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AMG GW&K Small Cap Growth Fund - Class Z GWSZX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GWSZX | Replication |
|---|---|---|
| Annualized growth | 9.1% | 13.6% |
| Annualized volatility | 19.5% | 19.4% |
| Sharpe ratio | 0.54 | 0.75 |
| Maximum drawdown | 31.1% | 30.5% |
| Replication fit (R²) | 0.89 · Tracking error 6.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model GWSZX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 36.5% |
| SPHQ | Factor · Quality | 30.5% |
| XLK | Sector · Technology | 18.6% |
| VBK | Small-Cap · Growth | 14.4% |