Acadian Emerging Markets Portfolio (AEMGX)
The investment seeks long-term capital appreciation by investing primarily in common stocks of emerging market country issuers. The fund will invest primarily in common stocks but also may invest in other types of equity securities, including preferred stock. Under normal circumstances, it invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities of issuers. The fund may also invest in securities of issuers located in industrialized countries.
Fund Info
| ISIN | US00758M1624 |
|---|---|
| CUSIP | 00758M162 |
| Issuer | Acadian Funds |
| Inception Date | Jun 16, 1993 |
| Category | Emerging Markets Diversified |
| Minimum Investment | $2,500 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The Acadian Emerging Markets Portfolio has a high expense ratio of 1.49%, indicating higher-than-average management fees.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
Acadian Emerging Markets Portfolio had a return of 6.60% year-to-date (YTD) and -8.65% in the last 12 months. Over the past 10 years, Acadian Emerging Markets Portfolio had an annualized return of 2.06%, while the S&P 500 had an annualized return of 9.88%, indicating that Acadian Emerging Markets Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -1.17% | 0.29% |
| Year-To-Date | 6.60% | 8.86% |
| 6 months | 5.12% | 2.44% |
| 1 year | -8.65% | 1.15% |
| 5 years (annualized) | 0.02% | 8.88% |
| 10 years (annualized) | 2.06% | 9.88% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 9.12% | -5.94% | 4.02% | 1.29% | ||||||||
| 2022 | 15.88% | -1.38% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and S&P 500 (^GSPC). 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 | Ulcer Index | |
|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | -0.42 | ||||
^GSPC S&P 500 | 0.02 |
Dividend History
Acadian Emerging Markets Portfolio granted a 6.82% dividend yield in the last twelve months. The annual payout for that period amounted to $1.27 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.27 | $1.27 | $0.74 | $0.29 | $0.37 | $0.33 | $0.29 | $0.33 | $0.19 | $0.21 | $0.21 | $0.32 |
Dividend yield | 6.82% | 7.27% | 3.38% | 1.42% | 2.00% | 2.08% | 1.51% | 2.37% | 1.52% | 1.42% | 1.42% | 2.06% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 |
| 2012 | $0.32 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Acadian Emerging Markets Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Acadian Emerging Markets Portfolio is 70.30%, recorded on Nov 20, 2008. It took 2290 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.3% | Nov 1, 2007 | 266 | Nov 20, 2008 | 2290 | Dec 28, 2017 | 2556 |
| -60.52% | Aug 1, 1997 | 291 | Sep 11, 1998 | 1285 | Oct 13, 2003 | 1576 |
| -41.36% | Jan 29, 2018 | 541 | Mar 23, 2020 | 202 | Jan 8, 2021 | 743 |
| -34.24% | Jun 29, 2021 | 339 | Oct 31, 2022 | — | — | — |
| -26.32% | May 9, 2006 | 25 | Jun 13, 2006 | 128 | Dec 14, 2006 | 153 |
Volatility Chart
The current Acadian Emerging Markets Portfolio volatility is 3.05%, 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.