EEMD Performance — AAM S&P Emerging Markets High Dividend Value ETF
Data updated: 2024-09-30
EEMD returned +3.18% over one year to Jul 2024. Annualised returns are +1.83% over 3 years and +4.10% over 5 years. The fund beat its Emerging Markets Materials Equity category average: $100 invested three years ago grew to $106, against $82 for the category, and to $103 over one year, against $85. Volatility over the past three years was 17.26% a year. In the 12 months to Jul 2024 the fund took in a net $3.7M, and assets reached $7.72M.
EEMD Growth of $100
What $100 invested in AAM S&P Emerging Markets High Dividend Value ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Materials Equity category average over the same months.
| Period | EEMD | Category average |
|---|---|---|
| 1 year (Aug 2023 – Jul 2024) | $103 | $85 |
| 3 years (Aug 2021 – Jul 2024) | $106 | $82 |
| 5 years (Aug 2019 – Jul 2024) | $122 | $95 |
EEMD Trailing Returns
Total returns to Jul 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.18% |
| 3 years (annualised) | +1.83% |
| 5 years (annualised) | +4.10% |
EEMD Annual Returns
Calendar-year total returns of AAM S&P Emerging Markets High Dividend Value ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jul) | −1.60% |
| 2023 | +19.20% |
| 2022 | −7.11% |
| 2021 | +5.01% |
| 2020 | −0.05% |
| 2019 (Aug–Dec) | +6.90% |
EEMD Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.8% | +1.6% | −2.7% | +0.3% | +1.9% | −0.2% | −0.6% | — | — | — | — | — |
| 2023 | +2.7% | −3.5% | +1.7% | +2.7% | −3.7% | +5.3% | +8.2% | −5.7% | +1.2% | −3.7% | +8.0% | +5.7% |
| 2022 | +2.3% | −2.0% | +2.3% | −3.7% | +0.9% | −10.4% | −0.7% | −2.1% | −11.0% | +3.0% | +15.6% | +0.8% |
| 2021 | −1.6% | +5.1% | +1.2% | +3.2% | +2.2% | −1.7% | −0.3% | +3.9% | −3.5% | −2.0% | −4.1% | +2.9% |
| 2020 | −7.2% | −8.1% | −18.8% | +10.7% | +0.3% | +5.1% | +3.3% | −1.4% | −3.2% | +0.7% | +12.7% | +10.6% |
| 2019 | — | — | — | — | — | — | — | −6.9% | +2.6% | +3.0% | +0.7% | +8.0% |
EEMD Risk
Risk measures from monthly returns over Aug 2021 – Jul 2024.
- 3-year volatility (annualised): 17.26%
- 3-year Sharpe ratio: -0.15 (vs 4.5% risk-free rate)
- Best month: +15.63% (Nov 2022)
- Worst month: −10.96% (Sep 2022)
EEMD Fund Flows
Monthly money in and out of AAM S&P Emerging Markets High Dividend Value ETF, from SEC Form N-PORT.
- 12-month net flow: $3.7M
- 12-month gross sales (incl. reinvestments): $468K
- Sales ÷ redemptions: -0.14×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $468K | $0 | $468K |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | −$3.3M | $3.3M |
EEMD Assets Under Management
Net assets of AAM S&P Emerging Markets High Dividend Value ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-07-31 | $7.72M |
| 2024-04-30 | $7.75M |
| 2024-01-31 | $7.49M |
| 2023-10-31 | $7.00M |
| 2023-07-31 | $11.07M |
| 2023-04-30 | $14.23M |
| 2023-01-31 | $10.77M |
| 2022-10-31 | $5.71M |
| 2022-07-31 | $6.39M |
| 2022-04-30 | $7.25M |
| 2022-01-31 | $7.61M |
| 2021-10-31 | $7.17M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.