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AMG TimesSquare Small Cap Growth Fund Class Z TSCIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TSCIX | Replication |
|---|---|---|
| Annualized growth | 2.8% | 4.6% |
| Annualized volatility | 22.0% | 21.2% |
| Sharpe ratio | 0.23 | 0.32 |
| Maximum drawdown | 39.5% | 35.5% |
| Replication fit (R²) | 0.94 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model TSCIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 74.5% |
| IJR | US Small Cap | 8.4% |
| VOT | Mid-Cap · Growth | 7.3% |
| XLY | Sector · Cons Discr | 4.9% |
| IWC | Micro Cap | 4.9% |