Departments: Engineering, Marketing, Customer Service. Minneapolis, MN. Dallas, TX. Sources of data may include, but are not limited to, the BLS, company filings, estimates based on those filings, H1B filings, and other public and private datasets. See link Jobs. HQ Cuange.
In addition to his focus on dividend strategies throughout his career, Aaron has managed portfolios across the market cap spectrum, both growth and value disciplines, and some mandates that invested outside of the U. With over three decades of experience investing through many market cycles, multiple recessions, elevated and receding oil prices, gulf wars, the technology bubble and implosion, declining inflation, and declining interest rates, Tom has developed a deep appreciation for good businesses and an assessment of what it means to be a best-in-class company.
He is a member of the firm's Investment Committee. Throughout his investment career, Tom has evaluated and invested in stocks across every sector. Previously, he was a partner at Dominick and Dominick Advisors, a managing director and senior portfolio manager at SG Cowen Asset Management, and a senior vice president and senior portfolio manager at Kidder Peabody Asset Management.
Tom credits each and every work experience throughout his life as valuable learning lessons in understanding and identifying successful businesses. She has a long-tenured and successful career in building taxable fixed income portfolios and mutual funds that serve a wide range of clients. Previously she was a vice president at Invesco, where she served as a senior high-yield credit analyst and managed various institutional fixed-income mandates. She began her investment career as a fixed income trader and credit analyst at Gardner and Preston Moss.
The Fund uses an active approach to managing the global equity and fixed income portions of the portfolio with the core principal of managing risk through diversification, in-depth research and a focus on quality. While the U. However, while the U. The Fund seeks to generate income and capital appreciation by primarily investing in a diversified portfolio of fixed income securities.
Seeks to provide long-term capital appreciation by investing in companies located in emerging market countries. Seeks to provide long-term capital appreciation by investing in emerging market companies and developed market companies that have emerging markets revenue exposure.
The Fund seeks to provide current income, exempt from federal income tax, and capital preservation by primarily investing in a portfolio of high-quality municipal bonds. The Fund seeks to provide a high level of current income that is exempt from federal income taxes by primarily investing in municipal bonds.
The Fund seeks to provide long-term capital appreciation by primarily investing in U. The Fund seeks to provide long-term capital appreciation by primarily investing in small to mid cap stocks exhibiting growth and value characteristics. The Fund seeks to provide long-term capital appreciation by investing in small to mid cap stocks exhibiting consistent, sustainable earnings growth.
AMG Funds does not endorse this web site, its sponsor, or any of the policies, activities, products or services offered on the site, or by any advertiser on the site.
AMG Funds takes no responsibility for the accuracy or factual correctness of any information posted to third party web sites. Please validate that you are an investment professional by submitting your business email.
Fund Overview. View Performance. Objective Long-term capital appreciation and moderate current income. Why Consider Tactical asset allocation portfolio that seeks to capitalize on relative valuation opportunities across asset classes and geographies Focused global equity portfolio combined with well diversified fixed income portfolio Our disciplined long-term research focus allows us to develop a deep understanding of our targeted companies. See Our Approach Read Bio.
Investment Style. Daniel L. Miller, CFA. William Sterling, Ph. Aaron C. Clark, CFA. Thomas Masi, CFA. Mary F. Kane, CFA. Returns Trailing Returns. Expense Ratios Gross Expense Ratio: 0. Calendar Year Distributions. Alpha takes the volatility price risk of a security or mutual fund and compares its risk-adjusted performance to a benchmark index.
The excess return of the security or fund relative to the return of the benchmark index is a fund's alpha. Standard Deviation is a measure of the dispersion of a set of data from its mean. The more spread apart the data, the higher the deviation. Standard deviation is calculated as the square root of variance. Sharpe Ratio is a risk-adjusted measure developed by William Sharpe. It is calculated using standard deviation and excess return to determine reward per unit of risk.
First, the average monthly return of the day Treasury bill over a month period is subtracted from the portfolio's average monthly return. The difference in total return represents the portfolio's excess return beyond that of the day Treasury bill, a risk-free investment. An arithmetic annualized excess return is then calculated by multiplying this monthly return by To show a relationship between excess return and risk, this number is then divided by the standard deviation of the portfolio's annualized excess returns.
The higher the Sharpe ratio, the better the portfolio's historical risk-adjusted performance. An up market is one in which the market's quarterly or monthly return is greater than or equal to zero. A down market is one in which the market's quarterly or monthly return is less than zero. Beta measures the relationship between the portfolio's excess return over T-bills representing a risk-free rate relative to the excess return of the portfolio's benchmark.
A low beta does not imply that the portfolio has a low level of volatility; rather, a low beta means that the portfolio's market-related risk is low. Beta is often referred to as systematic risk. R-Squared ranges from 0 to and reflects the percentage of a portfolio's movements that are explained by movements in its benchmark index. A portfolio with an R-squared of means that all movement is completely explained by benchmark index movement.
