See what your fund actually adds
AMG River Road Small Cap Value Fund Class N ARSVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARSVX | Replication |
|---|---|---|
| Annualized growth | 5.8% | 7.5% |
| Annualized volatility | 16.3% | 17.0% |
| Sharpe ratio | 0.43 | 0.51 |
| Maximum drawdown | 16.1% | 20.0% |
| Replication fit (R²) | 0.88 · Tracking error 5.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARSVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 56.7% |
| VBR | Small-Cap · Value | 17.5% |
| USMV | Factor · Min Vol | 9.9% |
| PFF | FI · Preferred | 8.3% |
| XLE | Sector · Energy | 7.7% |