Affiliated Managers Group Inc

10-Year Study

AMG.US · Financial Services · US · Common Stock

Executive Summary: Affiliated Managers Group Inc has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 70.4% and an annualized volatility of 39.8%.

1Y CAGR
+78.5%
3Y CAGR
+30.1%
5Y CAGR
+13.0%
10Y CAGR
+6.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +61.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -52.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.6-2.2-9.68.2————————3.9%
20251.6-9.1-1.7-1.46.311.86.77.16.1-0.213.07.255.9%
2024-1.75.07.1-6.84.2-3.918.8-6.32.39.1-3.3-1.422.2%
20239.0-7.7-10.71.4-3.77.8-7.5-3.3-2.7-5.810.411.7-4.4%
2022-11.1-5.41.9-10.96.4-12.78.40.8-12.211.029.2-1.2-3.7%
20218.327.06.58.11.8-6.02.77.4-11.211.11.3-3.361.8%
2020-5.8-5.4-21.418.3-4.811.9-7.7-0.2-0.410.215.616.720.5%
20197.74.8-2.33.6-24.29.9-6.9-10.38.8-4.27.3-0.7-11.8%
2018-2.7-5.00.1-13.0-3.2-6.67.6-8.5-6.4-16.9-2.0-12.3-52.1%
20174.910.4-2.41.0-7.07.812.0-4.87.4-1.86.63.341.9%
2016———4.91.9-18.94.3-3.21.9-8.311.6-1.9-10.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110487.68650877954
2016-05-0110684.731627080393
2016-06-018668.102466769029
2016-07-019038.181427293857
2016-08-018746.923058330545
2016-09-018910.097966006393
2016-10-018168.718809193359
2016-11-019119.457211588
2016-12-018947.046708451588
2017-01-019381.774837200368
2017-02-0110353.655883748532
2017-03-0110107.653204662576
2017-04-0110209.384687993344
2017-05-019497.887643765527
2017-06-0110239.32404600497
2017-07-0111472.167909740498
2017-08-0110920.003969016232
2017-09-0111732.09394864958
2017-10-0111526.290280108231
2017-11-0112291.687073601079
2017-12-0112698.791103806312
2018-01-0112351.082383801326
2018-02-0111734.135702191481
2018-03-0111747.766474279628
2018-04-0110215.936109015644
2018-05-019887.086576710779
2018-06-019229.641936218419
2018-07-019933.64619018966
2018-08-019086.999054814403
2018-09-018504.177007946935
2018-10-017069.810161444824
2018-11-016929.794209052664
2018-12-016076.665619287383
2019-01-016545.015895146732
2019-02-016856.291081544201
2019-03-016699.909297802157
2019-04-016938.234729146445
2019-05-015261.516189642648
2019-06-015783.772575369964
2019-07-015385.172671287857
2019-08-014829.211450611826
2019-09-015252.700393975745
2019-10-015034.022865095428
2019-11-015399.827500448423
2019-12-015359.9783230652
2020-01-015050.674923577356
2020-02-014776.227628169329
2020-03-013755.1982027480344
2020-04-014442.23872869357
2020-05-014230.812287158325
2020-06-014735.049084772843
2020-07-014368.621110332291
2020-08-014360.365047723603
2020-09-014343.216862212803
2020-10-014787.193307628016
2020-11-015534.2079586408145
2020-12-016460.3880731062245
2021-01-016999.709956506197
2021-02-018892.059296084795
2021-03-019467.63025560719
2021-04-0110238.859721990764
2021-05-0110419.259142412628
2021-06-019797.281223881773
2021-07-0110066.023058457757
2021-08-0110808.114602799427
2021-09-019599.6572907139
2021-10-0110666.43217243849
2021-11-0110809.971898856236
2021-12-0110452.874928920262
2022-01-019290.105827711619
2022-02-018791.930684693461
2022-03-018956.504925014851
2022-04-017979.204644766686
2022-05-018491.417638460785
2022-06-017409.816191296405
2022-07-018031.323425210122
2022-08-018094.223427627151
2022-09-017108.501709094008
2022-10-017890.849509406696
2022-11-0110195.97017640496
2022-12-0110069.489587056936
2023-01-0110979.00492183455
2023-02-0110132.383228871031
2023-03-019052.473702087167
2023-04-019177.052471157846
2023-05-018841.435257330912
2023-06-019527.954213835837
2023-07-018812.831625935485
2023-08-018519.143506651282
2023-09-018285.842951625069
2023-10-017803.970033927455
2023-11-018617.681967309045
2023-12-019626.632607758154
2024-01-019462.605379289113
2024-02-019938.162218272993
2024-03-0110647.712918002922
2024-04-019924.811312713953
2024-05-0110338.727548661793
2024-06-019933.697075013133
2024-07-0111802.429495896775
2024-08-0111053.468500386089
2024-09-0111305.908109641527
2024-10-0112329.672594324562
2024-11-0111925.895159453954
2024-12-0111759.285526193598
2025-01-0111951.331210588112
2025-02-0110865.194653531596
2025-03-0110685.85745379976
2025-04-0110533.228425788937
2025-05-0111193.319077101958
2025-06-0112514.257291477174
2025-07-0113347.394506220031
2025-08-0114298.870738555048
2025-09-0115164.485191880309
2025-10-0115134.590358089225
2025-11-0117098.617332134145
2025-12-0118335.71007862977
2026-01-0119913.71842119658
2026-02-0119474.89406415813
2026-03-0117599.788319134346
2026-04-0119044.281245507824
Annual Return Matrix
YearAnnual Return
20170.41932768628677675
2018-0.5214768421959493
2019-0.1179408809244683
20200.20530115678000294
20210.6179948960704467
2022-0.03667750207195164
2023-0.04398008215510929
20240.22153675177306842
20250.5592537520912562
20260.03864432649946248
Total Factor Risk
0.39832275063480266
VTI.US Exposure
0.5658594190773
VEA.US Exposure
0.07295197660444941
VWO.US Exposure
-0.0024955346139478867
QQQ.US Exposure
-0.14115089950473647
VTV.US Exposure
-0.09751119517664401
IJR.US Exposure
0.06840121470679633
QUAL.US Exposure
0.06291133799797255
SHV.US Exposure
0.3111048574581193
TLT.US Exposure
-0.00038948841006005764
LQD.US Exposure
0.030162889203643226
HYG.US Exposure
-0.01919664245241082
GLD.US Exposure
-0.002491335049235683
USO.US Exposure
-0.00005577740425019148
VNQ.US Exposure
0.02005723406218923
BTC-USD.CC Exposure
-0.0014740954860569437
CPER.US Exposure
0.006388208638176645
VIX.INDX Exposure
-0.023506899680884586
UUP.US Exposure
-0.0018948125725812568
TIP.US Exposure
0.024964023444191005
Idiosyncratic Exposure
0.1273655191579703
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.01%
Market Cap$7.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.640.01%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Affiliated Managers Group Inc a high-risk investment?

Affiliated Managers Group Inc (AMG.US) has an annualized volatility of 39.8% and experienced a maximum drawdown of 70.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMG.US?

Over the past 10 years, AMG.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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