Fact sheet: Dimensional Emrg Mkts Val

Fund information

Fund name
Dimensional Emerging Markets Value Acc EUR
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager(s)
Dimensional Portfolio Management Team
since 10/10/2005
Fund objective
The investment objective of the Emerging Markets Value Fund ("Fund") is to achieve long-term total return.
Benchmark
MSCI Emerging Markets Value Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

17.52 %

1 Year rank in sector

231/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 1.8 b

FE Risk score

139

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Korea
    17.58%
  • Taiwan
    16.3%
  • China
    13.56%
  • India
    12.27%
  • Brazil
    8.59%
  • Financials
    34.81%
  • Materials
    16.53%
  • Energy
    12.34%
  • Consumer Discretionary
    10.35%
  • Information Technology
    10.32%
  • South Korean Equities
    17.54%
  • Taiwanese Equities
    16.24%
  • Chinese Equities
    13.56%
  • Indian Equities
    12.25%
  • Brazilian Equities
    8.57%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.41 %3.46 %17.52 %23.44 %33.33 %
Sector0.29 %9.09 %27.91 %15.62 %23.98 %
Rank within sector177 / 277239 / 265231 / 258101 / 21093 / 159
Quartile th3 rd4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund13.13 %22.19 %-10.04 %8.61 %-7.61 %
Sector25.52 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector244 / 26348 / 23980 / 21132 / 192146 / 165
Quartile th4 th1 st2 nd1 st4 th

Risk statistics

Alpha3.28
Beta1.01
Sharpe0.23
Volatility15.32
Tracking error7.29
Information ratio0.42
R-Squared0.78

Price movement

52 week high22.47
52 week low18.52
Current bid price0
Current offer price0
Current mid price21.8

Holdings by region

  • 17.58% Korea
  • 16.3% Taiwan
  • 13.56% China
  • 12.27% India
  • 8.59% Brazil
  • 6.72% South Africa
  • 4.26% Mexico
  • 4.15% Hong Kong
  • 2.76% Malaysia
  • 2.69% Thailand

Holdings by sector

  • 34.81% Financials
  • 16.53% Materials
  • 12.34% Energy
  • 10.35% Consumer Discretionary
  • 10.32% Information Technology
  • 8.43% Industrials
  • 2.92% Consumer Staples
  • 2.39% Telecommunications Utilities
  • 1.47% Utilities
  • 0.44% Health Care

Holdings by asset type

  • 17.54% South Korean Equities
  • 16.24% Taiwanese Equities
  • 13.56% Chinese Equities
  • 12.25% Indian Equities
  • 8.57% Brazilian Equities
  • 6.72% South African Equities
  • 4.26% Mexican Equities
  • 4.08% Hong Kong Equities
  • 2.69% Malaysian Equities
  • 2.67% Thai Equities

Individual holdings

  • 2.71% CHINA CONSTRUCTION BANK
  • 2.17% INDUSTRIAL & COM BK CHINA
  • 2.13% VALE SA
  • 1.96% RELIANCE INDUSTRIES
  • 1.96% RELIANCE INDUSTRIES
  • 1.48% HYUNDAI MOTOR CO
  • 1.2% BANK OF CHINA LTD
  • 1.11% STANDARD BANK GROUP
  • 1.04% PTT PUBLIC CO
  • 1.02% SHINHAN FINANCIAL GROUP