EM2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EM2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 2, 2021, corresponding to the inception date of ASAI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| EM2 | -12.26% | -13.72% | -13.24% | -1.03% | N/A | N/A |
| Portfolio components: | ||||||
TSM Taiwan Semiconductor Manufacturing Company Limited | 67.68% | -0.80% | 27.11% | 96.30% | 33.90% | 27.01% |
PDD Pinduoduo Inc. | -35.08% | -36.37% | -26.20% | -4.49% | 21.52% | N/A |
NTES NetEase, Inc. | -15.26% | -13.52% | -26.10% | -21.88% | 9.20% | 17.84% |
INFY Infosys Limited | 28.79% | 5.41% | 23.48% | 35.10% | 17.44% | 16.02% |
ASAI Sendas Distribuidora S.A. | -42.55% | -14.53% | -44.82% | -37.33% | N/A | N/A |
KCDMY Kimberly-Clark de Mexico | -24.99% | -10.81% | -26.17% | -20.58% | 1.12% | 0.43% |
PIFFY Indofood CBP Sukses Makmur Tbk PT ADR | -9.43% | 0.00% | -10.36% | -13.76% | -23.90% | 55.45% |
SRGHY Shoprite Holdings Ltd ADR | 12.39% | -2.42% | 29.81% | 32.10% | 17.08% | 4.92% |
UNLRY Unilever Indonesia Tbk PT ADR | -39.37% | -7.64% | -21.27% | -40.03% | -54.36% | -35.39% |
Monthly Returns
The table below presents the monthly returns of EM2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.97% | 1.74% | -1.45% | -3.58% | 5.79% | -2.73% | 0.48% | -9.72% | -12.26% | ||||
| 2023 | 15.53% | -8.27% | 0.62% | -4.48% | -3.18% | 9.49% | 11.18% | -1.27% | -2.98% | 0.56% | 15.70% | -0.97% | 32.48% |
| 2022 | 0.11% | -5.54% | -3.40% | -0.82% | 10.61% | -0.50% | -1.79% | 7.17% | -9.57% | -5.55% | 21.02% | -2.50% | 5.75% |
| 2021 | -5.26% | 1.82% | 2.31% | -0.51% | -10.34% | 3.73% | -5.62% | 2.68% | -2.49% | -2.92% | -16.23% |
Expense Ratio
EM2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EM2 is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.46 | 3.11 | 1.40 | 2.42 | 13.60 |
PDD Pinduoduo Inc. | -0.08 | 0.25 | 1.04 | -0.08 | -0.27 |
NTES NetEase, Inc. | -0.56 | -0.57 | 0.92 | -0.65 | -1.29 |
INFY Infosys Limited | 1.37 | 2.04 | 1.26 | 0.93 | 3.81 |
ASAI Sendas Distribuidora S.A. | -0.87 | -1.26 | 0.87 | -0.62 | -1.80 |
KCDMY Kimberly-Clark de Mexico | -0.58 | -0.66 | 0.93 | -0.62 | -1.31 |
PIFFY Indofood CBP Sukses Makmur Tbk PT ADR | -0.73 | -0.83 | 0.64 | -0.59 | -1.44 |
SRGHY Shoprite Holdings Ltd ADR | 0.91 | 1.49 | 1.18 | 1.24 | 4.46 |
UNLRY Unilever Indonesia Tbk PT ADR | -1.05 | -1.44 | 0.72 | -0.58 | -1.69 |
Dividends
Dividend yield
EM2 granted a 2.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EM2 | 2.32% | 1.74% | 1.97% | 1.68% | 1.42% | 2.07% | 1.69% | 1.67% | 1.54% | 1.52% | 2.23% | 1.79% |
| Portfolio components: | ||||||||||||
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.27% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
PDD Pinduoduo Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTES NetEase, Inc. | 3.24% | 1.88% | 2.10% | 0.81% | 0.97% | 3.19% | 0.70% | 1.04% | 1.35% | 0.97% | 2.47% | 1.26% |
INFY Infosys Limited | 2.37% | 2.33% | 2.24% | 1.59% | 1.70% | 3.10% | 3.44% | 5.08% | 2.50% | 2.27% | 8.10% | 1.37% |
ASAI Sendas Distribuidora S.A. | 0.00% | 0.38% | 0.85% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KCDMY Kimberly-Clark de Mexico | 6.00% | 4.03% | 4.68% | 5.50% | 4.85% | 4.06% | 5.20% | 4.85% | 4.44% | 4.20% | 4.82% | 3.59% |
PIFFY Indofood CBP Sukses Makmur Tbk PT ADR | 1.99% | 1.83% | 2.59% | 2.44% | 2.08% | 1.18% | 2.11% | 1.77% | 1.50% | 1.94% | 1.91% | 4.35% |
SRGHY Shoprite Holdings Ltd ADR | 2.14% | 2.33% | 2.73% | 2.80% | 2.42% | 2.42% | 2.77% | 2.19% | 2.44% | 3.36% | 2.19% | 4.56% |
UNLRY Unilever Indonesia Tbk PT ADR | 6.33% | 3.83% | 3.30% | 3.99% | 2.48% | 2.79% | 2.11% | 1.78% | 2.02% | 2.04% | 2.24% | 2.80% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the EM2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the EM2 was 35.65%, occurring on Mar 14, 2022. Recovery took 216 trading sessions.
The current EM2 drawdown is 16.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.65% | Jun 2, 2021 | 198 | Mar 14, 2022 | 216 | Jan 23, 2023 | 414 |
| -19.01% | Jan 27, 2023 | 82 | May 24, 2023 | 44 | Jul 28, 2023 | 126 |
| -17.92% | May 24, 2024 | 74 | Sep 10, 2024 | — | — | — |
| -10.75% | Feb 23, 2024 | 38 | Apr 17, 2024 | 21 | May 16, 2024 | 59 |
| -8.54% | Mar 3, 2021 | 51 | May 13, 2021 | 12 | Jun 1, 2021 | 63 |
Volatility
Volatility Chart
The current EM2 volatility is 8.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| UNLRY | PIFFY | ASAI | KCDMY | SRGHY | INFY | NTES | PDD | TSM | |
|---|---|---|---|---|---|---|---|---|---|
| UNLRY | 1.00 | 0.12 | 0.00 | 0.01 | 0.07 | 0.06 | 0.03 | 0.02 | 0.06 |
| PIFFY | 0.12 | 1.00 | 0.05 | 0.04 | 0.07 | 0.02 | 0.05 | 0.05 | 0.04 |
| ASAI | 0.00 | 0.05 | 1.00 | 0.16 | 0.12 | 0.15 | 0.16 | 0.18 | 0.20 |
| KCDMY | 0.01 | 0.04 | 0.16 | 1.00 | 0.22 | 0.22 | 0.12 | 0.15 | 0.20 |
| SRGHY | 0.07 | 0.07 | 0.12 | 0.22 | 1.00 | 0.21 | 0.17 | 0.14 | 0.20 |
| INFY | 0.06 | 0.02 | 0.15 | 0.22 | 0.21 | 1.00 | 0.25 | 0.24 | 0.43 |
| NTES | 0.03 | 0.05 | 0.16 | 0.12 | 0.17 | 0.25 | 1.00 | 0.56 | 0.34 |
| PDD | 0.02 | 0.05 | 0.18 | 0.15 | 0.14 | 0.24 | 0.56 | 1.00 | 0.36 |
| TSM | 0.06 | 0.04 | 0.20 | 0.20 | 0.20 | 0.43 | 0.34 | 0.36 | 1.00 |