Firstly, Yale's AM is a specialized quantitative finance program specifically in Asset Management, one of its kind; but not a typical MFE program. Therefore, the comparison between Yale's AM and other MFE programs would be meaningless.
Secondly, the admissions bar is on par with that of Princeton's MFin program, meaning much higher than other Finance masters or MFEs such as MIT's MFin, UCB MFE, etc. Yale originally planned to start this program in Fall 2020 but deferred the start to Fall 2021 due to pandemic. From their admissions data released to offer holders, they received over 1100+ applications and admitted 53 students last year, of which made a class size of 28 students. They plan to admit a similar number this year and combine them with last year's cohort for an initial class of around 60 students. Hope this helps!