PIMCO RAFI Dyn Mlt-Fctr Emrg Mkts Eq ETF (MFEM)

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23.01 -0.11  -0.46% NYSE Arca Oct 14, 16:58 Delayed 2m USD
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Key Stats

Net Asset Value 23.09
Discount or Premium to NAV -0.39%
Turnover Ratio --
1 Year Fund Level Flows 199.11M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.13% -0.15% -0.04% 57
3M -3.59% -4.07% -3.10% 73
6M -2.21% -2.59% -3.21% 37
YTD 5.97% 5.99% 9.26% 75
1Y 5.79% 7.10% 10.08% 72
3Y -- -- 5.56% --
5Y -- -- 2.31% --
10Y -- -- 3.19% --
15Y -- -- 7.32% --
20Y -- -- 7.47% --
As of Oct. 11, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.10% 4.88% 3.78%
Stock 98.90% 98.90% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Sept. 30, 2019

Region Exposure

Americas 16.43%
North America 0.03%
Latin America 16.40%
Greater Europe 22.49%
United Kingdom 0.13%
Europe Developed 6.12%
Europe Emerging 11.20%
Africa/Middle East 5.05%
Greater Asia 61.08%
Japan 0.00%
Australasia 0.00%
Asia Developed 30.42%
Asia Emerging 30.66%
Market Classification
% Developed Markets 36.69%
% Emerging Markets 63.31%
As of Sept. 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 13.55%
Communication Services 6.77%
Consumer Cyclical 9.10%
Consumer Defensive 10.55%
Energy 10.82%
Financial Services 17.94%
Healthcare 0.94%
Industrials 4.66%
Real Estate 3.25%
Technology 16.74%
Utilities 5.68%
As of Sept. 30, 2019

Stock Market Capitalization

Giant 46.30%
Large 36.02%
Medium 15.50%
Small 1.70%
Micro 0.47%
As of Sept. 30, 2019

Stock Style Exposure

Large Cap Value 34.50%
Large Cap Blend 30.62%
Large Cap Growth 16.96%
Mid Cap Value 11.22%
Mid Cap Blend 4.20%
Mid Cap Growth 0.41%
Small Cap Value 1.77%
Small Cap Blend 0.24%
Small Cap Growth 0.08%
As of Sept. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
INFY Infosys Ltd ADR 2.55% 10.65 -2.92%
TSM Taiwan Semiconductor Manufacturing Co Ltd ADR 2.11% 50.05 +1.27%
VALE Vale SA ADR 1.76% 11.58 -1.95%
GAZP Gazprom PJSC 1.74% -- --
HDB HDFC Bank Ltd ADR 1.72% 55.85 -0.34%
NILSY Mining and Metallurgical Company NORILSK NICKEL PJSC ADR 1.64% 24.70 -1.36%
JBSS3 JBS SA 1.62% -- --
005930 Samsung Electronics Co Ltd 1.48% -- --
005380 Hyundai Motor Co 1.46% -- --
000660 SK Hynix Inc 1.22% -- --
As of Sept. 30, 2019
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the RAFI Dynamic Multi-Factor Emerging Markets Index. The fund seeks to achieve its investment objective by investing at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the RAFI Dynamic Multi-Factor Emerging Markets Index. The underlying index is constructed by RAFI Indices, LLC using a rules-based approach to construct factor portfolios within the underlying index. The underlying index consists of "factor portfolios," each of which emphasizes one of the following factors: value, low volatility, quality and momentum.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Diversified Emerging Mkts
Prospectus Objective Diversified Emerging Markets
Fund Owner Firm Name PIMCO
Benchmark Index
RAFI Dynamic Multi-Factor EM TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Thomas Seto 1.42 yrs

Net Fund Flows

1M 32.66M
3M 91.37M
6M 171.40M
YTD 199.11M
1Y 199.11M
3Y --
5Y --
10Y --
As of Sept. 30, 2019

Risk Info

Beta (5Y) --
Max Drawdown (All) 22.65%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.4582
30-Day Rolling Volatility 11.84%
Daily Value at Risk (VaR) 1% (All) 2.69%
Monthly Value at Risk (VaR) 1% (All) 8.21%

Fundamentals

Dividend Yield TTM (10-14-19) 3.09%
30-Day SEC Yield (10-11-19) 2.58%
7-Day SEC Yield --
Weighted Average PE Ratio 11.59
Weighted Average Price to Sales Ratio 0.7159
Weighted Average Price to Book Ratio 1.175
Weighted Median ROE 15.01%
Weighted Median ROA 6.39%
Forecasted Dividend Yield 4.44%
Forecasted PE Ratio 10.88
Forecasted Price to Sales Ratio 0.6658
Forecasted Price to Book Ratio 1.124
Number of Holdings 643
As of Sept. 30, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.80%
Forecasted Book Value Growth -2.56%
Forecasted Cash Flow Growth 5.34%
Forecasted Earnings Growth 6.42%
Forecasted Revenue Growth -0.41%
As of Sept. 30, 2019

Comparables

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Attributes

Key Dates
Inception Date 8/31/2017
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 10/31/2018
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

Excel Add-In Codes

  • Name: =YCI("MFEM","name")
  • Broad Asset Class: =YCI("MFEM", "broad_asset_class")
  • Broad Category: =YCI("MFEM", "broad_category_group")
  • Prospectus Objective: =YCI("MFEM", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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