Cboe US - Delayed Quote USD
Fidelity International Multifactor ETF (FDEV)
31.17
0.00
(0.00%)
At close: May 7 at 4:00:00 PM EDT
ETF Summary
The fund invests at least 80% of its assets in securities included in the index and in depositary receipts representing securities included in the index. The index is designed to reflect the performance of stocks of large- and mid-capitalization developed international companies that have attractive valuations, high quality profiles, positive momentum signals, lower volatility than the broader developed international equity market, and lower correlation to the U.S. equity market.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 14.75% |
| 5y Average Return | 9.81% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.88 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FDEV | Category Average | FDEV | Category Average | FDEV | Category Average | |
| Alpha | 1.16 | 1.09 | 0.07 | 0.57 | 0 | 0.41 |
| BETA | 0.88 | 1.02 | 0.86 | 1.01 | 0 | 0.99 |
| Mean Annual Return | 0.8 | 0.84 | 0.81 | 0.95 | 0 | 0.52 |
| R-squared | 89.01 | 92.06 | 87.24 | 91.2 | 0 | 91.73 |
| Standard Deviation | 14.77 | 16.68 | 14.04 | 16.08 | 0 | 15.44 |
| Sharpe Ratio | 0.34 | 0.33 | 0.5 | 0.54 | 0 | 0.28 |
| Treynor Ratio | 4.73 | 4.41 | 7.28 | 7.79 | 0 | 3.22 |
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