NasdaqGM - Delayed Quote USD

First Trust Emerging Markets AlphaDEX Fund (FEM)

23.27 +0.20 (+0.87%)
At close: April 25 at 4:00 PM EDT

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

Performance & Risk

YTD Return 4.68%
5y Average Return 3.06%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.99
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FEMCategory AverageFEMCategory AverageFEMCategory Average
Alpha -1.02 -5.68 -2.83 -2.21 -0.74 -0.91
BETA 0.99 0.95 1.11 0.99 1.14 1
Mean Annual Return 0.18 -0.21 0.42 0.42 0.42 0.37
R-squared 77.46 77.77 82.72 79.48 76.46 76.88
Standard Deviation 18.35 17.81 21.39 19.62 19.57 17.17
Sharpe Ratio -0.04 -0.29 0.14 0.15 0.18 0.17
Treynor Ratio -2.42 -6.88 0.56 1.12 1.52 1.48

Related Tickers