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
Risk Overview Information Not Available
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 | ||||
---|---|---|---|---|---|---|
FEMS | Category Average | FEMS | Category Average | FEMS | Category 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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