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AMG GW&K Municipal Enhanced Yield Fund Class N GWMNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GWMNX | Replication |
|---|---|---|
| Annualized growth | -1.9% | -0.6% |
| Annualized volatility | 8.4% | 5.7% |
| Sharpe ratio | -0.18 | -0.08 |
| Maximum drawdown | 23.9% | 15.7% |
| Replication fit (R²) | 0.83 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GWMNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 81.5% |
| VCLT | FI · Long Corp | 18.5% |