C000225453 Performance — AMG GW&K High Income Fund, Class I
Data updated: 2024-08-28
C000225453 returned +7.80% over one year to Jun 2024. The annualised 3-year return is +1.76%. The fund trailed its Alternative category average: $100 invested three years ago grew to $105, against $108 for the category, and to $108 over one year, against $115. Volatility over the past three years was 6.42% a year. In the 12 months to Jun 2024 the fund lost a net $1.7M, and assets reached $6.74M.
C000225453 Growth of $100
What $100 invested in AMG GW&K High Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000225453 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $108 | $115 |
| 3 years (Jul 2021 – Jun 2024) | $105 | $108 |
| Since data start (Mar 2021 – Jun 2024) | $108 | $113 |
C000225453 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.80% |
| 3 years (annualised) | +1.76% |
C000225453 Annual Returns
Calendar-year total returns of AMG GW&K High Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +2.28% |
| 2023 | +9.34% |
| 2022 | −6.63% |
| 2021 (Mar–Dec) | +3.68% |
C000225453 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 | +0.4% | −0.1% | +1.0% | −0.7% | +1.0% | +0.7% | — | — | — | — | — | — |
| 2023 | +2.7% | −1.2% | +1.7% | +0.8% | −0.8% | +0.6% | +0.9% | +0.2% | −0.9% | −0.4% | +3.3% | +2.3% |
| 2022 | −2.4% | −0.8% | −0.5% | −2.9% | +0.8% | −4.9% | +4.8% | −2.0% | −2.8% | +2.0% | +2.2% | −0.1% |
| 2021 | — | — | +0.6% | +0.8% | +0.4% | +0.9% | +0.3% | +0.5% | −0.1% | −0.2% | −1.1% | +1.5% |
C000225453 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 6.42%
- 3-year Sharpe ratio: -0.43 (vs 4.5% risk-free rate)
- Best month: +4.83% (Jul 2022)
- Worst month: −4.93% (Jun 2022)
C000225453 Fund Flows
Monthly money in and out of AMG GW&K High Income Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.7M
- 12-month gross sales (incl. reinvestments): $3.3M
- Sales ÷ redemptions: 0.66×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $124K | $1.1M | −$982K |
| May 2024 | $50K | $127K | −$77K |
| Apr 2024 | $314K | $6.6M | −$6.3M |
| Mar 2024 | $283K | $261K | $22K |
| Feb 2024 | $468K | $261K | $207K |
| Jan 2024 | $265K | $241K | $24K |
| Dec 2023 | $356K | −$302K | $659K |
| Nov 2023 | $862K | −$1.2M | $2.0M |
| Oct 2023 | $120K | −$435K | $555K |
| Sep 2023 | $92K | −$446K | $538K |
| Aug 2023 | $275K | −$567K | $841K |
| Jul 2023 | $115K | −$654K | $768K |
C000225453 Assets Under Management
Net assets of AMG GW&K High Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-28 | $6.74M |
| 2024-03-28 | $14.27M |
| 2023-12-29 | $14.02M |
| 2023-09-29 | $14.05M |
| 2023-06-30 | $15.40M |
| 2023-03-31 | $17.84M |
| 2022-12-30 | $17.27M |
| 2022-09-30 | $18.70M |
| 2022-06-30 | $18.11M |
| 2022-03-31 | $20.10M |
| 2021-12-31 | $21.32M |
| 2021-09-30 | $20.55M |
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.