VanEck MSCI Multifactor Emerging Markets Equity ETF

Ticker

EMKT.AX

ISIN

IE00B0M6317

Price

None 24.79

Change Today

-0.09 / -0.362 %

Price 1 year ago

20.88 / 18.706 %

Morningstar

3

52 Week Low

20.46

52 Week High

25.36

200 Day Moving Average 24.13

24.13

50-day Moving Average

24.83

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.23
Sortino Ratio -0.48
Maximum Drawdown -1.99%
Maximum Drawdown Date 2023-12-21
Calmar Ratio -2.41

1 year

Parameter Value
Return 0.19
Volatility 2.714%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 6.315%
Average Annual Volatility 15.045%
Sharpe Ratio 0.42
Sortino Ratio 0.34
Maximum Drawdown -23.0%
Maximum Drawdown Date 2020-03-16
Calmar Ratio -0.27

Company information

Summary

NA

Market

AU

Category

--

Expense Ratio

0.69%

Fund family

VanEck Investments Limited

Morningstar

3

Yield
0.0422
Exchange
-
Sector Weight
None

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
DEUS Xtrackers Russell US Multifactor ETF US233051481 PCX 0.17% 4 +7.72
FLQM Franklin U.S. Mid Cap Multifactor Index ETF US35473P686 BTS 0.30% 5 +8.96
FLQS Franklin U.S. Small Cap Multifactor Index ETF US35473P686 BTS 0.35% 4 +7.20
ISCF iShares MSCI Intl Small-Cap Multifactor ETF US46434V2667 PCX 0.40% 4 +1.81
JHMF John Hancock Multifactor Financials ETF US47804J404 PCX 0.40% 4 +3.24 +0.98
JHMH John Hancock Multifactor Health Care ETF US47804J503 PCX 0.40% 4 +3.38 +0.88
JHMI John Hancock Multifactor Industrials ETF US47804J883 PCX 0.40% 4 +10.63 +1.26
JHMM John Hancock Multifactor Mid Cap ETF US47804J2069 PCX 0.41% 4 +7.67
JHMS John Hancock Multifactor Consumer Staples ETF US47804J875 PCX 0.40% 5 +14.69 +0.48
JHMT John Hancock Multifactor Technology ETF US47804J602 PCX 0.40% 4 +3.76 +1.46
OMFL Invesco Russell 1000 Dynamic Multifactor ETF US46138J619 BTS 0.29% 5 +8.87
OMFS Invesco Russell 2000 Dynamic Multifactor ETF BTS 0.39% 5 +7.41
ROSC Hartford Multifactor Small Cap ETF US518416508 PCX 0.34% 4 +12.69
SMLF iShares MSCI USA Small-Cap Multifactor ETF US46435G4331 PCX 0.30% 4 +13.55
USMF WisdomTree U.S. Multifactor Fund US97717Y857 BTS 0.28% 4 +5.68
VFMF Vanguard U.S. Multifactor ETF US921935607 BTS 0.18% 4 +13.28 --

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.