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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.
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Returns By Period
Acadian Emerging Markets Portfolio (AEMGX) has returned 0.40% so far this year and 26.51% over the past 12 months. Over the last ten years, AEMGX has returned 9.27% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Acadian Emerging Markets Portfolio
- 1D
- -1.00%
- 1M
- -13.42%
- YTD
- 0.40%
- 6M
- 4.93%
- 1Y
- 26.51%
- 3Y*
- 18.77%
- 5Y*
- 7.50%
- 10Y*
- 9.27%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 1996, AEMGX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 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% | -13.42% | 0.40% | |||||||||
| 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 2.91%, beta of 0.69, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 21, 1996.
- Beta of 0.69 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
- 2.91%
- Beta
- 0.69
- R²
- 0.44
- Upside Capture
- 104.25%
- Downside Capture
- 104.83%
Expense Ratio
AEMGX has a high expense ratio of 1.49%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AEMGX ranks 74 for risk / return — better than 74% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and compare them to a chosen benchmark (S&P 500 Index).
| AEMGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.90 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.39 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.40 | +0.28 |
Martin ratioReturn relative to average drawdown | 6.74 | 6.61 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore AEMGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Acadian Emerging Markets Portfolio provided a 4.28% 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 | 4.28% | 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 | |||||||||
| 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 14.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.3% | Nov 1, 2007 | 267 | Nov 20, 2008 | 2291 | Dec 28, 2017 | 2558 |
| -58.27% | Aug 1, 1997 | 297 | Oct 5, 1998 | 1256 | Oct 3, 2003 | 1553 |
| -41.36% | Jan 29, 2018 | 541 | Mar 23, 2020 | 202 | Jan 8, 2021 | 743 |
| -34.24% | Jun 29, 2021 | 339 | Oct 31, 2022 | 378 | May 3, 2024 | 717 |
| -26.32% | May 9, 2006 | 25 | Jun 13, 2006 | 163 | Feb 6, 2007 | 188 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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