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abrdn Emerging Markets Fund (ABEMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0030217147
CUSIP003021714
IssuerAberdeen
Inception DateMay 10, 2007
CategoryEmerging Markets Diversified
Min. Investment$1,000,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ABEMX has a high expense ratio of 1.10%, indicating higher-than-average management fees.


Expense ratio chart for ABEMX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


abrdn Emerging Markets Fund

Popular comparisons: ABEMX vs. GLDM, ABEMX vs. SPY, ABEMX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in abrdn Emerging Markets Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
101.41%
252.18%
ABEMX (abrdn Emerging Markets Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

abrdn Emerging Markets Fund had a return of 6.78% year-to-date (YTD) and 10.71% in the last 12 months. Over the past 10 years, abrdn Emerging Markets Fund had an annualized return of 1.96%, while the S&P 500 had an annualized return of 10.99%, indicating that abrdn Emerging Markets Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.78%11.18%
1 month9.28%5.60%
6 months10.89%17.48%
1 year10.71%26.33%
5 years (annualized)3.04%13.16%
10 years (annualized)1.96%10.99%

Monthly Returns

The table below presents the monthly returns of ABEMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.26%4.74%2.46%-0.75%6.78%
20239.37%-7.25%3.87%-1.75%-2.09%3.79%4.49%-5.75%-4.02%-3.14%6.90%3.61%6.67%
2022-1.80%-7.03%-5.27%-8.79%2.21%-5.25%-0.46%-1.53%-10.22%-1.64%14.91%-2.91%-26.23%
20213.74%-0.52%-1.34%0.87%2.11%1.13%-5.01%1.66%-4.08%1.90%-6.15%1.13%-4.99%
2020-4.68%-4.25%-19.07%9.12%3.10%9.31%10.03%3.18%-1.51%3.81%10.65%9.64%27.91%
20197.37%0.34%2.88%3.53%-6.36%6.86%-1.35%-4.04%1.22%3.15%-1.69%7.92%20.42%
20187.50%-5.25%-1.76%-2.23%-4.75%-4.52%3.76%-3.15%-1.18%-7.43%5.91%-1.46%-14.65%
20175.17%1.82%4.61%2.20%2.57%1.36%3.34%2.27%-1.33%1.41%-1.14%4.66%30.25%
2016-3.78%-0.37%12.86%1.87%-3.59%6.21%4.13%0.60%0.52%0.59%-7.22%0.94%11.95%
20152.08%3.70%-2.52%3.16%-2.58%-2.34%-2.94%-9.33%-3.16%6.25%-3.35%-2.64%-13.71%
2014-7.81%3.67%5.78%1.78%2.62%1.60%0.58%3.41%-7.42%0.74%-0.13%-6.13%-2.43%
20130.44%-0.44%-0.00%1.51%-4.35%-6.14%-0.28%-4.75%7.98%4.08%-2.87%-2.10%-7.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABEMX is 15, indicating that it is in the bottom 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABEMX is 1515
ABEMX (abrdn Emerging Markets Fund)
The Sharpe Ratio Rank of ABEMX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of ABEMX is 1616Sortino Ratio Rank
The Omega Ratio Rank of ABEMX is 1515Omega Ratio Rank
The Calmar Ratio Rank of ABEMX is 1313Calmar Ratio Rank
The Martin Ratio Rank of ABEMX is 1616Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABEMX
Sharpe ratio
The chart of Sharpe ratio for ABEMX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.76
Sortino ratio
The chart of Sortino ratio for ABEMX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.0012.001.16
Omega ratio
The chart of Omega ratio for ABEMX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.13
Calmar ratio
The chart of Calmar ratio for ABEMX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.000.25
Martin ratio
The chart of Martin ratio for ABEMX, currently valued at 1.75, compared to the broader market0.0020.0040.0060.0080.001.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.0012.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

The current abrdn Emerging Markets Fund Sharpe ratio is 0.76. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of abrdn Emerging Markets Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.76
2.38
ABEMX (abrdn Emerging Markets Fund)
Benchmark (^GSPC)

Dividends

Dividend History

abrdn Emerging Markets Fund granted a 1.33% dividend yield in the last twelve months. The annual payout for that period amounted to $0.19 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.19$0.19$0.23$2.03$0.18$0.30$0.21$0.21$0.16$0.30$0.64$0.20

Dividend yield

1.33%1.42%1.82%11.80%0.87%1.85%1.57%1.32%1.23%2.62%4.74%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for abrdn Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.03$2.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2015$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.15$0.30
2014$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.47$0.64
2013$0.10$0.00$0.00$0.02$0.00$0.00$0.09$0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-29.89%
-0.09%
ABEMX (abrdn Emerging Markets Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the abrdn Emerging Markets Fund. 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 abrdn Emerging Markets Fund was 56.78%, occurring on Nov 20, 2008. Recovery took 342 trading sessions.

The current abrdn Emerging Markets Fund drawdown is 29.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.78%Oct 30, 2007268Nov 20, 2008342Apr 5, 2010610
-45.41%Feb 18, 2021425Oct 24, 2022
-36.52%Jan 29, 2018541Mar 23, 2020140Oct 9, 2020681
-33.75%Sep 4, 2014348Jan 21, 2016370Jul 11, 2017718
-20.71%Jul 8, 201161Oct 3, 2011103Mar 1, 2012164

Volatility

Volatility Chart

The current abrdn Emerging Markets Fund volatility is 3.10%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.10%
3.36%
ABEMX (abrdn Emerging Markets Fund)
Benchmark (^GSPC)