STMBX Performance — AMG Systematica Trend-Enhanced Markets Fund
Data updated: 2026-08-28
STMBX returned +9.38% year to date and +29.51% over one year to Jun 2026. Over one year the fund beat its Alternative category average: $100 grew to $130, against $110 for the category. Volatility over the past 12 months was 14.93% a year. In the 12 months to Jun 2026 the fund took in a net $944K, and assets reached $7.97M.
STMBX Growth of $100
What $100 invested in AMG Systematica Trend-Enhanced Markets Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | STMBX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $130 | $110 |
| Since data start (Apr 2025 – Jun 2026) | $133 | $116 |
STMBX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.38% |
| 1 year | +29.51% |
STMBX Annual Returns
Calendar-year total returns of AMG Systematica Trend-Enhanced Markets Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.38% |
| 2025 (Apr–Dec) | +21.48% |
STMBX 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 | +2.9% | +2.2% | −8.2% | +9.1% | +5.4% | −1.5% | — | — | — | — | — | — |
| 2025 | — | — | — | −5.4% | +3.2% | +5.1% | +0.8% | +3.8% | +6.4% | +2.1% | +1.5% | +2.7% |
STMBX Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 14.93%
- Best month: +9.14% (Apr 2026)
- Worst month: −8.21% (Mar 2026)
STMBX Fund Flows
Monthly money in and out of AMG Systematica Trend-Enhanced Markets Fund, from SEC Form N-PORT.
- 12-month net flow: $944K
- 12-month gross sales (incl. reinvestments): $944K
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $944K | $0 | $944K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
STMBX Assets Under Management
Net assets of AMG Systematica Trend-Enhanced Markets Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $7.97M |
| 2026-03-31 | $7.04M |
| 2025-12-31 | $7.29M |
| 2025-09-30 | $6.85M |
| 2025-06-30 | $6.15M |
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.