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

16.97 %

1 Year rank in sector

227/259

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 2.0 b

FE Risk score

142

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Korea
    17.87%
  • Taiwan
    16.09%
  • India
    13.5%
  • China
    13.26%
  • Brazil
    8.53%
  • Financials
    34.92%
  • Materials
    17.41%
  • Energy
    13.11%
  • Information Technology
    9.6%
  • Consumer Discretionary
    9.38%
  • South Korean Equities
    17.83%
  • Taiwanese Equities
    16.08%
  • Indian Equities
    13.49%
  • Chinese Equities
    13.26%
  • Brazilian Equities
    8.52%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund5.6 %9.46 %16.97 %28.62 %31.44 %
Sector6.36 %12.16 %28.53 %25.26 %20.98 %
Rank within sector183 / 277203 / 272227 / 259132 / 20784 / 165
Quartile th3 rd3 rd4 th3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund4.05 %16.55 %22.19 %-10.04 %8.61 %
Sector3.36 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector97 / 276232 / 25946 / 23481 / 20734 / 189
Quartile th2 nd4 th1 st2 nd1 st

Risk statistics

Alpha1.8
Beta1.03
Sharpe0.33
Volatility15.32
Tracking error7.17
Information ratio0.24
R-Squared0.78

Price movement

52 week high23.53
52 week low19.84
Current bid price0
Current offer price0
Current mid price23.37

Holdings by region

  • 17.87% Korea
  • 16.09% Taiwan
  • 13.5% India
  • 13.26% China
  • 8.53% Brazil
  • 6.65% South Africa
  • 4.01% Hong Kong
  • 3.74% Mexico
  • 2.78% Thailand
  • 2.7% Malaysia

Holdings by sector

  • 34.92% Financials
  • 17.41% Materials
  • 13.11% Energy
  • 9.6% Information Technology
  • 9.38% Consumer Discretionary
  • 8.28% Industrials
  • 2.88% Consumer Staples
  • 2.67% Telecommunications Utilities
  • 1.4% Utilities
  • 0.35% Health Care

Holdings by asset type

  • 17.83% South Korean Equities
  • 16.08% Taiwanese Equities
  • 13.49% Indian Equities
  • 13.26% Chinese Equities
  • 8.52% Brazilian Equities
  • 6.65% South African Equities
  • 4% Hong Kong Equities
  • 3.73% Mexican Equities
  • 2.78% Thai Equities
  • 2.7% Malaysian Equities

Individual holdings

  • 2.86% CHINA CONSTRUCTION BANK
  • 2.36% RELIANCE INDUSTRIES
  • 2.36% RELIANCE INDUSTRIES
  • 2.16% INDUSTRIAL & COM BK CHINA
  • 2.05% VALE SA
  • 1.39% HYUNDAI MOTOR CO
  • 1.19% BANK OF CHINA LTD
  • 1.09% STANDARD BANK GROUP
  • 1.06% PTT PUBLIC CO
  • 1.03% SHINHAN FINANCIAL GROUP