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FEM: First Trust Emerging Markets AlphaDEX® Fund (ETF)
Basic Info 24.25 0.19(0.79%) May 03
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (36%) |
Start Date: | 04/19/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 5.58% |
Expenses | 0.80% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/19/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 10.0 | 20.4 | 0.8 | 4.3 | 3.8 | 1.8 | 10.8 | -14.3 | 7.3 | -1.7 | 20.6 | -15.5 | 41.0 | 15.6 | -13.8 | -10.9 | -3.3 | 21.2 | -23.6 |
Sharpe Ratio | NA | 1.49 | 0.88 | -0.14 | 0.08 | 0.12 | 0.03 | 0.43 | -0.7 | 0.37 | -0.05 | 1.24 | -0.79 | 2.97 | 0.68 | -0.59 | -0.66 | -0.19 | 1.12 | -1.02 |
Draw Down(%) | NA | 4.6 | 13.3 | 31.7 | 43.0 | 46.2 | 46.2 | 13.3 | 28.6 | 13.4 | 43.0 | 12.4 | 26.2 | 7.1 | 12.5 | 31.2 | 20.1 | 18.6 | 20.5 | 32.4 |
Standard Deviation(%) | NA | 13.2 | 14.8 | 18.3 | 23.6 | 21.7 | 21.8 | 15.5 | 22.6 | 19.7 | 37.7 | 15.5 | 21.2 | 13.7 | 22.7 | 23.5 | 16.5 | 17.7 | 19.1 | 31.2 |
Treynor Ratio | NA | 0.2 | 0.12 | -0.03 | 0.02 | 0.02 | 0.01 | 0.07 | -0.16 | 0.07 | -0.02 | 0.17 | -0.15 | 0.3 | 0.13 | -0.11 | -0.1 | -0.03 | 0.2 | -0.33 |
Alpha | NA | 0.05 | 0.02 | 0.02 | 0.01 | 0.0 | 0.0 | 0.01 | 0.02 | 0.03 | -0.07 | -0.01 | 0.01 | 0.0 | 0.01 | 0.03 | -0.05 | 0.01 | 0.01 | -0.02 |
Beta | NA | 0.97 | 1.04 | 0.98 | 1.11 | 1.14 | 1.11 | 0.97 | 0.99 | 1.03 | 1.24 | 1.12 | 1.16 | 1.33 | 1.18 | 1.21 | 1.1 | 1.11 | 1.07 | 0.97 |
RSquared | NA | 0.65 | 0.69 | 0.7 | 0.78 | 0.8 | 0.8 | 0.6 | 0.78 | 0.7 | 0.85 | 0.82 | 0.83 | 0.74 | 0.82 | 0.87 | 0.74 | 0.77 | 0.83 | 0.82 |
Yield(%) | N/A | 0.4 | 5.4 | 4.2 | 4.1 | 3.5 | N/A | 5.2 | 4.9 | 4.2 | 2.5 | 3.9 | 2.9 | 3.4 | 2.6 | 3.0 | 2.5 | 2.4 | 2.6 | 0.7 |
Dividend Growth(%) | N/A | -91.8 | -12.9 | 47.9 | 57.1 | N/A | N/A | -14.7 | 20.6 | 57.4 | -22.7 | 8.6 | 17.4 | 50.0 | -29.2 | 6.6 | -4.7 | 8.5 | 195.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/19/2011
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See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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