AAM S&P EMERGING MARKETS HIGH DIVIDEND VALUE ETF ETFs

Key Data

AAM

S&P EM Div and Free CF Yield

11.62 M

USD

11/28/2017

Yes

Diversified Emerging Mkts

United States

U.S. Bank N.A

US26922A5864

EEMD

Performance

Name	%
Performance Current Year	-2.12
Performance since Inception	-8.60
High 1 Year	22.13
Maximum Loss 1 Year	-28.18

Name	%
Alpha 1 Year	1.31
Alpha 3 Years	1.23
Alpha 5 Years	-1.75
Average Gain 1 Year	4.12
Average Gain 3 Years	4.39
Average Gain 5 Years	4.25
Average Loss 1 Year	-6.07
Average Loss 3 Years	-4.78
Average Loss 5 Years	-4.27
Batting Average 1 Year	66.67
Batting Average 3 Years	55.56
Batting Average 5 Years	50.00
Beta 1 Year	0.92
Beta 3 Years	0.96
Beta 5 Years	0.97
Capture Ratio Down 1 Year	80.48
Capture Ratio Down 3 Years	79.29
Capture Ratio Down 5 Years	91.30
Capture Ratio Up 1 Year	75.38
Capture Ratio Up 3 Years	82.68
Capture Ratio Up 5 Years	81.97
Correlation 1 Year	86.61
Correlation 3 Years	88.15
Correlation 5 Years	89.08
High 1 Year	22.13
Information Ratio 1 Year	0.16
Information Ratio 3 Years	0.07
Information Ratio 5 Years	-0.22
Low 1 Year	14.76
Maximum Loss 1 Year	-28.18
Maximum Loss 3 Years	-31.28
Maximum Loss 5 Years	-34.98
Performance Current Year	-2.12
Performance since Inception	-8.60
Risk adjusted Return 3 Years	-3.56
Risk adjusted Return 5 Years	-8.10
Risk adjusted Return Since Inception	-6.28
R-Squared (R²) 1 Year	75.01
R-Squared (R²) 3 Years	77.71
R-Squared (R²) 5 Years	79.36
Sortino Ratio 1 Year	-0.78
Sortino Ratio 3 Years	0.26
Sortino Ratio 5 Years	-0.17
Tracking Error 1 Year	12.25
Tracking Error 3 Years	10.59
Tracking Error 5 Years	9.16
Trailing Performance 1 Month	-2.51
Trailing Performance 1 Week	-3.02
Trailing Performance 1 Year	-6.04
Trailing Performance 2 Years	-14.43
Trailing Performance 3 Months	-0.36
Trailing Performance 3 Years	25.11
Trailing Performance 4 Years	-4.91
Trailing Performance 5 Years	-15.26
Trailing Performance 6 Months	6.47
Trailing Return 1 Month	-3.48
Trailing Return 1 Year	-12.52
Trailing Return 2 Months	-0.85
Trailing Return 2 Years	-5.65
Trailing Return 3 Months	-0.08
Trailing Return 3 Years	2.57
Trailing Return 4 Years	-1.28
Trailing Return 5 Years	-2.87
Trailing Return 6 Months	5.99
Trailing Return 9 Months	-12.05
Trailing Return Since Inception	-1.46
Trailing Return YTD - Year to Date	-0.85
Treynor Ratio 1 Year	-16.67
Treynor Ratio 3 Years	1.62
Treynor Ratio 5 Years	-4.48

Sustainability Rating

Low

Equity

Carbon Risk Score

16.98

100

12.34

Low High

Fossil-Fuel Involvement

17.38

100

7.06

Low High

Investment Policy

The investment seeks to track the total return performance, before fees and expenses, of the S&P Emerging Markets Dividend and Free Cash Flow Yield Index. The index is a rules-based, equal-weighted index that is designed to provide exposure to the constituents of the S&P Emerging Plus LargeMidCap Index that exhibit both high dividend yield and sustainable dividend distribution characteristics, while maintaining diversified sector exposure. At least 80% of the fund’s net assets will be invested in equity securities that (i) are tied economically to Emerging Markets countries and (ii) have had a positive realized annual dividend yield within the past year.

funds category comparison

Name	1y Perf.
Principal Global Emerging Markets Fund R-4 Class	-12.91
Allspring Emerging Markets Equity Fund - Class Inst	-12.88
iShares MSCI BIC ETF	-12.86
GUGG Emerging Markets Div Strgy 38 F CA	-12.86
GUGG Emerging Markets Div Strgy 38 F RE	-12.86

Name

1y Perf.

Principal Global Emerging Markets Fund R-4 Class

-12.91

Allspring Emerging Markets Equity Fund - Class Inst

-12.88

iShares MSCI BIC ETF

-12.86

GUGG Emerging Markets Div Strgy 38 F CA

-12.86

GUGG Emerging Markets Div Strgy 38 F RE

-12.86