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SouthernSun Small Cap (SSSFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00774Q1638
CUSIP00170K554
IssuerAMG
Inception DateOct 1, 2003
CategorySmall Cap Blend Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

SSSFX has a high expense ratio of 1.30%, indicating higher-than-average management fees.


Expense ratio chart for SSSFX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%

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.


Popular comparisons: SSSFX vs. PRGFX, SSSFX vs. FDG, SSSFX vs. IWC

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
8.29%
15.85%
SSSFX (SouthernSun Small Cap)
Benchmark (^GSPC)

Returns By Period

SouthernSun Small Cap had a return of 7.35% year-to-date (YTD) and 27.28% in the last 12 months. Over the past 10 years, SouthernSun Small Cap had an annualized return of 6.82%, while the S&P 500 had an annualized return of 11.18%, indicating that SouthernSun Small Cap did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.35%21.88%
1 month-5.07%0.89%
6 months8.29%15.85%
1 year27.28%38.63%
5 years (annualized)12.07%13.69%
10 years (annualized)6.82%11.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.69%7.48%5.28%-6.68%6.89%-3.68%6.80%0.38%2.88%7.35%
20239.92%-1.62%-3.88%-1.86%-1.53%11.21%5.26%-6.45%-6.42%-7.80%5.13%12.77%12.52%
2022-6.02%1.78%1.47%-5.27%5.09%-7.26%10.15%-0.71%-9.28%15.04%3.66%-7.43%-1.86%
20213.16%5.74%8.50%1.04%-0.70%-1.53%0.93%-0.15%-3.98%3.92%-2.19%5.96%21.87%
2020-7.74%-11.75%-19.92%15.04%6.23%3.95%4.89%6.52%-4.87%4.61%16.31%6.50%14.08%
201914.46%2.97%0.41%4.81%-8.92%8.80%-1.60%-6.55%6.26%2.88%5.59%3.82%35.45%
20180.96%-6.73%0.12%-1.95%3.49%3.09%0.66%-0.12%-0.97%-13.36%2.03%-12.81%-24.32%
20173.17%3.56%-0.04%2.71%-2.77%3.31%0.33%-0.61%6.31%-0.19%2.99%-1.70%18.03%
2016-3.93%1.57%10.27%2.60%-0.88%-1.18%6.28%-0.33%-0.52%-3.83%7.91%0.55%18.90%
2015-5.46%11.01%0.08%-1.53%3.73%-1.72%-5.18%-8.40%-7.46%7.25%-1.68%-6.12%-16.11%
2014-3.92%5.25%2.32%1.88%2.38%3.15%-5.53%3.06%-7.87%-1.45%-1.37%-1.56%-4.45%
20136.74%0.42%5.38%-2.59%5.97%-1.10%5.19%-1.72%9.60%4.99%1.45%-3.33%34.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SSSFX is 17, indicating that it is in the bottom 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SSSFX is 1717
Combined Rank
The Sharpe Ratio Rank of SSSFX is 88Sharpe Ratio Rank
The Sortino Ratio Rank of SSSFX is 99Sortino Ratio Rank
The Omega Ratio Rank of SSSFX is 77Omega Ratio Rank
The Calmar Ratio Rank of SSSFX is 4646Calmar Ratio Rank
The Martin Ratio Rank of SSSFX is 1717Martin 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 SouthernSun Small Cap (SSSFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SSSFX
Sharpe ratio
The chart of Sharpe ratio for SSSFX, currently valued at 1.39, compared to the broader market-2.000.002.004.001.39
Sortino ratio
The chart of Sortino ratio for SSSFX, currently valued at 2.12, compared to the broader market0.005.0010.002.12
Omega ratio
The chart of Omega ratio for SSSFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for SSSFX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.001.40
Martin ratio
The chart of Martin ratio for SSSFX, currently valued at 8.14, compared to the broader market0.0020.0040.0060.0080.008.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.0020.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.0021.07

Sharpe Ratio

The current SouthernSun Small Cap Sharpe ratio is 1.39. 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 SouthernSun Small Cap 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
1.39
3.27
SSSFX (SouthernSun Small Cap)
Benchmark (^GSPC)

Dividends

Dividend History

SouthernSun Small Cap provided a 12.92% dividend yield over the last twelve months, with an annual payout of $3.68 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.68$3.68$2.53$3.45$0.06$1.28$0.90$0.00$0.00$2.36$4.21$0.01

Dividend yield

12.92%13.87%9.40%11.51%0.23%5.29%4.77%0.00%0.00%12.69%16.93%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for SouthernSun Small Cap. 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$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$3.68$3.68
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.53$2.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.45$3.45
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28$1.28
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2017$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
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.36$2.36
2014$0.00$0.00$2.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.14$4.21
2013$0.01$0.01

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-5.88%
-0.87%
SSSFX (SouthernSun Small Cap)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SouthernSun Small Cap. 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 SouthernSun Small Cap was 66.47%, occurring on Mar 9, 2009. Recovery took 442 trading sessions.

The current SouthernSun Small Cap drawdown is 5.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.47%Jul 16, 2007415Mar 9, 2009442Dec 7, 2010857
-45.2%Jan 23, 2018545Mar 23, 2020162Nov 10, 2020707
-36.42%Jul 7, 2014405Feb 11, 2016413Oct 2, 2017818
-27.59%Jul 11, 201160Oct 3, 2011294Dec 5, 2012354
-19.94%Aug 1, 202363Oct 27, 2023103Mar 27, 2024166

Volatility

Volatility Chart

The current SouthernSun Small Cap volatility is 5.36%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctober
5.36%
2.54%
SSSFX (SouthernSun Small Cap)
Benchmark (^GSPC)