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First Trust Emerg Mkts SC AlphaDEX ETF (FEMS)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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40.85+0.16 (+0.39%)
At close: 04:00PM EDT

Risk statistics

3 yearsFEMSCategory average
5 yearsFEMSCategory average
10 yearsFEMSCategory average
Alpha
0.24-5.04
2.71-1.81
1.59-0.92
BETA
0.790.95
1.110.99
1.121
Mean annual return
0.18-0.28
0.960.52
0.590.35
R-squared
62.9377.15
74.5478.97
69.6776.7
Standard deviation
16.3717.74
22.3819.45
20.1517.17
Sharpe ratio
-0.07-0.36
0.410.21
0.280.15
Treynor ratio
-3.03-8.24
6.322.24
3.21.15