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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMG TimesSquare Mid 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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Returns By Period
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has returned -10.97% so far this year and -9.34% over the past 12 months. Over the last ten years, TMDIX has had an annualized return of 11.64%, just under the S&P 500 Index benchmark’s 12.16%.
AMG TimesSquare Mid Cap Growth Fund
- 1D
- -0.99%
- 1M
- -9.23%
- YTD
- -10.97%
- 6M
- -23.70%
- 1Y
- -9.34%
- 3Y*
- 4.13%
- 5Y*
- 1.97%
- 10Y*
- 11.64%
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%
Monthly Returns
Based on dividend-adjusted daily data since Mar 4, 2005, TMDIX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2019 with a return of +20.1%, while the worst month was Oct 2008 at -17.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TMDIX closed higher 53% of trading days. The best single day was Dec 16, 2019 with a return of +19.5%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.66% | -1.26% | -9.23% | -10.97% | |||||||||
| 2025 | 6.67% | -3.18% | -6.58% | 1.70% | 6.92% | 3.74% | 1.40% | 1.06% | 2.78% | -0.10% | -3.37% | -11.22% | -1.76% |
| 2024 | 0.24% | 7.15% | 2.30% | -6.25% | 1.29% | 1.96% | 0.96% | 2.47% | 1.26% | -0.32% | 6.51% | -6.32% | 10.84% |
| 2023 | 6.37% | -0.54% | 1.51% | -1.89% | 1.86% | 7.09% | 2.33% | -2.59% | -3.86% | -3.48% | 9.88% | 7.08% | 25.07% |
| 2022 | -10.77% | -1.34% | 2.66% | -8.54% | -2.76% | -6.90% | 10.03% | -2.05% | -7.48% | 6.05% | 5.22% | -6.62% | -22.26% |
| 2021 | -2.32% | 3.17% | -0.91% | 6.21% | -1.23% | 4.39% | 2.30% | 3.29% | -4.40% | 5.79% | -3.56% | 3.61% | 16.75% |
Benchmark Metrics
AMG TimesSquare Mid Cap Growth Fund has an annualized alpha of 2.38%, beta of 0.99, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since March 07, 2005.
- This fund captured 105.76% of S&P 500 Index gains but only 96.19% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 2.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R² of 0.84, 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
- 2.38%
- Beta
- 0.99
- R²
- 0.84
- Upside Capture
- 105.76%
- Downside Capture
- 96.19%
Expense Ratio
TMDIX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TMDIX ranks 2 for risk / return — in the bottom 2% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and compare them to a chosen benchmark (S&P 500 Index).
| TMDIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 0.90 | -1.30 |
Sortino ratioReturn per unit of downside risk | -0.40 | 1.39 | -1.79 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.21 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.40 | -1.92 |
Martin ratioReturn relative to average drawdown | -1.36 | 6.61 | -7.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TMDIX 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 TimesSquare Mid Cap Growth 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 | $1.38 | $0.66 | $0.51 | $5.47 | $3.78 | $5.71 | $2.54 | $2.72 | $1.04 | $1.34 |
Dividend yield | 0.00% | 0.00% | 8.08% | 3.98% | 3.69% | 29.72% | 18.28% | 31.06% | 16.38% | 14.44% | 5.90% | 7.73% |
Monthly Dividends
The table displays the monthly dividend distributions for AMG TimesSquare Mid Cap Growth 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 | |||||||||
| 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 | $1.38 | $1.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.47 | $5.47 |
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 TimesSquare Mid 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 TimesSquare Mid Cap Growth Fund was 48.73%, occurring on Nov 20, 2008. Recovery took 511 trading sessions.
The current AMG TimesSquare Mid Cap Growth Fund drawdown is 25.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.73% | Oct 11, 2007 | 282 | Nov 20, 2008 | 511 | Dec 2, 2010 | 793 |
| -35.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -30.53% | Nov 17, 2021 | 146 | Jun 16, 2022 | 423 | Feb 23, 2024 | 569 |
| -25.45% | Oct 28, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -24.09% | May 11, 2011 | 101 | Oct 3, 2011 | 94 | Feb 16, 2012 | 195 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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