Summary
RFEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 27.93% Volatility 18.14% Sharpe 1.33
Official loaded data — not a live quote.

FIRST TRUST RIVERFRONT DYNAMIC EMERGING MARKETS ETF

Symbol: RFEM

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 14/06/2016

Latest date: 20/07/2026

Current price: $90.40

Expense ratio: 0.99%

Assets under management
$78.3M
-0.22% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-5.08%

Ann. -50.85% (Sharpe / Sortino numerator)

Volatility

29.17%

Sharpe ratio

-1.868

VaR 95%

-3.02%

CVaR 95%: -3.50%
Max drawdown: -6.35%
Sortino ratio: -3.137
Calmar ratio: -8.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.80%

Ann. 8.43% (Sharpe / Sortino numerator)

Volatility

21.34%

Sharpe ratio

0.225

VaR 95%

-2.15%

CVaR 95%: -2.91%
Max drawdown: -11.70%
Sortino ratio: 0.331
Calmar ratio: 0.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.25%

Ann. 17.34% (Sharpe / Sortino numerator)

Volatility

18.22%

Sharpe ratio

0.752

VaR 95%

-1.64%

CVaR 95%: -2.67%
Max drawdown: -11.70%
Sortino ratio: 1.033
Calmar ratio: 1.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.93%

Ann. 27.81% (Sharpe / Sortino numerator)

Volatility

18.14%

Sharpe ratio

1.333

VaR 95%

-1.48%

CVaR 95%: -2.67%
Max drawdown: -11.70%
Sortino ratio: 1.741
Calmar ratio: 2.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

46.37%

Ann. 18.74% (Sharpe / Sortino numerator)

Volatility

17.04%

Sharpe ratio

0.887

VaR 95%

-1.71%

CVaR 95%: -2.47%
Max drawdown: -15.81%
Sortino ratio: 1.207
Calmar ratio: 1.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

76.38%

Ann. 18.95% (Sharpe / Sortino numerator)

Volatility

16.01%

Sharpe ratio

0.957

VaR 95%

-1.63%

CVaR 95%: -2.28%
Max drawdown: -15.81%
Sortino ratio: 1.344
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.105%

Best day

4.339%

08/04/2026
Worst day

-4.604%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $90.60 $90.78 $90.40 $90.40 2,700
17/07/2026 $90.79 $90.86 $90.44 $90.73 1,900
16/07/2026 $92.80 $92.91 $91.88 $91.88 28,000
15/07/2026 $93.37 $93.43 $93.37 $93.43 800
14/07/2026 $92.68 $92.68 $92.58 $92.58 1,200
13/07/2026 $93.50 $93.50 $92.58 $92.58 800
10/07/2026 $94.00 $94.41 $94.00 $94.36 1,600
09/07/2026 $93.63 $93.82 $93.53 $93.70 1,000
08/07/2026 $92.74 $93.28 $92.39 $93.28 2,900
07/07/2026 $92.23 $92.23 $92.23 $92.23 500