- ISIN
- US00758M1624
- CUSIP
- 00758M162
- Issuer
- Acadian Funds
- Inception Date
- Jun 16, 1993
- Category
- Emerging Markets Diversified
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
AEMGX Performance Chart
Acadian Emerging Markets Portfolio (AEMGX) is up 33.5% since the beginning of the year. AEMGX is currently trading at $37 per share. Investors who bought $1,000 worth of AEMGX shares 5 years ago would now be looking at an investment worth $1,832.
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Returns By Period
Acadian Emerging Markets Portfolio (AEMGX) has returned 33.50% so far this year and 56.24% over the past 12 months. Over the last ten years, AEMGX has returned 12.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Acadian Emerging Markets Portfolio
- 1D
- 2.89%
- 1M
- 7.94%
- YTD
- 33.50%
- 6M
- 35.33%
- 1Y
- 56.24%
- 3Y*
- 27.25%
- 5Y*
- 12.87%
- 10Y*
- 12.55%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AEMGX Monthly Returns History
Based on dividend-adjusted daily data since Jun 20, 1996, AEMGX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +18.3%, while the worst month was Oct 2008 at -32.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, AEMGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Oct 15, 2008 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.35% | 6.04% | -11.05% | 13.79% | 9.57% | 3.82% | 33.50% | ||||||
| 2025 | 0.66% | -0.09% | 0.61% | -0.09% | 4.10% | 7.62% | 0.27% | 1.44% | 5.89% | 3.25% | -1.72% | 2.99% | 27.51% |
| 2024 | -1.85% | 5.69% | 1.26% | 0.65% | 3.77% | 2.57% | 0.47% | 0.47% | 5.30% | -4.14% | -1.10% | 0.44% | 13.91% |
| 2023 | 9.12% | -5.94% | 4.02% | 1.29% | -1.43% | 5.17% | 5.94% | -3.48% | -1.15% | -3.70% | 8.04% | 4.05% | 22.67% |
| 2022 | 0.60% | -2.80% | -0.17% | -6.61% | 2.30% | -11.77% | -0.31% | -1.15% | -12.17% | -1.80% | 15.88% | -1.38% | -20.09% |
| 2021 | 4.34% | 1.61% | 0.46% | 3.91% | 0.72% | 1.91% | -4.17% | 2.40% | -4.29% | -0.71% | -4.60% | 5.83% | 6.96% |
Benchmark Metrics
Acadian Emerging Markets Portfolio has an annualized alpha of 3.45%, beta of 0.70, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 20, 1996.
- This fund captured 105.33% of S&P 500 Index gains and 104.17% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Beta of 0.70 may look defensive, but with R2 of 0.44 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.44 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.45%
- Beta
- 0.70
- R²
- 0.44
- Upside Capture
- 105.33%
- Downside Capture
- 104.17%
Expense Ratio
AEMGX has a high expense ratio of 1.49%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AEMGX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AEMGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.78 | +1.14 |
| Martin ratioReturn relative to average drawdown | 14.80 | 12.44 | +2.36 |
Dividends
Dividend History
Acadian Emerging Markets Portfolio provided a 3.22% dividend yield over the last twelve months, with an annual payout of $1.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.19 | $1.19 | $0.77 | $0.79 | $1.27 | $0.74 | $0.29 | $0.37 | $0.33 | $0.29 | $0.33 | $0.19 |
Dividend yield | 3.22% | 4.30% | 3.38% | 3.85% | 7.27% | 3.15% | 1.29% | 1.79% | 1.83% | 1.30% | 2.01% | 1.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Acadian Emerging Markets Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $1.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.79 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.74 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Acadian Emerging Markets Portfolio. 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 Acadian Emerging Markets Portfolio was 70.30%, occurring on Nov 20, 2008. Recovery took 2291 trading sessions.
The current Acadian Emerging Markets Portfolio drawdown is 0.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -70.30%Nov 2008 | 1y 20d | 9y 1mo | 10y 2moNov 2007 - Dec 2017 |
1998 bear market1998 | -58.27%Oct 1998 | 1y 2mo | 4y 12mo | 6y 2moAug 1997 - Oct 2003 |
COVID crash2020 | -41.36%Mar 2020 | 2y 1mo | 9mo 21d | 2y 11moJan 2018 - Jan 2021 |
Bear market2022 | -34.24%Oct 2022 | 1y 4mo | 1y 6mo | 2y 10moJun 2021 - May 2024 |
2006 bear market2006 | -26.32%Jun 2006 | 1mo 5d | 7mo 28d | 9mo 3dMay 2006 - Feb 2007 |
Drawdown Indicators
| AEMGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -56.78% | -13.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -9.10% | -5.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.20% | -18.90% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -25.43% | -8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -33.92% | -7.44% |
Current DrawdownCurrent decline from peak | -0.24% | -1.80% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -10.71% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.03% | +1.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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