MMASX Performance — AMG FQ Global Risk-Balanced Fund, Class I
Data updated: 2022-09-26
MMASX returned −15.06% over one year to Jul 2022. The annualised 3-year return is −4.86%. The fund trailed its Moderate Allocation category average: $100 invested three years ago grew to $86, against $110 for the category, and to $85 over one year, against $92. Volatility over the past three years was 12.34% a year. In the 12 months to Jul 2022 the fund took in a net $14.2M, and assets reached $20.44M.
MMASX Growth of $100
What $100 invested in AMG FQ Global Risk-Balanced Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | MMASX | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $85 | $92 |
| 3 years (Aug 2019 – Jul 2022) | $86 | $110 |
MMASX Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −15.06% |
| 3 years (annualised) | −4.86% |
MMASX Annual Returns
Calendar-year total returns of AMG FQ Global Risk-Balanced Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −16.20% |
| 2021 | +6.74% |
| 2020 | −6.69% |
| 2019 (Aug–Dec) | +3.18% |
MMASX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.9% | −0.3% | −1.6% | −4.7% | −1.3% | −5.5% | +0.1% | — | — | — | — | — |
| 2021 | −0.3% | −2.0% | +0.8% | +2.7% | +2.7% | +1.1% | +0.2% | +0.7% | −2.8% | +2.1% | −0.8% | +2.3% |
| 2020 | −1.2% | −6.4% | −14.1% | +3.6% | +1.7% | +1.0% | +2.4% | −1.3% | −0.1% | −1.6% | +7.2% | +3.6% |
| 2019 | — | — | — | — | — | — | — | +1.0% | −0.1% | +0.7% | −0.2% | +1.7% |
MMASX Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 12.34%
- 3-year Sharpe ratio: -0.76 (vs 4.5% risk-free rate)
- Best month: +7.25% (Nov 2020)
- Worst month: −14.05% (Mar 2020)
MMASX Fund Flows
Monthly money in and out of AMG FQ Global Risk-Balanced Fund, from SEC Form N-PORT.
- 12-month net flow: $14.2M
- 12-month gross sales (incl. reinvestments): $937K
- Sales ÷ redemptions: -0.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $10K | −$6.3M | $6.3M |
| Jun 2022 | $3K | −$1.9M | $1.9M |
| May 2022 | $28K | −$237K | $264K |
| Apr 2022 | $99K | −$360K | $459K |
| Mar 2022 | $11K | −$555K | $566K |
| Feb 2022 | $37K | −$218K | $255K |
| Jan 2022 | $150K | −$980K | $1.1M |
| Dec 2021 | $219K | −$619K | $838K |
| Nov 2021 | $211K | −$335K | $546K |
| Oct 2021 | $96K | −$313K | $409K |
| Sep 2021 | $38K | −$1.4M | $1.4M |
| Aug 2021 | $35K | −$75K | $110K |
MMASX Assets Under Management
Net assets of AMG FQ Global Risk-Balanced Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-29 | $20.44M |
| 2022-04-29 | $30.94M |
| 2022-01-31 | $34.07M |
| 2021-10-29 | $36.41M |
| 2021-07-30 | $38.04M |
| 2021-04-30 | $38.92M |
| 2021-01-29 | $40.65M |
| 2020-10-30 | $38.84M |
| 2020-07-31 | $41.26M |
| 2020-04-30 | $41.12M |
| 2020-01-31 | $52.40M |
| 2019-10-31 | $53.69M |
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.