Conversely, a low R-squared indicates that very little of the portfolio's movement is explained by benchmark movement. R-squared is used to ascertain the significance of a particular beta or alpha and generally a higher R-squared will indicate more useful alpha and beta figures. Specifically, tracking error measures the standard deviation of the excess returns a portfolio generates compared to its benchmark.
This gives an indication of the volatility of a portfolio versus its benchmark. Previously she was a vice president at Invesco, where she served as a senior high-yield credit analyst and managed various institutional fixed-income mandates. She began her investment career as a fixed income trader and credit analyst at Gardner and Preston Moss. The Fund uses an active approach to managing the global equity and fixed income portions of the portfolio with the core principal of managing risk through diversification, in-depth research and a focus on quality.
While the U. However, while the U. The Fund seeks to generate income and capital appreciation by primarily investing in a diversified portfolio of fixed income securities. Seeks to provide long-term capital appreciation by investing in companies located in emerging market countries.
Seeks to provide long-term capital appreciation by investing in emerging market companies and developed market companies that have emerging markets revenue exposure. The Fund seeks to provide current income, exempt from federal income tax, and capital preservation by primarily investing in a portfolio of high-quality municipal bonds. The Fund seeks to provide a high level of current income that is exempt from federal income taxes by primarily investing in municipal bonds.
The Fund seeks to provide long-term capital appreciation by primarily investing in U. The Fund seeks to provide long-term capital appreciation by primarily investing in small to mid cap stocks exhibiting growth and value characteristics. The Fund seeks to provide long-term capital appreciation by investing in small to mid cap stocks exhibiting consistent, sustainable earnings growth.
AMG Funds does not endorse this web site, its sponsor, or any of the policies, activities, products or services offered on the site, or by any advertiser on the site. AMG Funds takes no responsibility for the accuracy or factual correctness of any information posted to third party web sites. Please validate that you are an investment professional by submitting your business email. Fund Overview.
View Performance. Objective Long-term capital appreciation and moderate current income. Why Consider Tactical asset allocation portfolio that seeks to capitalize on relative valuation opportunities across asset classes and geographies Focused global equity portfolio combined with well diversified fixed income portfolio Our disciplined long-term research focus allows us to develop a deep understanding of our targeted companies.
See Our Approach Read Bio. Investment Style. Daniel L. Miller, CFA. William Sterling, Ph. Aaron C. Clark, CFA. Thomas Masi, CFA. Mary F. Kane, CFA. Returns Trailing Returns.
Expense Ratios Gross Expense Ratio: 0. Calendar Year Distributions. Alpha takes the volatility price risk of a security or mutual fund and compares its risk-adjusted performance to a benchmark index. The excess return of the security or fund relative to the return of the benchmark index is a fund's alpha. Standard Deviation is a measure of the dispersion of a set of data from its mean. The more spread apart the data, the higher the deviation. Standard deviation is calculated as the square root of variance.
Sharpe Ratio is a risk-adjusted measure developed by William Sharpe. It is calculated using standard deviation and excess return to determine reward per unit of risk. First, the average monthly return of the day Treasury bill over a month period is subtracted from the portfolio's average monthly return.
The difference in total return represents the portfolio's excess return beyond that of the day Treasury bill, a risk-free investment.
An arithmetic annualized excess return is then calculated by multiplying this monthly return by To show a relationship between excess return and risk, this number is then divided by the standard deviation of the portfolio's annualized excess returns. The higher the Sharpe ratio, the better the portfolio's historical risk-adjusted performance.
An up market is one in which the market's quarterly or monthly return is greater than or equal to zero. A down market is one in which the market's quarterly or monthly return is less than zero. Beta measures the relationship between the portfolio's excess return over T-bills representing a risk-free rate relative to the excess return of the portfolio's benchmark.
A low beta does not imply that the portfolio has a low level of volatility; rather, a low beta means that the portfolio's market-related risk is low. Beta is often referred to as systematic risk.
R-Squared ranges from 0 to and reflects the percentage of a portfolio's movements that are explained by movements in its benchmark index. A portfolio with an R-squared of means that all movement is completely explained by benchmark index movement. Conversely, a low R-squared indicates that very little of the portfolio's movement is explained by benchmark movement.
R-squared is used to ascertain the significance of a particular beta or alpha and generally a higher R-squared will indicate more useful alpha and beta figures. Specifically, tracking error measures the standard deviation of the excess returns a portfolio generates compared to its benchmark.
This gives an indication of the volatility of a portfolio versus its benchmark. If a manager tracks a benchmark closely, then tracking error will be low. If a manager tracks a benchmark perfectly, then tracking error will be zero. Market Cap Mil.
Dividend Yield 0. Information Ratio s a ratio of portfolio returns above the returns of a benchmark usually an index to the volatility of those returns. The information ratio IR measures a portfolio manager's ability to generate excess returns relative to a benchmark, but also attempts to identify the consistency of the investor. This ratio will identify if a manager has beaten the benchmark by a lot in a few months or a little every month.
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