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First Trust RiverFront Dynamic Emerging Markets ETF (RFEM)

62.12
+0.53
+(0.86%)
At close: January 14 at 4:00:00 PM EST

ETF Summary

The fund invests at least 80% of its net assets (including investment borrowings) in a portfolio of equity securities of emerging market companies, including through investments in common stock, depositary receipts, and common and preferred shares of real estate investment trusts, and forward foreign currency exchange contracts and currency spot transactions used to hedge the fund's exposure to the currencies in which the equity securities of such emerging market companies are denominated. The fund may invest in small, mid and large capitalization companies.

Risk Overview

Performance & Risk

YTD Return -2.68%
5y Average Return 2.16%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
RFEMCategory AverageRFEMCategory AverageRFEMCategory Average
Alpha 2.34 -2.8 -0.19 -1.38 0 -0.83
BETA 1.03 0.95 0.97 0.97 0 0.99
Mean Annual Return 0.37 -0.05 0.44 0.34 0 0.41
R-squared 85.1 76.73 81.76 77.58 0 76.07
Standard Deviation 18.07 17.67 18.53 19.2 0 17.13
Sharpe Ratio 0.01 -0.26 0.14 0.08 0 0.18
Treynor Ratio -1.4 -6.51 0.95 -0.34 0 1.7

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