Amg Systematica Trend-Enhanced Markets Fund - Class Z (STMZX) Fund Details & Analysis

Fund Information

Fund Category -

Fund Family AMG Funds

Fund Style Large Blend

ISIN US00170J6156

CUSIP -

Inception Date -

Domicile -

Country USA

Fiscal Year End -

NAV Chart

Fund Metrics

Net Assets $7.50 Million

Share Class Net Assets $-

Expense Ratio 1.12%

Expense Ratio Date -

Dividend Yield 0.03%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return 11.10%

1-Year Return 38.72%

3-Year Return -%

5-Year Return -%

NAV $11.71

Previous Close Price $11.71

Last Update 2026-03-31

Dividend Information

Dividend Yield 0.03%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About AMG Systematica Trend-Enhanced Markets Fund - Class Z

The fund seeks to achieve its investment objective by allocating its assets between a “trend following component” and a “strategic long U.S. equity component”. The fund generally seeks to gain exposure to major asset classes, such as fixed income, equities, currencies and commodities, by investing in derivative instruments. The fund is non-diversified.

Detailed Metrics

Market Cap Distribution

AverageMarketCap 18504.98%

Giant 0.24%

Large 0.19%

Medium 0.12%

Micro 0.00%

Small 0.01%

Value & Growth Metrics

Book-Value Growth % 2.34%

Cash-Flow Growth % 5.00%

Dividend Yield % 3.92%

Historical Earnings % 10.84%

Long-Term Earnings % 6.96%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	-1.29%	0.00%	1.29%	29.66%	77.27%
Cash	103.10%	352.64%	249.55%	246.29%	0.00%
Non US Stock	-0.27%	0.67%	0.95%	14.77%	8.35%
Not Classified	0.00%	0.00%	0.00%	0.00%	0.00%
Other	0.10%	0.53%	0.42%	3.37%	2.01%
US Stock	-1.64%	0.00%	1.64%	60.06%	12.37%

Top Holdings

Name	Weight	Owned	Change
No holdings data available

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	0.00%	3.19%	29.83%	0.00%
Bond Sector	Corporate	0.00%	0.58%	0.00%	18.76%
Bond Sector	Derivative	0.00%	85.51%	70.17%	0.00%
Bond Sector	Government	0.00%	10.36%	0.00%	52.48%
Bond Sector	Municipal	0.00%	0.00%	0.00%	0.03%
Bond Sector	Securitized	0.00%	0.35%	0.00%	28.74%
Cyclical	Basic Materials	25.04%	5.08%	0.00%	4.60%
Cyclical	Consumer Cyclical	2.00%	9.47%	0.00%	8.19%
Cyclical	Financial Services	16.68%	14.46%	0.00%	18.76%
Cyclical	Real Estate	1.68%	3.75%	0.00%	8.21%
Defensive	Consumer Defensive	29.65%	4.80%	0.00%	4.98%
Defensive	Healthcare	0.40%	8.94%	0.00%	8.87%
Defensive	Utilities	0.00%	2.63%	0.00%	3.13%
Sensitive	Communication Services	9.90%	7.76%	0.00%	4.78%
Sensitive	Energy	0.00%	4.27%	0.00%	4.82%
Sensitive	Industrials	14.66%	11.31%	0.00%	12.05%
Sensitive	Technology	0.00%	27.51%	0.00%	21.61%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	0.83%	100.00%	1.14%
Americas	North America	82.12%	-	63.16%
Greater Asia	Asia Developed	3.01%	-	5.29%
Greater Asia	Asia Emerging	4.20%	-	4.18%
Greater Asia	Australasia	0.86%	-	1.92%
Greater Asia	Japan	2.75%	-	6.81%
Greater Europe	Africa/Middle East	0.68%	-	1.26%
Greater Europe	Europe Developed	3.64%	-	12.43%
Greater Europe	Europe Emerging	0.11%	-	0.29%
Greater Europe	United Kingdom	1.81%	-	3.52%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
No dividend history available

View the full dividend history for STMZX.

AMG Systematica Trend-Enhanced Markets Fund - Class Z NMFQS:STMZX