- 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 23.6% 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 $1,406.
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Returns By Period
AMG GW&K Small Cap Value Fund (SKSEX) has returned 23.61% so far this year and 25.69% over the past 12 months. Over the last ten years, SKSEX has returned 9.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
AMG GW&K Small Cap Value Fund
- 1D
- 0.06%
- 1M
- -0.86%
- 6M
- 16.21%
- YTD
- 23.61%
- 1Y
- 25.69%
- 3Y*
- 11.11%
- 5Y*
- 7.06%
- 10Y*
- 9.64%
- ALL TIME*
- 12.01%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
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% | 7.94% | -2.52% | 23.61% | |||||
| 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 4.03%, 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 99.32% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 4.03% 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
- 4.03%
- Beta
- 0.90
- R²
- 0.65
- Upside Capture
- 111.88%
- Downside Capture
- 99.32%
Expense Ratio
SKSEX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SKSEX ranks 40 for risk / return — above 40% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return 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 | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.00 | +0.12 |
| Martin ratioReturn relative to average drawdown | 5.92 | 8.49 | -2.58 |
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 | $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.
The current AMG GW&K Small Cap Value Fund drawdown is 2.58%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-65.26%Mar 2009 | 1y 8mo | 1y 11mo | 3y 7moJun 2007 - Feb 2011 | Financial crisis2007–2009 |
-49.36%Mar 2020 | 2mo 6d | 8mo 16d | 10mo 22dJan 2020 - Dec 2020 | COVID crash2020 |
-34.89%Oct 1998 | 5mo 18d | 2y 9mo | 3y 3moApr 1998 - Aug 2001 | — |
-32.68%Oct 2002 | 5mo 6d | 12mo 2d | 1y 5moMay 2002 - Oct 2003 | Dot-com crash2000–2002 |
-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 | -2.58% | -1.58% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -10.70% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.14% | +1.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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