FEMS - First Trust Emerging Markets Small Cap AlphaDEX Fund

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsFEMSCategory Average
5 YearsFEMSCategory Average
10 YearsFEMSCategory Average
Alpha
-1.3-1.88
0.6-4.3
02.04
Beta
1.21.1
1.131.09
01.18
Mean Annual Return
0.71-0.07
0.470.27
00.55
R-squared
65.5168.99
62.4375.69
084.99
Standard Deviation
17.0216.8
17.9217.83
024.73
Sharpe Ratio
0.4-0.06
0.250.18
00.24
Treynor Ratio
4.72-2.11
2.681.47
02.33