EM
Expense Ratio
- 0.54%
Dividend Yield
- 5.43%
Asset Allocation
Performance
The chart shows the growth of $10,000 invested in EM in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,783 for a total return of roughly -22.17%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 21, 2023, the EM returned -7.38% Year-To-Date and -4.80% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -3.13% | 2.92% | 2.02% | -11.46% | 7.79% | 8.71% |
| EM | -7.56% | -7.38% | -4.77% | -18.66% | -5.70% | -4.80% |
| Portfolio components: | ||||||
EGPT VanEck Vectors Egypt Index ETF | -14.58% | -21.05% | -12.89% | -32.42% | -14.27% | -11.23% |
EWS iShares MSCI Singapore ETF | -4.35% | 0.43% | 4.75% | -6.40% | -3.07% | -2.03% |
FLAU Franklin FTSE Australia ETF | -6.63% | -0.93% | 5.25% | -9.42% | 4.24% | 4.68% |
FLMX Franklin FTSE Mexico ETF | -5.29% | 11.24% | 21.65% | 7.80% | 4.16% | 4.70% |
IDX VanEck Vectors Indonesia Index ETF | -6.56% | -3.23% | -14.18% | -16.52% | -4.77% | -5.17% |
FLIN Franklin FTSE India ETF | -3.55% | -6.66% | -9.13% | -12.58% | 4.93% | 3.67% |
FLBR Franklin FTSE Brazil ETF | -9.15% | -6.67% | -7.67% | -15.68% | -4.77% | -3.82% |
PAK Global X MSCI Pakistan ETF | -5.92% | -13.13% | -11.41% | -35.62% | -19.69% | -19.19% |
FLCH Franklin FTSE China ETF | -6.58% | -0.87% | 2.95% | -13.38% | -6.38% | -4.29% |
| Returns over 1 year are annualized | ||||||
Dividends
EM granted a 5.43% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 5.43% | 5.02% | 5.12% | 2.31% | 3.38% | 3.89% | 3.22% | 1.49% | 2.10% | 1.72% | 1.37% | 2.48% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the EM. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the EM is 48.41%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.41% | Apr 12, 2018 | 490 | Mar 23, 2020 | — | — | — |
| -2.95% | Mar 13, 2018 | 9 | Mar 23, 2018 | 11 | Apr 10, 2018 | 20 |
| -1.29% | Feb 20, 2018 | 8 | Mar 1, 2018 | 6 | Mar 9, 2018 | 14 |
Volatility Chart
Current EM volatility is 37.67%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.