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

23.48 -0.15  -0.63% NYSE Arca Feb 21, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 23.59
Discount or Premium to NAV -0.47%
Turnover Ratio 43.00%
1 Year Fund Level Flows 190.46M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -4.90% -4.99% -3.45% 87
3M 0.49% 0.92% 3.77% 84
6M 5.71% 6.62% 9.70% 80
YTD -5.55% -4.76% -2.24% 89
1Y 2.20% 2.76% 7.33% 76
3Y -- -- 6.45% --
5Y -- -- 3.84% --
10Y -- -- 3.94% --
15Y -- -- 6.53% --
20Y -- -- 6.34% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.45% 0.48% 0.03%
Stock 99.55% 99.55% 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 Jan. 31, 2020

Region Exposure

Americas 18.22%
North America 3.61%
Latin America 14.61%
Greater Europe 20.32%
United Kingdom 0.00%
Europe Developed 1.91%
Europe Emerging 13.06%
Africa/Middle East 5.35%
Greater Asia 61.46%
Japan 0.00%
Australasia 0.00%
Asia Developed 32.13%
Asia Emerging 29.33%
Market Classification
% Developed Markets 37.65%
% Emerging Markets 62.35%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 13.16%
Communication Services 8.97%
Consumer Cyclical 8.93%
Consumer Defensive 9.50%
Energy 11.56%
Financial Services 16.89%
Healthcare 1.21%
Industrials 4.31%
Real Estate 2.94%
Technology 16.98%
Utilities 5.56%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 37.63%
Large 40.64%
Medium 18.40%
Small 2.46%
Micro 0.88%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 37.78%
Large Cap Blend 29.19%
Large Cap Growth 10.34%
Mid Cap Value 14.47%
Mid Cap Blend 4.18%
Mid Cap Growth 0.76%
Small Cap Value 2.65%
Small Cap Blend 0.62%
Small Cap Growth 0.00%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
TSM Taiwan Semiconductor Manufacturing Co Ltd ADR 3.64% 55.59 -1.58%
INFY Infosys Ltd ADR 2.19% 11.41 +0.44%
NILSY Mining and Metallurgical Company NORILSK NICKEL PJSC ADR 2.10% 34.90 +0.61%
HDB HDFC Bank Ltd ADR 1.97% 57.52 -0.78%
GAZP Gazprom PJSC 1.75% -- --
005930 Samsung Electronics Co Ltd 1.58% -- --
VALE Vale SA ADR 1.57% 11.42 -3.63%
000660 SK Hynix Inc 1.47% -- --
005380 Hyundai Motor Co 1.40% -- --
SNGSP Surgutneftegas PJSC Participating Preferred 1.35% -- --
As of Jan. 31, 2020
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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 2.33 yrs

Net Fund Flows

1M 0.00
3M 5.018M
6M 96.60M
YTD 0.00
1Y 190.46M
3Y --
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 22.65%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.2467
30-Day Rolling Volatility 18.36%
Daily Value at Risk (VaR) 1% (All) 2.70%
Monthly Value at Risk (VaR) 1% (All) 8.01%

Fundamentals

Dividend Yield TTM (2-21-20) 2.51%
30-Day SEC Yield (2-21-20) 2.44%
7-Day SEC Yield --
Weighted Average PE Ratio 11.26
Weighted Average Price to Sales Ratio 0.7087
Weighted Average Price to Book Ratio 1.156
Weighted Median ROE 15.60%
Weighted Median ROA 6.53%
Forecasted Dividend Yield 4.36%
Forecasted PE Ratio 9.927
Forecasted Price to Sales Ratio 0.6508
Forecasted Price to Book Ratio 1.088
Number of Holdings 576
As of Jan. 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.05%
Forecasted Book Value Growth -13.87%
Forecasted Cash Flow Growth 0.05%
Forecasted Earnings Growth 7.56%
Forecasted Revenue Growth 3.01%
As of Jan. 31, 2020

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 10/31/2019
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
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