Dimensional Emerging Markets Value Fund EUR Distributing
Ticker
0P0000V9WN.F
ISIN
IE00B0HCGS8
Price
EUR 11.79
Change Today
+0.16 / 1.376 %
Price 1 year ago
9.74 / 21.032 %
Morningstar
4
52 Week Low
9.81
52 Week High
11.79
200 Day Moving Average 10.56
10.56
50-day Moving Average
11.20
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.63 |
| Sortino Ratio | 2.39 |
| Maximum Drawdown | -7.66% |
| Maximum Drawdown Date | 2023-10-23 |
| Calmar Ratio | -2.28 |
1 year
| Parameter | Value |
|---|---|
| Return | 6.11 |
| Volatility | 10.721% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.554% |
| Average Annual Volatility | 16.882% |
| Sharpe Ratio | 0.27 |
| Sortino Ratio | 0.14 |
| Maximum Drawdown | -44.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.09 |
Company information
Summary
The investment objective of the Fund is to achieve long-term total return. The investment policy of this Fund is to purchase securities of publicly-traded companies listed or traded in emerging markets which the Investment Manager deems eligible value stocks. Securities are considered value stocks primarily because a company's shares have a high book value in relation to market capitalisation. In assessing value, the Investment Manager may consider additional factors such as price to cash flow or price to earnings ratios as well as economic conditions and developments in the issuer's industry.
Market
DR
Category
Global Emerging Markets Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
0.0298
Exchange
FRA
| Sector | Weight |
|---|---|
| Financial services | 28.76% |
| Basic materials | 14.68% |
| Technology | 13.01% |
| Energy | 10.30% |
| Industrials | 9.50% |
| Consumer cyclical | 9.44% |
| Realestate | 4.55% |
| Communication services | 3.20% |
| Consumer defensive | 2.59% |
| Healthcare | 2.43% |
| Utilities | 1.35% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| RELIANCE.B | Reliance Industries Ltd Shs Dematerialised | 2.57% |
| 00939 | China Construction Bank Corp Class H | 2.17% |
| VALE3.SA | Vale SA | 2.01% |
| 02318 | Ping An Insurance (Group) Co. of China Ltd Class H | 1.74% |
| 01398 | Industrial And Commercial Bank Of China Ltd Class H | 1.24% |
| 005930.KS | Samsung Electronics Co Ltd | 1.09% |
| 2317.TW | Hon Hai Precision Industry Co Ltd | 1.07% |
| 03968 | China Merchants Bank Co Ltd Class H | 0.97% |
| ICICIBANK. | ICICI Bank Ltd | 0.94% |
| BIDU | Baidu Inc ADR | 0.83% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000V9WN.F | Dimensional Emerging Markets Value Fund EUR Distributing | IE00B0HCGS8 | FRA | 4 | |||
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EBND | SPDR Bloomberg Emerging Markets Local Bond ETF | IE00B461338 | PCX | 0.30% | 4 | +5.63 | |
| EELV | Invesco S&P Emerging Markets Low Volatility ETF | US46138E289 | PCX | 0.29% | 4 | +1.27 | |
| EEMS | iShares MSCI Emerging Markets Small-Cap ETF | IE00B3F81G20 | PCX | 0.68% | 4 | -5.80 | |
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | IE00B8KGV557 | BTS | 0.25% | 4 | -8.24 | |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| EWX | SPDR S&P Emerging Markets Small Cap ETF | US78463X756 | PCX | 0.65% | 4 | -2.49 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FRDM | Freedom 100 Emerging Markets ETF | US02072L607 | BTS | 0.49% | 4 | +2.76 | -- |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| VWO | Vanguard Emerging Markets Stock Index Fund | IE003178614 | PCX | 0.08% | 4 | -7.28 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.