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FEMS: First Trust Emerging Markets Small Cap AlphaDEX® Fund (ETF)
Basic Info 38.32 0.3(0.79%) April 17
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 04/12/2024)
Not up-to-date? TryLast 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(%) | -2.8 | 0.1 | 6.0 | 0.1 | 6.3 | 4.7 | 5.7 | 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 | 0.3 | 0.24 | -0.05 | 0.22 | 0.18 | 0.19 | -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 | 3.7 | 8.9 | 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 | 15.1 | 15.8 | 18.5 | 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 | 0.05 | 0.04 | -0.01 | 0.05 | 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 | 0.01 | 0.0 | 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 | 0.92 | 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 | 0.45 | 0.47 | 0.5 | 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 |
*: 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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Best ETFs
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Best Closed End Funds
- EMF (Templeton Emerging Markets Closed Fund) 0.45% (100%)
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