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First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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41.02
-0.21
(-0.51%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FEMS
Category average
5 years
FEMS
Category average
10 years
FEMS
Category average
Alpha
0.24
-5.04
2.71
-1.81
1.59
-0.92
BETA
0.79
0.95
1.11
0.99
1.12
1
Mean annual return
0.18
-0.28
0.96
0.52
0.59
0.35
R-squared
62.93
77.15
74.54
78.97
69.67
76.7
Standard deviation
16.37
17.74
22.38
19.45
20.15
17.17
Sharpe ratio
-0.07
-0.36
0.41
0.21
0.28
0.15
Treynor ratio
-3.03
-8.24
6.32
2.24
3.2
1.15
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