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Martin Currie SMA-Shares Series EM Fund (LCSMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US52471E2900
Inception Date
Jan 9, 2018
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Martin Currie SMA-Shares Series EM Fund, 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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S&P 500 Index

Returns By Period

Martin Currie SMA-Shares Series EM Fund (LCSMX) has returned 9.17% so far this year and 60.99% over the past 12 months.


Martin Currie SMA-Shares Series EM Fund

1D
-1.38%
1M
-14.64%
YTD
9.17%
6M
25.14%
1Y
60.99%
3Y*
16.35%
5Y*
4.66%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 11, 2018, LCSMX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 47% of months were positive and 53% were negative. The best month was Nov 2020 with a return of +14.0%, while the worst month was Mar 2020 at -20.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LCSMX closed higher 44% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.29%12.88%-14.64%9.17%
20252.98%-1.89%1.70%2.34%3.16%7.81%-0.49%2.26%11.07%10.57%-2.82%6.68%51.52%
2024-6.45%3.13%4.15%-4.28%-0.51%5.41%-0.48%-0.97%0.00%-7.28%-2.86%-3.51%-13.60%
20239.65%-7.06%3.52%0.43%2.33%3.73%3.29%-7.25%-3.85%-3.58%10.00%5.81%16.26%
2022-2.26%-6.69%-2.04%-7.69%-0.78%-11.45%5.57%-2.75%-12.16%6.06%11.42%-5.78%-27.25%
20210.74%0.73%-0.65%3.91%2.74%3.20%-2.22%-1.21%-3.29%2.85%-2.69%0.84%4.73%

Benchmark Metrics

Martin Currie SMA-Shares Series EM Fund has an annualized alpha of 1.22%, beta of 0.69, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since January 12, 2018.

  • This fund participated in 87.71% of S&P 500 Index downside but only 77.59% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R² of 0.48 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 0.48 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
1.22%
Beta
0.69
0.48
Upside Capture
77.59%
Downside Capture
87.71%

Expense Ratio

LCSMX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

LCSMX ranks 96 for risk / return — in the top 96% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LCSMX Risk / Return Rank: 9696
Overall Rank
LCSMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Martin Currie SMA-Shares Series EM Fund (LCSMX) and compare them to a chosen benchmark (S&P 500 Index).


LCSMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.76

0.90

+1.86

Sortino ratio

Return per unit of downside risk

3.31

1.39

+1.93

Omega ratio

Gain probability vs. loss probability

1.51

1.21

+0.30

Calmar ratio

Return relative to maximum drawdown

3.68

1.40

+2.28

Martin ratio

Return relative to average drawdown

15.56

6.61

+8.95

Explore LCSMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Martin Currie SMA-Shares Series EM Fund provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.13 per share.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.13$0.13$0.11$0.12$0.10$0.38$0.06$0.08$0.12

Dividend yield

0.91%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for Martin Currie SMA-Shares Series EM Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.13$0.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38

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 Martin Currie SMA-Shares Series EM 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 Martin Currie SMA-Shares Series EM Fund was 39.72%, occurring on Sep 29, 2022. Recovery took 773 trading sessions.

The current Martin Currie SMA-Shares Series EM Fund drawdown is 15.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.72%Aug 5, 2021291Sep 29, 2022773Oct 29, 20251064
-35.98%Jan 14, 202048Mar 23, 202095Aug 6, 2020143
-15.39%Feb 27, 202622Mar 30, 2026
-14.02%Feb 26, 201964May 28, 2019112Nov 4, 2019176
-9.77%Feb 17, 202126Mar 24, 202150Jun 4, 202176

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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