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First Trust Emerg Mkts SC AlphaDEX ETF (FEMS)

-NasdaqGM
29.45 Up 0.48(1.66%) 12:59PM EDT - Nasdaq Real Time Price

Risk as of May 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFEMSCategory
Alpha (against Standard Index)-6.84N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return-0.48N/A
R-squared (against Standard Index)63.37N/A
Standard Deviation18.08N/A
Sharpe Ratio-0.32N/A
5 Years
StatisticFEMSCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticFEMSCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A