NasdaqGM - Nasdaq Real Time Price USD

First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)

37.47
-0.25
(-0.66%)
As of 1:47:25 PM EDT. Market Open.

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is designed to select stocks from the NASDAQ Emerging Markets Index (the "base index") that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.

Risk Overview

Performance & Risk

YTD Return 0.23%
5y Average Return 11.78%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.74
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FEMSCategory AverageFEMSCategory AverageFEMSCategory Average
Alpha -3.3 -2.99 1.48 -1.92 0.03 -1.29
BETA 0.74 0.93 0.9 0.92 1.09 0.99
Mean Annual Return 0.38 0.47 0.95 0.68 0.52 0.38
R-squared 58.42 76.14 63.3 72 67.54 75.47
Standard Deviation 15.37 16.81 17.04 16.48 19.77 17.02
Sharpe Ratio 0 0.06 0.5 0.34 0.21 0.15
Treynor Ratio -1.66 -0.35 8.53 4.79 2.12 1.1

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