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Acadian Emerging Markets Portfolio (AEMGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00758M1624
CUSIP00758M162
IssuerAcadian Funds
Inception DateJun 16, 1993
CategoryEmerging Markets Diversified
Min. Investment$2,500
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AEMGX has a high expense ratio of 1.49%, indicating higher-than-average management fees.


Expense ratio chart for AEMGX: current value at 1.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.49%

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.


Acadian Emerging Markets Portfolio

Popular comparisons: AEMGX vs. TRLGX

Performance

Performance Chart

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


500.00%600.00%700.00%800.00%900.00%2024FebruaryMarchAprilMayJune
597.94%
940.36%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

S&P 500

Returns By Period

Acadian Emerging Markets Portfolio had a return of 12.05% year-to-date (YTD) and 23.43% in the last 12 months. Over the past 10 years, Acadian Emerging Markets Portfolio had an annualized return of 4.22%, while the S&P 500 had an annualized return of 10.79%, indicating that Acadian Emerging Markets Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.05%14.22%
1 month0.13%2.70%
6 months15.18%14.58%
1 year23.43%25.29%
5 years (annualized)7.07%13.38%
10 years (annualized)4.22%10.79%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.85%5.69%1.26%0.65%3.77%12.05%
20239.12%-5.94%4.02%1.29%-1.43%5.17%5.94%-3.48%-1.15%-3.70%8.04%4.05%22.67%
20220.60%-2.80%-0.17%-6.61%2.30%-11.77%-0.31%-1.15%-12.17%-1.80%15.88%-1.38%-20.09%
20214.34%1.61%0.46%3.91%0.72%1.91%-4.17%2.40%-4.29%-0.71%-4.60%5.84%6.96%
2020-6.17%-5.35%-15.59%7.79%1.49%6.65%7.34%-0.31%0.15%1.13%7.58%8.21%10.35%
20199.90%-0.36%-0.20%1.02%-6.74%6.63%-2.50%-4.91%3.41%3.13%0.10%8.60%18.01%
20188.13%-4.42%-1.38%-2.02%-4.07%-6.29%2.19%-3.75%0.71%-7.84%2.29%-2.98%-18.67%
20176.68%4.21%2.67%2.02%1.93%1.02%5.72%3.25%-1.21%2.44%-0.92%4.87%37.64%
2016-5.84%-1.78%12.69%0.06%-3.79%5.01%6.49%1.73%1.70%0.63%-4.65%1.24%12.78%
20151.15%1.73%-2.02%6.68%-2.85%-2.41%-6.98%-8.54%-2.90%4.81%-3.78%-2.67%-17.33%
2014-5.67%1.91%3.01%1.10%3.43%3.42%0.87%3.53%-7.17%1.37%0.05%-4.34%0.72%
20131.51%0.46%-0.56%0.21%-3.28%-7.15%1.43%-2.76%7.23%3.29%-1.67%-1.47%-3.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEMGX is 71, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEMGX is 7171
AEMGX (Acadian Emerging Markets Portfolio)
The Sharpe Ratio Rank of AEMGX is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of AEMGX is 6969Sortino Ratio Rank
The Omega Ratio Rank of AEMGX is 6666Omega Ratio Rank
The Calmar Ratio Rank of AEMGX is 7272Calmar Ratio Rank
The Martin Ratio Rank of AEMGX is 7777Martin 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 Acadian Emerging Markets Portfolio (AEMGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEMGX
Sharpe ratio
The chart of Sharpe ratio for AEMGX, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.73
Sortino ratio
The chart of Sortino ratio for AEMGX, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.46
Omega ratio
The chart of Omega ratio for AEMGX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for AEMGX, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.20
Martin ratio
The chart of Martin ratio for AEMGX, currently valued at 7.16, compared to the broader market0.0020.0040.0060.0080.007.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.008.0010.0012.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0020.0040.0060.0080.008.08

Sharpe Ratio

The current Acadian Emerging Markets Portfolio Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Acadian Emerging Markets Portfolio 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.73
2.16
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Acadian Emerging Markets Portfolio granted a 3.43% dividend yield in the last twelve months. The annual payout for that period amounted to $0.79 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.79$0.79$1.27$0.74$0.29$0.37$0.33$0.29$0.33$0.19$0.21$0.21

Dividend yield

3.43%3.85%7.27%3.15%1.29%1.79%1.83%1.30%2.01%1.27%1.16%1.15%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$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$0.79$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2015$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
2014$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
2013$0.21$0.21

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-1.33%
-0.71%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

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 2290 trading sessions.

The current Acadian Emerging Markets Portfolio drawdown is 1.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.3%Nov 1, 2007266Nov 20, 20082290Dec 28, 20172556
-60.52%Aug 1, 1997291Sep 11, 19981285Oct 13, 20031576
-41.36%Jan 29, 2018541Mar 23, 2020202Jan 8, 2021743
-34.23%Jun 29, 2021339Oct 31, 2022378May 3, 2024717
-26.32%May 9, 200625Jun 13, 2006128Dec 14, 2006153

Volatility

Volatility Chart

The current Acadian Emerging Markets Portfolio volatility is 4.52%, 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.


2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
4.52%
2.39%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)