SKSZX Performance — AMG GW&K Small Cap Value Fund, Class Z
Data updated: 2026-08-27
SKSZX returned +27.00% year to date and +40.35% over one year to Jun 2026. Annualised returns are +17.61% over 3 years and +9.51% over 5 years. The fund beat its US Small Value category average: $100 invested three years ago grew to $163, against $153 for the category, and to $140 over one year, against $131. Volatility over the past three years was 20.12% a year. In the 12 months to Jun 2026 the fund lost a net $18.3M, and assets reached $238.30M.
SKSZX Growth of $100
What $100 invested in AMG GW&K Small Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | SKSZX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $140 | $131 |
| 3 years (Jul 2023 – Jun 2026) | $163 | $153 |
| 5 years (Jul 2021 – Jun 2026) | $158 | $149 |
| Since data start (Jul 2019 – Jun 2026) | $217 | $213 |
SKSZX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +27.00% |
| 1 year | +40.35% |
| 3 years (annualised) | +17.61% |
| 5 years (annualised) | +9.51% |
SKSZX Annual Returns
Calendar-year total returns of AMG GW&K Small Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +27.00% |
| 2025 | +3.24% |
| 2024 | +10.82% |
| 2023 | +17.77% |
| 2022 | −15.16% |
| 2021 | +33.26% |
| 2020 | +3.55% |
| 2019 (Jul–Dec) | +8.13% |
SKSZX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.4% | +1.1% | −3.1% | +12.4% | +0.3% | +8.0% | — | — | — | — | — | — |
| 2025 | +1.8% | −3.9% | −6.4% | −5.9% | +4.3% | +3.9% | +2.0% | +7.8% | −0.7% | −0.7% | +2.1% | −0.2% |
| 2024 | −4.7% | +4.7% | +4.4% | −5.7% | +3.0% | −2.3% | +10.1% | −1.6% | −0.7% | −1.6% | +14.4% | −7.4% |
| 2023 | +10.6% | −0.1% | −5.8% | −2.6% | −3.2% | +7.2% | +6.4% | −1.9% | −6.3% | −5.2% | +7.6% | +12.2% |
| 2022 | −6.1% | +1.9% | −1.4% | −6.8% | +3.0% | −9.6% | +9.1% | −3.7% | −8.9% | +11.6% | +4.2% | −6.9% |
| 2021 | +1.6% | +11.6% | +5.3% | +2.6% | +0.9% | −0.8% | +0.2% | +1.9% | −1.2% | +6.2% | −3.0% | +4.5% |
| 2020 | −4.0% | −12.6% | −27.4% | +16.3% | +5.0% | +3.4% | +2.7% | +5.3% | −2.2% | +2.9% | +16.3% | +6.3% |
| 2019 | — | — | — | — | — | — | −0.1% | −7.1% | +6.1% | +3.9% | +3.3% | +2.3% |
SKSZX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 20.12%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +14.36% (Nov 2024)
- Worst month: −7.40% (Dec 2024)
SKSZX Fund Flows
Monthly money in and out of AMG GW&K Small Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$18.3M
- 12-month gross sales (incl. reinvestments): $22.4M
- Sales ÷ redemptions: 0.55×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $477K | $2.4M | −$1.9M |
| May 2026 | $373K | $3.9M | −$3.5M |
| Apr 2026 | $1.8M | $3.1M | −$1.4M |
| Mar 2026 | $427K | $4.3M | −$3.9M |
| Feb 2026 | $614K | $3.9M | −$3.3M |
| Jan 2026 | $594K | $3.7M | −$3.1M |
| Dec 2025 | $15.7M | $4.7M | $10.9M |
| Nov 2025 | $351K | $3.5M | −$3.1M |
| Oct 2025 | $243K | $3.6M | −$3.3M |
| Sep 2025 | $856K | $3.0M | −$2.2M |
| Aug 2025 | $283K | $2.2M | −$1.9M |
| Jul 2025 | $731K | $2.4M | −$1.7M |
SKSZX Assets Under Management
Net assets of AMG GW&K Small Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $238.30M |
| 2026-03-31 | $201.78M |
| 2025-12-31 | $203.30M |
| 2025-09-30 | $211.86M |
| 2025-06-30 | $199.48M |
| 2025-03-31 | $205.17M |
| 2024-12-31 | $231.71M |
| 2024-09-30 | $243.88M |
| 2024-06-28 | $234.62M |
| 2024-03-28 | $258.58M |
| 2023-12-29 | $257.63M |
| 2023-09-29 | $234.63M |
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.