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ISIN
US52471E6133
Inception Date
May 28, 2015
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MCEMX Performance Chart

Martin Currie Emerging Markets Fund (MCEMX) is up 31.6% since the beginning of the year. MCEMX is currently trading at $22 per share. Investors who bought $1,000 worth of MCEMX shares 5 years ago would now be looking at an investment worth $1,328.


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S&P 500 Index

Returns By Period

Martin Currie Emerging Markets Fund (MCEMX) has returned 31.58% so far this year and 64.02% over the past 12 months. Over the last ten years, MCEMX has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Martin Currie Emerging Markets Fund

1D
3.74%
1M
8.24%
YTD
31.58%
6M
34.81%
1Y
64.02%
3Y*
20.94%
5Y*
5.84%
10Y*
11.05%

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)

MCEMX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, MCEMX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +17.3%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MCEMX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.26%5.95%-10.73%13.27%8.89%4.17%31.58%
20252.70%-0.54%1.09%0.15%4.31%5.61%0.56%1.74%8.88%6.09%-2.31%3.99%36.77%
2024-5.53%4.05%3.06%-1.77%0.82%4.30%-0.78%1.18%5.73%-3.22%-2.95%-1.36%2.89%
202310.23%-7.97%4.12%-1.78%-0.66%4.47%5.07%-8.67%-4.62%-4.15%7.67%4.50%6.28%
2022-0.99%-9.95%-2.57%-7.70%0.23%-7.09%1.41%-1.06%-12.16%-1.60%17.32%-3.67%-26.82%
20213.35%0.74%-2.76%0.99%1.15%2.50%-5.65%0.29%-4.63%4.42%-4.94%0.05%-5.00%

Benchmark Metrics

Martin Currie Emerging Markets Fund has an annualized alpha of 1.02%, beta of 0.84, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 87.34% of S&P 500 Index downside but only 82.85% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.02%
Beta
0.84
0.55
Upside Capture
82.85%
Downside Capture
87.34%

Expense Ratio

MCEMX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MCEMX ranks 86 for risk / return — in the top 86% 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.


MCEMX Risk / Return Rank: 8686
Overall Rank
MCEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MCEMX Sortino Ratio Rank: 7474
Sortino Ratio Rank
MCEMX Omega Ratio Rank: 8383
Omega Ratio Rank
MCEMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
MCEMX Martin Ratio Rank: 9191
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 Emerging Markets Fund (MCEMX) 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.


MCEMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

4.44

2.78

+1.65

Martin ratioReturn relative to average drawdown

16.96

12.44

+4.52

Dividends

Dividend History

Martin Currie Emerging Markets Fund provided a 0.47% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.10$0.12$0.08$0.17$0.08$0.04$0.09$0.34$0.11$0.02$0.18

Dividend yield

0.47%0.68%0.62%1.41%0.70%0.23%0.54%2.54%1.03%0.17%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Martin Currie Emerging Markets 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.10$0.12
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04

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 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 Martin Currie Emerging Markets Fund was 46.45%, occurring on Oct 24, 2022. Recovery took 816 trading sessions.

The current Martin Currie Emerging Markets Fund drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-46.45%Oct 2022
1y 8mo3y 3mo
4y 11moFeb 2021 - Jan 2026
COVID crash2020
-32.63%Mar 2020
2y 1mo4mo 15d
2y 6moJan 2018 - Aug 2020
2026 correction2026
-14.34%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
2016 correction2016
-10.42%Feb 2016
1mo 6d22d
1mo 28dJan 2016 - Mar 2016
2016 correction2016
-10.34%Nov 2016
2mo 7d2mo 21d
4mo 28dSep 2016 - Feb 2017

Drawdown Indicators


MCEMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.45%

-56.78%

+10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-9.10%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-18.90%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.05%

-25.43%

-17.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.45%

-33.92%

-12.53%

Current Drawdown

Current decline from peak

-0.27%

-1.80%

+1.53%

Average Drawdown

Average peak-to-trough decline

-17.06%

-10.71%

-6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.03%

+1.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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