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ISIN
US0448204216
CUSIP
044820421
Issuer
Ashmore
Inception Date
Jun 14, 2020
Min. Investment
$1,000,000
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

ESDIX Performance Chart


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S&P 500 Index

Returns By Period


Ashmore Emerging Markets Short Duration Select Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESDIX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.51%1.02%1.54%
20240.40%0.38%0.11%-0.08%1.13%0.55%0.94%0.96%0.93%-0.16%0.61%0.20%6.15%
20232.03%-1.15%1.05%0.55%-0.36%0.25%0.65%0.13%-0.12%-0.35%1.06%1.49%5.31%
2022-1.75%-2.95%-1.95%-0.96%-0.61%-2.71%-0.12%0.35%-2.46%-0.49%2.45%1.24%-9.66%
2021-0.87%0.29%0.08%0.66%0.47%-0.27%-0.52%0.65%-1.57%-2.39%-1.33%0.55%-4.21%

Benchmark Metrics

Ashmore Emerging Markets Short Duration Select Fund has an annualized alpha of 0.21%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 15, 2020.

  • This fund participated in 22.97% of S&P 500 Index downside but only 9.40% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.02 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 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.21%
Beta
0.02
0.02
Upside Capture
9.40%
Downside Capture
22.97%

Expense Ratio

ESDIX has an expense ratio of 0.67%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Ashmore Emerging Markets Short Duration Select Fund (ESDIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESDIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

Ashmore Emerging Markets Short Duration Select Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.00$0.42$0.30$0.21$0.25$0.03

Dividend yield

0.00%4.79%3.39%2.50%2.60%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Ashmore Emerging Markets Short Duration Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.00$0.03
2024$0.04$0.03$0.00$0.03$0.07$0.03$0.03$0.03$0.03$0.04$0.06$0.03$0.42
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.03$0.30
2022$0.03$0.00$0.00$0.02$0.03$0.00$0.00$0.00$0.03$0.03$0.02$0.06$0.21
2021$0.00$0.00$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.00$0.00$0.02$0.25
2020$0.03$0.03

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 Ashmore Emerging Markets Short Duration Select 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 Ashmore Emerging Markets Short Duration Select Fund was 17.65%, occurring on Oct 21, 2022. The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-17.65%Oct 2022
1y 4mo
5y 28dMay 2021 - now
2020 pullback2020
-1.17%Sep 2020
24d1mo 19d
2mo 13dSep 2020 - Nov 2020
2021 pullback2021
-1.06%Mar 2021
2mo 2d1mo 15d
3mo 17dJan 2021 - Apr 2021
2020 pullback2020
-0.30%Jun 2020
0s6d
6dJun 2020 - Jun 2020
2020 pullback2020
-0.19%Nov 2020
0s4d
4dNov 2020 - Nov 2020

Drawdown Indicators


ESDIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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