FEMS - First Trust Emerg Mkts SC AlphaDEX ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsFEMSCategory Average
5 YearsFEMSCategory Average
10 YearsFEMSCategory Average
Alpha
3.34-1.88
3.24-4.3
02.04
Beta
1.111.1
1.081.09
01.18
Mean Annual Return
0.77-0.07
0.940.27
00.55
R-squared
55.0468.99
53.7875.69
084.99
Standard Deviation
18.3816.8
17.0217.83
024.73
Sharpe Ratio
0.48-0.06
0.650.18
00.24
Treynor Ratio
6.75-2.11
9.281.47
02.33