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First Trust Emerg Mkts SC AlphaDEX ETF (FEMS)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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41.20-0.56 (-1.34%)
At close: 04:00PM EDT

Risk statistics

3 yearsFEMSCategory average
5 yearsFEMSCategory average
10 yearsFEMSCategory average
Alpha
-0.92-5.08
2.47-1.72
1.7-0.69
BETA
0.780.94
1.110.99
1.121
Mean annual return
0.09-0.28
0.780.39
0.590.36
R-squared
62.0477.13
75.0279.33
69.6476.8
Standard deviation
16.2417.73
22.619.62
20.1517.17
Sharpe ratio
-0.13-0.35
0.320.13
0.280.16
Treynor ratio
-4.28-8.01
4.320.66
3.251.33