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AMG River Road Small-Mid Cap Value Fund Class N ARSMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARSMX | Replication |
|---|---|---|
| Annualized growth | 5.7% | 8.7% |
| Annualized volatility | 16.5% | 16.5% |
| Sharpe ratio | 0.42 | 0.59 |
| Maximum drawdown | 17.2% | 18.4% |
| Replication fit (R²) | 0.91 · Tracking error 4.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARSMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 52.5% |
| IJR | US Small Cap | 20.4% |
| USMV | Factor · Min Vol | 16.7% |
| XLE | Sector · Energy | 5.9% |
| XLV | Sector · Healthcare | 4.5% |