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
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

Quick stats

1 Year return

15.04 %

1 Year rank in sector

179/275

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 1.8 b

FE Risk score

136

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Korea
    17.5%
  • Taiwan
    16.46%
  • China
    13.15%
  • India
    12.87%
  • Brazil
    7.78%
  • Financials
    34.81%
  • Materials
    16.53%
  • Energy
    12.34%
  • Consumer Discretionary
    10.35%
  • Information Technology
    10.32%
  • South Korean Equities
    17.49%
  • Taiwanese Equities
    16.43%
  • Chinese Equities
    13.15%
  • Indian Equities
    12.87%
  • Brazilian Equities
    7.76%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-1.4 %15.04 %16.62 %27.34 %
Sector0.59 %10.98 %18.03 %10.01 %18.76 %
Rank within sector209 / 293270 / 281179 / 275114 / 22989 / 173
Quartile th3 rd4 th3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund9.96 %22.19 %-10.04 %8.61 %-7.61 %
Sector22.49 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector253 / 28047 / 25985 / 23435 / 211164 / 182
Quartile th4 th1 st2 nd1 st4 th

Risk statistics

Alpha2.77
Beta0.99
Sharpe0.05
Volatility15.31
Tracking error7.23
Information ratio0.35
R-Squared0.78

Price movement

52 week high21.73
52 week low18.14
Current bid price0
Current offer price0
Current mid price21

Holdings by region

  • 17.5% Korea
  • 16.46% Taiwan
  • 13.15% China
  • 12.87% India
  • 7.78% Brazil
  • 6.84% South Africa
  • 4.39% Mexico
  • 3.76% Hong Kong
  • 2.8% Malaysia
  • 2.64% 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

  • 17.49% South Korean Equities
  • 16.43% Taiwanese Equities
  • 13.15% Chinese Equities
  • 12.87% Indian Equities
  • 7.76% Brazilian Equities
  • 6.84% South African Equities
  • 4.38% Mexican Equities
  • 3.68% Hong Kong Equities
  • 2.75% Malaysian Equities
  • 2.6% Thai Equities

Individual holdings

  • 2.8% CHINA CONSTRUCTION BANK
  • 2.08% RELIANCE INDUSTRIES
  • 2.08% RELIANCE INDUSTRIES
  • 2.03% INDUSTRIAL & COM BK CHINA
  • 1.48% HYUNDAI MOTOR CO
  • 1.46% VALE SA
  • 1.2% BANK OF CHINA LTD
  • 1.19% STANDARD BANK GROUP
  • 1% PTT PUBLIC CO
  • 0.97% HYUNDAI MOBIS