SA Emerging Markets Value Fund (SAEMX)

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SA Emerging Markets Value Fund (SAEMX) is up 27.2% since the beginning of the year. SAEMX is currently trading at $16 per share. Investors who bought $1,000 worth of SAEMX shares 5 years ago would now be looking at an investment worth $1,721.

SA Emerging Markets Value Fund (SAEMX) has returned 27.19% so far this year and 47.33% over the past 12 months. Over the last ten years, SAEMX has returned 10.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 2, 2008, SAEMX's average daily return is +0.02%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +20.8%, while the worst month was Oct 2008 at -29.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SAEMX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Oct 6, 2008 at -8.8%.

SA Emerging Markets Value Fund has an annualized alpha of 0.13%, beta of 0.52, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

• This fund participated in 106.56% of S&P 500 Index downside but only 84.95% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.52 may look defensive, but with R2 of 0.30 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 0.30 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

SAEMX has a high expense ratio of 1.24%, indicating above-average management fees.

SAEMX ranks 90 for risk / return — in the top 90% 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.

SA Emerging Markets Value Fund provided a 2.70% dividend yield over the last twelve months, with an annual payout of $0.43 per share.

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

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.

The table below displays the maximum drawdowns of the SA Emerging Markets Value 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 SA Emerging Markets Value Fund was 63.08%, occurring on Nov 20, 2008. Recovery took 459 trading sessions.

The current SA Emerging Markets Value Fund drawdown is 0.69%.

The chart below shows the rolling one-month volatility.