First Trust Multi Cap Value AlphaDEX (FAB)

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42.62 +0.02  +0.05% NYSE Arca Aug 31, 17:00 Delayed 2m USD
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FAB Price Chart

FAB Key Stats

Expense Ratio (12-1-14) 0.72%
Assets Under Management (8-28-15) 177.00M
30-Day Average Volume (8-28-15) 34707.10
Net Asset Value (8-28-15) 42.65
Discount or Premium to NAV (8-28-15) -0.12%
Turnover Ratio (7-31-14) 74.00%

FAB Asset Allocation

Type % Net % Long % Short
Cash 0.01% 0.01% 0.00%
Stock 99.91% 99.91% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.09% 0.09% 0.00%
As of Aug. 25, 2015

FAB Region Exposure

Americas 99.51%
North America 99.33%
Latin America 0.17%
Greater Europe 0.36%
United Kingdom 0.08%
Europe Developed 0.28%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.13%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.13%
Market Classification
% Developed Markets 99.87%
% Emerging Markets 0.13%
As of Aug. 25, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

FAB Stock Sector Exposure

Basic Materials 6.11%
Communication Services 2.04%
Consumer Cyclical 14.04%
Consumer Defensive 4.32%
Energy 13.03%
Financial Services 15.13%
Healthcare 2.02%
Industrials 16.09%
Real Estate 1.22%
Technology 11.69%
Utilities 14.31%
As of Aug. 25, 2015

FAB Stock Market Capitalization

Giant 4.91%
Large 20.57%
Medium 35.75%
Small 24.91%
Micro 13.77%
As of Aug. 25, 2015
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FAB Top 10 Holdings

Symbol Name % Weight Price % Chg
TSO Tesoro Corp 0.51% 92.03 -1.53%
PPL PPL Corp 0.50% 31.00 -1.18%
EIX Edison International 0.50% 58.49 -1.93%
SCG SCANA Corp 0.50% 52.89 -1.91%
GME GameStop Corp Class A 0.49% 42.44 -0.12%
GAS AGL Resources Inc 0.49% 60.97 +0.68%
PEG Public Service Enterprise Group Inc 0.49% 40.25 -0.67%
TRV Travelers Companies Inc 0.49% 99.55 -0.88%
CB Chubb Corp 0.47% 120.74 -0.21%
EXC Exelon Corp 0.47% 30.75 -2.07%
As of Aug. 25, 2015
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FAB Basic Info

Style
Equity Style Mid Cap/Value
Broad Asset Class US Equity
Broad Category Equity
Prospectus Objective Growth
Fund Owner Firm Name First Trust
Benchmark Index
Defined Multi Cap Value TR USD
100.0%

FAB Manager Info

Name Tenure
Daniel Lindquist 7.90 yrs
David McGarel 7.90 yrs
Jon Erickson 7.90 yrs
Roger Testin 7.90 yrs
Stan Ueland 7.90 yrs

FAB Risk Info

Beta 1.193
Max Drawdown (All) 64.25%
Historical Sharpe (10y) --
Historical Sortino (All) 0.5554
30-Day Rolling Volatility 22.39%
Daily Value at Risk (VaR) 1% (All) 4.63%
Monthly Value at Risk (VaR) 1% (All) 21.74%

FAB Fundamentals

Dividend Yield TTM (8-31-15) 1.50%
Weighted Average PE Ratio 13.99
Weighted Average Price to Sales Ratio 0.8130
Weighted Average Price to Book Ratio 1.477
Weighted Median ROE 13.72%
Weighted Median ROA 5.46%
Forecasted Dividend Yield 2.45%
Forecasted PE Ratio 15.58
Forecasted Price to Sales Ratio 0.7640
Forecasted Price to Book Ratio 1.378
Number of Holdings 642
As of Aug. 25, 2015

FAB Growth Estimates

Forecasted 5 Yr Earnings Growth 8.88%
Forecasted Book Value Growth 5.42%
Forecasted Cash Flow Growth 0.48%
Forecasted Earnings Growth 6.66%
Forecasted Revenue Growth 2.39%
As of Aug. 25, 2015

FAB Performance

  Returns Total Returns
1M -3.86% -3.86%
3M -11.40% -11.11%
6M -11.70% -11.20%
1Y -10.33% -9.10%
3Y 37.75% 43.41%
5Y 81.67% 93.66%
As of Aug. 28, 2015

FAB Net Flows

1M 0.00
3M 4.739M
6M 16.76M
YTD 15.99M
1Y 25.73M
3Y 121.05M
5Y 144.17M
As of July 31, 2015

FAB Attributes

Key Dates
Inception Date 5/8/2007
Last Annual Report Date 7/31/2014
Last Prospectus Date 12/1/2014
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

FAB Excel Add-In Codes

  • Name: =YCI("FAB","name")
  • Broad Asset Class: =YCI("FAB", "broad_asset_class")
  • Broad Category: =YCI("FAB", "broad_category_group")
  • Prospectus Objective: =YCI("FAB", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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