AMG FQ Global Risk-Balanced Z (MMAFX)

16.50 -0.02  -0.12% Feb 21 USD
View Full Chart
Total Returns Chart

Key Stats

Net Asset Value 16.50
Turnover Ratio 15.00%
1 Year Fund Level Flows -7.241M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.43% 0.36% 47
3M 3.81% 5.03% 69
6M 4.64% 7.20% 78
YTD 1.60% 2.14% 61
1Y 12.75% 10.74% 24
3Y 6.76% 5.86% 37
5Y 5.61% 4.01% 23
10Y 6.69% 5.73% 20
15Y 4.58% 4.62% 56
20Y 3.36% 4.28% 84
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -77.75% 16.32% 94.06%
Stock 82.77% 83.47% 0.69%
Bond 84.85% 84.85% 0.00%
Convertible 0.05% 0.05% 0.00%
Preferred 0.02% 0.02% 0.00%
Other 10.06% 10.06% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 67.14%
North America 66.46%
Latin America 0.68%
Greater Europe 23.02%
United Kingdom 10.37%
Europe Developed 11.91%
Europe Emerging 0.15%
Africa/Middle East 0.59%
Greater Asia 9.84%
Japan 0.25%
Australasia 9.19%
Asia Developed 0.14%
Asia Emerging 0.25%
Market Classification
% Developed Markets 98.72%
% Emerging Markets 1.28%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 12.63%
Communication Services 5.54%
Consumer Cyclical 7.52%
Consumer Defensive 7.03%
Energy 6.85%
Financial Services 15.57%
Healthcare 8.15%
Industrials 9.80%
Real Estate 13.15%
Technology 9.24%
Utilities 4.51%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 43.33%
Large 37.87%
Medium 15.96%
Small 2.66%
Micro 0.17%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 29.82%
Large Cap Blend 28.18%
Large Cap Growth 23.42%
Mid Cap Value 5.22%
Mid Cap Blend 6.94%
Mid Cap Growth 3.64%
Small Cap Value 1.06%
Small Cap Blend 1.12%
Small Cap Growth 0.59%
As of Jan. 31, 2020

MMAFX Bond Exposure

Government 53.82%
Corporate 30.02%
Securitized 0.04%
Municipal 0.00%
Cash 16.12%
Derivative 0.00%
As of Jan. 31, 2020

MMAFX Bond Credit Quality Exposure

AAA 27.54%
AA 1.75%
A 1.14%
BBB 0.86%
BB 33.59%
B 25.00%
Below B 8.13%
As of Jan. 31, 2020

MMAFX Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 46.27%
91 to 182 Days 0.03%
183 to 364 Days 0.05%
1 to 3 Years 8.34%
3 to 5 Years 12.02%
5 to 7 Years 16.30%
7 to 10 Years 12.45%
10 to 15 Years 0.80%
15 to 20 Years 0.22%
20 to 30 Years 3.01%
Over 30 Years 0.51%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
HYG iShares iBoxx $ High Yield Corp Bd ETF 30.44% 88.33 -0.09%
-- 3 Year New Zealand Government Stock Future Mar 20 16.33% -- --
-- Euro Stoxx 50 Mar20 14.79% -- --
-- E-mini Russell 2000 Index Future Mar 20 13.87% -- --
TIP iShares TIPS Bond ETF 13.16% 119.20 +0.18%
-- Micro E-mini S&P 500 Index Future Mar 20 11.52% -- --
-- Short Gilt Future Mar 20 9.18% -- --
-- United States Treasury Bills 1.54% 7.62% -- --
-- United States Treasury Bills 1.53% 7.61% -- --
-- 10 Year Government of Canada Bond Future Mar 20 6.97% -- --
As of Jan. 31, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks to maximize total return. Under normal circumstances, the fund will invest at least 40% of its net assets, plus the amount of any borrowing for investment purposes, in issuers organized, located, or doing a substantial amount of business outside the United States, including investments that expose the fund to such issuers. It will invest in issuers, and/or have investments that expose the fund to issuers, organized, located, or doing a substantial amount of business in a minimum of three countries, including the United States.
General
Security Type Mutual Fund
Oldest Share Symbol MMAFX
Equity Style Large Cap/Blend
Fixed Income Style Low Quality/Moderate Sensitivity
Broad Asset Class Allocation
Broad Category Allocation
Category Name Tactical Allocation
Prospectus Objective Growth and Income
Fund Owner Firm Name AMG Funds
Benchmark Index
S&P 500 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Dori Levanoni 10.21 yrs
Edgar Peters 10.21 yrs

Share Classes

Symbol Share Class
MMASX Inst
MMAVX N

Net Fund Flows

1M -552507.0
3M -1.352M
6M -2.175M
YTD -552507.0
1Y -7.241M
3Y -26.86M
5Y -39.09M
10Y -75.51M
As of Jan. 31, 2020

Risk Info

Beta (5Y) 0.4537
Historical Sharpe Ratio (10Y) 0.7368
Historical Sortino (All) 0.4913
Daily Value at Risk (VaR) 1% (All) 1.74%
Monthly Value at Risk (VaR) 1% (All) 8.21%

Fundamentals

General
Dividend Yield TTM (2-21-20) 3.85%
30-Day SEC Yield --
7-Day SEC Yield (2-19-20) 0.00%
Forecasted Dividend Yield 3.11%
Number of Holdings 64
Stock
Weighted Average PE Ratio 19.98
Weighted Average Price to Sales Ratio 1.821
Weighted Average Price to Book Ratio 2.158
Weighted Median ROE 18.08%
Weighted Median ROA 6.00%
Forecasted PE Ratio 17.14
Forecasted PS Ratio 1.739
Forecasted Price to Book Value 1.963
Number of Stock Holdings 0
Bond
Current Yield 5.75%
Yield to Maturity --
Effective Duration 4.819
Average Coupon 4.39%
Average Credit Score 14.00 (BB)
Average Price 107.58
Number of Bond Holdings 4
As of Jan. 31, 2020

Comparables

Edit

Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 5.00M USD
Minimum Subsequent Investment 1000.00 USD
Fees
Actual 12B-1 Fee --
Actual Management Fee 0.60%
Administration Fee 0.15%
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 11/18/1988
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.