NasdaqGM - Nasdaq Real Time Price
USD
First Trust Active Factor Emerging Markets Fund (AFEM)
90.69
-0.07
(-0.08%)
At close: November 2 at 4:00:00 PM EST
ETF Summary
The fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in the securities of emerging market companies. It will invest in equity securities listed and traded on U.S. and non-U.S. exchanges and depositary receipts. Such equity securities may include common stock and depositary receipts (including American Depositary Receipts (“ADRs”), European Depositary Receipts (“EDRs”), Canadian Depositary Receipts (“CDRs”) and Global Depositary Receipts (“GDRs”)). The fund may invest in small, mid and large capitalization companies.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 17.38% |
| 5y Average Return | 10.74% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.89 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
AFEM | Category Average | AFEM | Category Average | AFEM | Category Average |
|
Alpha
|
5.89 | 2.42 | 2.58 | -1.88 | 0.23 | 0.08 |
|
BETA
|
0.89 | 0.98 | 0.99 | 0.97 | 1.01 | 1 |
|
Mean Annual Return
|
2 | 1.61 | 1.07 | 0.6 | 0.86 | 0.83 |
|
R-squared
|
77.03 | 75.96 | 83.64 | 76.18 | 80.84 | 76.2 |
|
Standard Deviation
|
13.54 | -- | 16.76 | -- | 16.94 | -- |
|
Sharpe Ratio
|
1.44 | 0.91 | 0.54 | 0.22 | 0.46 | 0.44 |
|
Treynor Ratio
|
23.57 | 15.02 | 8.19 | 2.43 | 6.62 | 6.37 |
