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FEMS: First Trust Emerging Markets Small Cap AlphaDEX® Fund (ETF)
Basic Info 40.35 0.45(1.13%) May 03
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (35%) |
Start Date: | 02/17/2012 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 3.97% |
Expenses | 0.80% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/17/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.9 | 5.4 | 17.7 | 1.0 | 7.6 | 5.3 | 6.1 | 3.5 | 1.8 | 3.8 | 7.8 | 28.9 | -22.6 | 49.0 | 14.0 | -14.1 | -7.0 | 6.3 | 14.8 |
Sharpe Ratio | NA | 0.85 | 0.89 | -0.07 | 0.27 | 0.2 | 0.2 | -0.04 | 0.02 | 0.21 | 0.21 | 1.83 | -1.18 | 3.63 | 0.63 | -0.56 | -0.42 | 0.34 | 0.27 |
Draw Down(%) | NA | 5.3 | 8.3 | 30.4 | 44.0 | 47.8 | 47.8 | 13.6 | 21.2 | 19.3 | 44.0 | 13.3 | 31.2 | 8.3 | 12.1 | 31.6 | 18.3 | 20.4 | 45.5 |
Standard Deviation(%) | NA | 15.4 | 15.7 | 18.6 | 22.5 | 21.1 | 26.2 | 16.4 | 21.3 | 18.0 | 35.7 | 15.1 | 20.2 | 13.4 | 21.8 | 25.1 | 16.5 | 18.3 | 63.5 |
Treynor Ratio | NA | 0.13 | 0.15 | -0.02 | 0.06 | 0.04 | 0.05 | -0.01 | 0.01 | 0.05 | 0.07 | 0.27 | -0.22 | 0.4 | 0.14 | -0.13 | -0.07 | 0.06 | 0.24 |
Alpha | NA | 0.0 | 0.02 | 0.02 | 0.02 | 0.01 | 0.02 | -0.01 | 0.08 | 0.02 | -0.03 | 0.03 | -0.03 | 0.03 | 0.01 | 0.02 | -0.03 | 0.05 | 0.13 |
Beta | NA | 0.97 | 0.92 | 0.84 | 0.98 | 1.0 | 0.98 | 0.82 | 0.87 | 0.75 | 1.14 | 1.02 | 1.08 | 1.22 | 1.02 | 1.05 | 0.94 | 0.98 | 0.72 |
RSquared | NA | 0.53 | 0.49 | 0.51 | 0.66 | 0.65 | 0.38 | 0.38 | 0.67 | 0.44 | 0.81 | 0.72 | 0.79 | 0.65 | 0.66 | 0.57 | 0.54 | 0.57 | 0.03 |
Yield(%) | N/A | 0.4 | 5.1 | 4.2 | 5.1 | 4.1 | N/A | 4.6 | 4.3 | 6.1 | 3.0 | 5.3 | 3.4 | 4.8 | 2.8 | 2.7 | 3.2 | 1.8 | 2.2 |
Dividend Growth(%) | N/A | -90.4 | 5.7 | 20.4 | 61.2 | N/A | N/A | 0.6 | -29.5 | 110.9 | -30.8 | 13.9 | 2.7 | 101.4 | -17.0 | -22.1 | 73.8 | -5.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/17/2012
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See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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