 9.87%
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%
SKSEX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1988, SKSEX's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +22.3%, while the worst month was Mar 2020 at -27.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SKSEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.37% | 1.13% | -3.14% | 12.39% | 0.32% | 5.42% | 23.86% | ||||||
| 2025 | 1.81% | -3.91% | -6.42% | -5.89% | 4.31% | 3.84% | 1.94% | 7.81% | -0.71% | -0.71% | 2.08% | -7.48% | -4.50% |
| 2024 | -4.67% | 4.65% | 4.41% | -5.71% | 3.01% | -2.32% | 10.03% | -1.58% | -0.75% | -0.32% | 12.82% | -7.41% | 10.60% |
| 2023 | 10.57% | -0.14% | -5.77% | -2.65% | -3.18% | 7.13% | 6.44% | -1.95% | -6.35% | -5.19% | 7.58% | 12.17% | 17.49% |
| 2022 | -6.08% | 1.90% | -1.42% | -6.83% | 2.95% | -9.62% | 9.06% | -3.70% | -8.93% | 11.63% | 4.19% | -6.96% | -15.36% |
| 2021 | 1.57% | 11.65% | 5.28% | 2.63% | 0.92% | -0.76% | 0.18% | 2.04% | -1.24% | 6.13% | -3.05% | 4.49% | 33.22% |
Benchmark Metrics
AMG GW&K Small Cap Value Fund has an annualized alpha of 4.02%, beta of 0.90, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 04, 1988.
- This fund captured 111.88% of S&P 500 Index gains but only 99.40% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 4.02% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.65, 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
- 4.02%
- Beta
- 0.90
- R²
- 0.65
- Upside Capture
- 111.88%
- Downside Capture
- 99.40%
Expense Ratio
SKSEX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SKSEX ranks 38 for risk / return — below 38% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) 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.
| SKSEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.78 | 0.00 |
| Martin ratioReturn relative to average drawdown | 7.77 | 12.44 | -4.67 |
Dividends
Dividend History
AMG GW&K Small Cap Value Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $2.62 | $0.45 | $0.43 | $4.31 | $11.53 | $5.17 | $4.64 | $2.97 | $0.01 | $1.78 |
Dividend yield | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
Monthly Dividends
The table displays the monthly dividend distributions for AMG GW&K Small 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.00 | $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 | $2.62 | $2.62 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.67 | $0.00 | $0.00 | $0.00 | $0.63 | $4.31 |
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 GW&K 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 GW&K Small Cap Value Fund was 65.26%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.26%Mar 2009 | 1y 8mo | 1y 11mo | 3y 7moJun 2007 - Feb 2011 |
COVID crash2020 | -49.36%Mar 2020 | 2mo 6d | 8mo 16d | 10mo 22dJan 2020 - Dec 2020 |
1998 bear market1998 | -34.89%Oct 1998 | 5mo 18d | 2y 9mo | 3y 3moApr 1998 - Aug 2001 |
Dot-com crash2000–2002 | -32.68%Oct 2002 | 5mo 6d | 12mo 2d | 1y 5moMay 2002 - Oct 2003 |
2011 bear market2011 | -28.65%Oct 2011 | 5mo 29d | 4mo 3d | 10mo 2dApr 2011 - Feb 2012 |
Drawdown Indicators
| SKSEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.26% | -56.78% | -8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -9.10% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -18.90% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -25.43% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -33.92% | -15.44% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -10.71% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.03% | +1.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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