FEM - First Trust Emerging Markets AlphaDEX Fund

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsFEMCategory Average
5 YearsFEMCategory Average
10 YearsFEMCategory Average
Alpha
-0.31-1.88
1.62-4.3
02.04
Beta
1.171.1
1.21.09
01.18
Mean Annual Return
0.42-0.07
0.420.27
00.55
R-squared
79.168.99
71.3975.69
084.99
Standard Deviation
16.5316.8
18.4617.83
024.73
Sharpe Ratio
0.2-0.06
0.210.18
00.24
Treynor Ratio
1.74-2.11
1.851.47
02.33