MFDAX Performance — AMG GW&K Enhanced Core Bond ESG Fund, Class N
Data updated: 2024-08-28
MFDAX returned +3.48% over one year to Jun 2024. Annualised returns are −3.21% over 3 years and +0.21% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $91, against $108 for the category, and to $103 over one year, against $115. Volatility over the past three years was 8.08% a year. In the 12 months to Jun 2024 the fund took in a net $4.5M, and assets reached $27.56M.
MFDAX Growth of $100
What $100 invested in AMG GW&K Enhanced Core Bond ESG Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | MFDAX | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $103 | $115 |
| 3 years (Jul 2021 – Jun 2024) | $91 | $108 |
| 5 years (Jul 2019 – Jun 2024) | $101 | $129 |
MFDAX Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.48% |
| 3 years (annualised) | −3.21% |
| 5 years (annualised) | +0.21% |
MFDAX Annual Returns
Calendar-year total returns of AMG GW&K Enhanced Core Bond ESG Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +0.19% |
| 2023 | +5.90% |
| 2022 | −14.19% |
| 2021 | −1.26% |
| 2020 | +9.42% |
| 2019 (Jul–Dec) | +2.72% |
MFDAX 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 | −0.2% | −1.5% | +1.0% | −2.5% | +1.7% | +1.7% | — | — | — | — | — | — |
| 2023 | +3.7% | −2.8% | +2.5% | +0.6% | −1.2% | −0.2% | −0.1% | −0.6% | −3.0% | −1.7% | +4.9% | +3.9% |
| 2022 | −2.3% | −1.2% | −2.8% | −4.0% | +0.5% | −2.2% | +3.0% | −3.3% | −4.7% | −1.0% | +4.0% | −0.7% |
| 2021 | −0.4% | −1.5% | −0.9% | +0.9% | +0.1% | +1.0% | +0.9% | −0.1% | −0.7% | −0.2% | −0.2% | −0.1% |
| 2020 | +2.1% | +1.2% | −3.5% | +3.5% | +0.9% | +1.1% | +2.3% | −0.2% | −0.4% | −0.1% | +1.5% | +0.7% |
| 2019 | — | — | — | — | — | — | +0.5% | +2.5% | −0.7% | +0.3% | 0.0% | +0.1% |
MFDAX Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 8.08%
- 3-year Sharpe ratio: -0.95 (vs 4.5% risk-free rate)
- Best month: +4.92% (Nov 2023)
- Worst month: −4.67% (Sep 2022)
MFDAX Fund Flows
Monthly money in and out of AMG GW&K Enhanced Core Bond ESG Fund, from SEC Form N-PORT.
- 12-month net flow: $4.5M
- 12-month gross sales (incl. reinvestments): $13.1M
- Sales ÷ redemptions: 1.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $773K | $10.4M | −$9.6M |
| May 2024 | $338K | $592K | −$254K |
| Apr 2024 | $390K | $1.1M | −$673K |
| Mar 2024 | $470K | $2.4M | −$1.9M |
| Feb 2024 | $465K | $445K | $20K |
| Jan 2024 | $2.3M | $1.7M | $587K |
| Dec 2023 | $1.5M | −$3.4M | $4.8M |
| Nov 2023 | $2.1M | −$545K | $2.6M |
| Oct 2023 | $1.4M | −$2.1M | $3.5M |
| Sep 2023 | $1.3M | −$299K | $1.6M |
| Aug 2023 | $1.8M | −$1.0M | $2.8M |
| Jul 2023 | $320K | −$677K | $997K |
MFDAX Assets Under Management
Net assets of AMG GW&K Enhanced Core Bond ESG Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-28 | $27.56M |
| 2024-03-28 | $38.51M |
| 2023-12-29 | $40.45M |
| 2023-09-29 | $39.12M |
| 2023-06-30 | $39.45M |
| 2023-03-31 | $40.03M |
| 2022-12-30 | $40.49M |
| 2022-09-30 | $41.94M |
| 2022-06-30 | $51.75M |
| 2022-03-31 | $51.07M |
| 2021-12-31 | $60.27M |
| 2021-09-30 | $56.99M |
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.