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AMG River Road Focused Absolute Value Fund Class N ARRFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARRFX | Replication |
|---|---|---|
| Annualized growth | 4.0% | 8.0% |
| Annualized volatility | 15.2% | 14.5% |
| Sharpe ratio | 0.34 | 0.60 |
| Maximum drawdown | 25.8% | 18.0% |
| Replication fit (R²) | 0.86 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARRFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 42.8% |
| USMV | Factor · Min Vol | 21.5% |
| XLP | Sector · Cons Staples | 18.3% |
| XLF | Sector · Financials | 17.5% |