C000175127 Performance — AMG TimesSquare Emerging Markets Small Cap Fund, Class Z
Data updated: 2024-11-26
C000175127 returned +12.75% over one year to Sep 2024. Annualised returns are +1.33% over 3 years and +8.94% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $104, against $113 for the category, and to $113 over one year, against $123. Volatility over the past three years was 15.25% a year. In the 12 months to Sep 2024 the fund took in a net $353K, and assets reached $1.95M.
C000175127 Growth of $100
What $100 invested in AMG TimesSquare Emerging Markets Small Cap Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000175127 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $113 | $123 |
| 3 years (Oct 2021 – Sep 2024) | $104 | $113 |
| 5 years (Oct 2019 – Sep 2024) | $153 | $134 |
| Since data start (Jul 2019 – Sep 2024) | $151 | $135 |
C000175127 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.75% |
| 3 years (annualised) | +1.33% |
| 5 years (annualised) | +8.94% |
C000175127 Annual Returns
Calendar-year total returns of AMG TimesSquare Emerging Markets Small Cap Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +3.39% |
| 2023 | +24.34% |
| 2022 | −19.08% |
| 2021 | +9.52% |
| 2020 | +24.40% |
| 2019 (Jul–Dec) | +6.84% |
C000175127 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −2.3% | +3.1% | −1.3% | +0.2% | +1.3% | +2.2% | −0.8% | +2.7% | −1.8% | — | — | — |
| 2023 | +7.8% | −4.1% | +1.7% | −0.3% | +1.9% | +6.3% | +5.2% | −1.5% | −3.1% | −3.5% | +8.4% | +4.2% |
| 2022 | −5.6% | −3.2% | +0.8% | −5.5% | −1.4% | −8.4% | +2.6% | +1.9% | −9.6% | +0.3% | +10.8% | −2.1% |
| 2021 | +3.1% | +4.6% | −1.1% | +3.2% | +4.6% | +5.3% | −3.1% | −3.0% | −3.9% | +1.3% | −3.2% | +2.0% |
| 2020 | −2.7% | −4.7% | −19.9% | +11.9% | +4.2% | +9.9% | +5.7% | +5.2% | −2.1% | −0.8% | +12.4% | +7.6% |
| 2019 | — | — | — | — | — | — | −1.2% | −2.8% | +2.8% | +3.0% | +0.3% | +4.8% |
C000175127 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 15.25%
- 3-year Sharpe ratio: -0.21 (vs 4.5% risk-free rate)
- Best month: +10.80% (Nov 2022)
- Worst month: −9.56% (Sep 2022)
C000175127 Fund Flows
Monthly money in and out of AMG TimesSquare Emerging Markets Small Cap Fund, from SEC Form N-PORT.
- 12-month net flow: $353K
- 12-month gross sales (incl. reinvestments): $557K
- Sales ÷ redemptions: 2.73×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $299K | $107K | $192K |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $154K | $10K | $144K |
| Jun 2024 | $0 | $23K | −$23K |
| May 2024 | $2K | $0 | $2K |
| Apr 2024 | $2K | $0 | $2K |
| Mar 2024 | $0 | $3K | −$3K |
| Feb 2024 | $0 | $61K | −$61K |
| Jan 2024 | $34K | $2K | $32K |
| Dec 2023 | $43K | −$323 | $44K |
| Nov 2023 | $21K | $0 | $21K |
| Oct 2023 | $0 | −$2K | $2K |
C000175127 Assets Under Management
Net assets of AMG TimesSquare Emerging Markets Small Cap Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $1.95M |
| 2024-06-28 | $1.91M |
| 2024-03-28 | $1.86M |
| 2023-12-29 | $1.90M |
| 2023-09-29 | $1.73M |
| 2023-06-30 | $1.72M |
| 2023-03-31 | $4.95M |
| 2022-12-30 | $4.70M |
| 2022-09-30 | $4.29M |
| 2022-06-30 | $5.07M |
| 2022-03-31 | $7.04M |
| 2021-12-31 | $7.96M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.