C000200607 Performance — AMG TimesSquare Global Small Cap Fund, Class Z
Data updated: 2024-11-26
C000200607 returned +17.39% over one year to Sep 2024. Annualised returns are −2.14% over 3 years and +4.73% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $94, against $113 for the category, and to $117 over one year, against $123. Volatility over the past three years was 19.49% a year. In the 12 months to Sep 2024 the fund took in a net $320K, and assets reached $2.05M.
C000200607 Growth of $100
What $100 invested in AMG TimesSquare Global 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 | C000200607 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $117 | $123 |
| 3 years (Oct 2021 – Sep 2024) | $94 | $113 |
| 5 years (Oct 2019 – Sep 2024) | $126 | $134 |
| Since data start (Jul 2019 – Sep 2024) | $127 | $135 |
C000200607 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +17.39% |
| 3 years (annualised) | −2.14% |
| 5 years (annualised) | +4.73% |
C000200607 Annual Returns
Calendar-year total returns of AMG TimesSquare Global Small Cap Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +5.72% |
| 2023 | +13.92% |
| 2022 | −23.84% |
| 2021 | +11.36% |
| 2020 | +11.32% |
| 2019 (Jul–Dec) | +11.71% |
C000200607 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 | −1.8% | +4.3% | +2.8% | −6.7% | +2.5% | −0.6% | +5.4% | +2.0% | −1.7% | — | — | — |
| 2023 | +8.3% | +0.5% | +0.3% | −1.0% | −4.4% | +4.5% | +2.6% | −2.4% | −5.1% | −6.3% | +9.9% | +7.8% |
| 2022 | −11.2% | −1.9% | 0.0% | −8.5% | −1.6% | −8.8% | +8.6% | −4.5% | −9.5% | +6.4% | +9.5% | −2.5% |
| 2021 | −1.4% | +3.9% | +0.5% | +4.3% | −0.1% | +1.2% | +1.3% | +3.5% | −4.2% | +2.5% | −4.2% | +4.0% |
| 2020 | −2.2% | −8.0% | −20.6% | +11.1% | +9.9% | +1.6% | +4.3% | +3.8% | −1.5% | −2.7% | +13.1% | +7.2% |
| 2019 | — | — | — | — | — | — | +0.2% | −1.5% | +2.2% | +3.5% | +4.2% | +2.7% |
C000200607 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 19.49%
- 3-year Sharpe ratio: -0.34 (vs 4.5% risk-free rate)
- Best month: +9.92% (Nov 2023)
- Worst month: −11.24% (Jan 2022)
C000200607 Fund Flows
Monthly money in and out of AMG TimesSquare Global Small Cap Fund, from SEC Form N-PORT.
- 12-month net flow: $320K
- 12-month gross sales (incl. reinvestments): $404K
- Sales ÷ redemptions: 4.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $137K | $0 | $137K |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $154K | $0 | $154K |
| Jun 2024 | $0 | $8K | −$8K |
| May 2024 | $0 | $44K | −$44K |
| Apr 2024 | $0 | $6K | −$6K |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $100K | $31K | $69K |
| Jan 2024 | $3K | $0 | $3K |
| Dec 2023 | $10K | −$4K | $14K |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
C000200607 Assets Under Management
Net assets of AMG TimesSquare Global Small Cap Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $2.05M |
| 2024-06-28 | $1.80M |
| 2024-03-28 | $1.95M |
| 2023-12-29 | $1.78M |
| 2023-09-29 | $1.61M |
| 2023-06-30 | $1.70M |
| 2023-03-31 | $1.84M |
| 2022-12-30 | $1.70M |
| 2022-09-30 | $1.79M |
| 2022-06-30 | $1.91M |
| 2022-03-31 | $2.31M |
| 2021-12-31 | $2.69M |
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.