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Fidelity Emerging Markets Multifactor ETF (FDEM)

Cboe US - Cboe US Delayed price. Currency in USD

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25.38

+0.04

(+0.18%)

At close: 03:52PM EDT

Risk statistics

3 yearsFDEMCategory average

5 yearsFDEMCategory average

10 yearsFDEMCategory average

Alpha

-1.27-5.08

-1.48-1.72

0-0.69

BETA

0.770.94

0.850.99

01

Mean annual return

0.06-0.28

0.360.39

00.36

R-squared

80.1577.13

83.6679.33

076.8

Standard deviation

14.1417.73

16.419.62

017.17

Sharpe ratio

-0.17-0.35

0.130.13

00.16

Treynor ratio

-4.39-8.01

0.970.66

01.33