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Artisan Sustainable Emerging Markets Fund (APHEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS04314H8658
IssuerArtisan
Inception DateJun 25, 2006
CategoryEmerging Markets Diversified
Min. Investment$1,000,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

APHEX has a high expense ratio of 1.07%, indicating higher-than-average management fees.


Expense ratio chart for APHEX: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%

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.


Artisan Sustainable Emerging Markets Fund

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
87.48%
311.42%
APHEX (Artisan Sustainable Emerging Markets Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Artisan Sustainable Emerging Markets Fund had a return of 5.18% year-to-date (YTD) and 11.79% in the last 12 months. Over the past 10 years, Artisan Sustainable Emerging Markets Fund had an annualized return of 3.83%, while the S&P 500 had an annualized return of 10.62%, indicating that Artisan Sustainable Emerging Markets Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.18%10.42%
1 month2.43%2.95%
6 months8.71%15.74%
1 year11.79%25.24%
5 years (annualized)4.07%13.90%
10 years (annualized)3.83%10.62%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.14%5.09%3.27%-2.69%5.18%
202311.57%-4.96%3.86%-1.44%2.05%3.76%4.94%-5.12%-4.02%-3.66%8.62%3.10%18.50%
2022-4.18%-8.61%-3.90%-8.89%2.46%-6.16%0.69%-1.58%-11.43%1.26%13.23%-3.47%-28.37%
20212.46%1.37%-2.81%4.53%0.95%1.79%-3.48%0.19%-6.28%3.17%-3.19%1.39%-0.46%
2020-2.70%-5.61%-20.05%10.38%2.44%7.73%10.26%2.01%-1.31%0.54%11.08%9.10%20.97%
201910.04%0.19%0.58%1.16%-5.77%5.99%-1.52%-3.16%1.60%4.39%-0.80%6.72%19.96%
20186.82%-4.03%-0.00%-2.57%-3.12%-4.45%2.98%-4.59%-0.99%-6.79%4.93%-3.90%-15.46%
20176.83%1.72%2.91%2.38%2.69%1.28%4.55%2.81%0.91%3.81%-0.26%4.63%39.93%
2016-5.77%1.33%12.50%0.99%-1.69%4.60%3.97%2.24%2.68%0.24%-4.56%-0.08%16.38%
2015-0.59%2.88%-1.81%8.79%-3.08%-4.61%-8.08%-9.15%-1.99%11.60%-1.82%-3.53%-12.62%
2014-7.00%3.42%2.48%-0.64%3.73%2.43%0.84%2.80%-7.66%1.20%-0.41%-5.11%-4.75%
2013-0.45%-1.36%-2.30%1.33%-3.64%-7.15%1.73%-1.87%6.85%5.84%-2.28%-0.79%-4.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APHEX is 17, indicating that it is in the bottom 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of APHEX is 1717
APHEX (Artisan Sustainable Emerging Markets Fund)
The Sharpe Ratio Rank of APHEX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of APHEX is 1616Sortino Ratio Rank
The Omega Ratio Rank of APHEX is 1616Omega Ratio Rank
The Calmar Ratio Rank of APHEX is 1818Calmar Ratio Rank
The Martin Ratio Rank of APHEX is 1818Martin 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 Artisan Sustainable Emerging Markets Fund (APHEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


APHEX
Sharpe ratio
The chart of Sharpe ratio for APHEX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.81
Sortino ratio
The chart of Sortino ratio for APHEX, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.0012.001.21
Omega ratio
The chart of Omega ratio for APHEX, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for APHEX, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.33
Martin ratio
The chart of Martin ratio for APHEX, currently valued at 2.05, compared to the broader market0.0020.0040.0060.0080.002.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.15, compared to the broader market-2.000.002.004.006.008.0010.0012.003.15
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.37, compared to the broader market0.0020.0040.0060.0080.008.37

Sharpe Ratio

The current Artisan Sustainable Emerging Markets Fund Sharpe ratio is 0.81. 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 Artisan Sustainable Emerging Markets Fund 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.81
2.21
APHEX (Artisan Sustainable Emerging Markets Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Artisan Sustainable Emerging Markets Fund granted a 0.47% dividend yield in the last twelve months. The annual payout for that period amounted to $0.08 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.08$0.08$0.15$0.17$0.25$0.17$0.08$0.08$0.09$0.00$0.10$0.06

Dividend yield

0.47%0.49%1.05%0.87%1.23%1.04%0.57%0.47%0.75%0.00%0.81%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Artisan Sustainable Emerging Markets Fund. 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.17
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.25
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.17
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.08
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.08
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.09
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.10
2013$0.06$0.00$0.06

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-20.52%
-1.02%
APHEX (Artisan Sustainable Emerging Markets Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Artisan Sustainable Emerging Markets Fund. 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 Artisan Sustainable Emerging Markets Fund was 66.34%, occurring on Nov 20, 2008. Recovery took 2292 trading sessions.

The current Artisan Sustainable Emerging Markets Fund drawdown is 20.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.34%Nov 1, 2007266Nov 20, 20082292Jan 2, 20182558
-43.2%Feb 17, 2021420Oct 14, 2022
-38.71%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-18.42%Jul 24, 200718Aug 16, 200731Oct 1, 200749
-10.53%Feb 27, 20075Mar 5, 200722Apr 4, 200727

Volatility

Volatility Chart

The current Artisan Sustainable Emerging Markets Fund volatility is 3.61%, 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.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.61%
3.13%
APHEX (Artisan Sustainable Emerging Markets Fund)
Benchmark (^GSPC)