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Fidelity Small-Mid Multifactor ETF (FSMD)

39.20
+0.04
+(0.10%)
At close: April 1 at 4:00:00 PM EDT

ETF Summary

The fund normally invests at least 80% of its assets in securities included in the Fidelity Small-Mid Multifactor Index?, which is designed to reflect the performance of stocks of small- and mid-capitalization U.S. companies with attractive valuations, high quality profiles, positive momentum signals, and lower volatility than the broader market, as represented by the Fidelity U.S. Extended Investable Market Index?.

Risk Overview

Performance & Risk

YTD Return -4.52%
5y Average Return 17.43%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FSMDCategory AverageFSMDCategory AverageFSMDCategory Average
Alpha -3.94 -7.6 -3.56 -5.91 0 -5.58
BETA 1.01 1.09 1.05 1.13 0 1.12
Mean Annual Return 0.79 0.54 1.2 1.1 0 0.77
R-squared 77.91 71.45 80.3 73.2 0 72.62
Standard Deviation 19.39 21.77 20.79 23.5 0 20.13
Sharpe Ratio 0.26 0.1 0.56 0.45 0 0.37
Treynor Ratio 3.39 -0.19 9.74 7.36 0 4.96

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