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Acadian Emerging Markets Portfolio (AEMGX)

Mutual Fund · Currency in USD · Last updated Jun 1, 2023

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

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


1.49%
0.00%2.15%

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.


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMay
5.40%
2.53%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with AEMGX

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.


PeriodReturnBenchmark
1 month-1.17%0.29%
Year-To-Date6.60%8.86%
6 months5.12%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


JanFebMarAprMayJunJulAugSepOctNovDec
20239.12%-5.94%4.02%1.29%
202215.88%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AEMGX
Acadian Emerging Markets Portfolio
-0.42
^GSPC
S&P 500
0.02

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Acadian Emerging Markets Portfolio Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.002023FebruaryMarchAprilMay
-0.42
0.02
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-25.00%-20.00%-15.00%2023FebruaryMarchAprilMay
-19.89%
-12.86%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)

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, 2007266Nov 20, 20082290Dec 28, 20172556
-60.52%Aug 1, 1997291Sep 11, 19981285Oct 13, 20031576
-41.36%Jan 29, 2018541Mar 23, 2020202Jan 8, 2021743
-34.24%Jun 29, 2021339Oct 31, 2022
-26.32%May 9, 200625Jun 13, 2006128Dec 14, 2006153

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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
3.05%
3.67%
AEMGX (Acadian Emerging Markets Portfolio)
Benchmark (^GSPC)