First Trust Multi Cap Value AlphaDEX (FAB)

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44.10 -0.59  -1.33% NYSE Arca Jul 24, 20:00 Delayed 2m USD
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FAB Price Chart

FAB Description

First Trust Multi Cap Value AlphaDEX is a long only equity fund managed by First Trust that tracks the Defined Multi Cap Value TR USD index and has 192.75M USD assets under management. It has an forecasted dividend yield of 2.37%, a forecasted PE ratio of 15.58, and a forecasted price to book value of 1.420. The fund has a net expense ratio of 0.72%, turns over its positions 74.00% per year, and is traded on the New York Stock Exchange Arca.

FAB Key Info

Expense Ratio (12-1-14) 0.72%
Assets Under Management (7-27-15) 192.75M
30-Day Average Volume (7-24-15) 13725.70
Net Asset Value (7-27-15) 43.81
Discount or Premium to NAV (7-27-15) -0.09%
Turnover Ratio (7-31-14) 74.00%

FAB Asset Allocation

Type % Net % Long % Short
Cash 0.05% 0.05% 0.00%
Stock 99.95% 99.95% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 23, 2015

FAB Region Exposure

Americas 99.53%
North America 99.16%
Latin America 0.37%
Greater Europe 0.35%
United Kingdom 0.08%
Europe Developed 0.27%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.12%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.12%
Market Classification
% Developed Markets 99.73%
% Emerging Markets 0.27%
As of July 23, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

FAB Stock Sector Exposure

Basic Materials 6.21%
Communication Services 1.98%
Consumer Cyclical 14.33%
Consumer Defensive 4.31%
Energy 14.35%
Financial Services 15.25%
Healthcare 2.00%
Industrials 15.88%
Real Estate 1.21%
Technology 11.58%
Utilities 12.89%
As of July 23, 2015

FAB Stock Market Capitalization

Giant 5.15%
Large 21.81%
Medium 34.34%
Small 25.41%
Micro 13.23%
As of July 23, 2015
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FAB Top 10 Holdings

Name % Weight Price % Chg
Tesoro Corp 0.50% 97.09 -1.87%
GameStop Corp Class A 0.47% 45.35 -0.31%
Travelers Companies Inc 0.47% 105.62 +0.33%
Marathon Petroleum Corp 0.46% 54.48 -3.27%
Valero Energy Corp 0.45% 64.38 -2.01%
PPL Corp 0.45% 31.07 +1.21%
Hewlett-Packard Co 0.45% 30.26 -1.77%
Edison International 0.45% 58.93 +2.22%
American International Group Inc 0.45% 63.25 -0.61%
SCANA Corp 0.45% 53.33 +1.45%
As of July 23, 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 1.190
Max Drawdown (All) 64.25%
Historical Sharpe (10y) --
Historical Sortino (All) 0.5554
30-Day Rolling Volatility 12.64%
Daily Value at Risk (VaR) 1% (All) 4.63%
Monthly Value at Risk (VaR) 1% (All) 21.74%

FAB Fundamentals

Dividend Yield TTM (7-24-15) 1.45%
Weighted Average PE Ratio 14.16
Weighted Average Price to Sales Ratio 0.8380
Weighted Average Price to Book Ratio 1.528
Weighted Median ROE 13.88%
Weighted Median ROA 5.55%
Forecasted Dividend Yield 2.37%
Forecasted PE Ratio 15.58
Forecasted Price to Sales Ratio 0.7881
Forecasted Price to Book Ratio 1.420
Number of Holdings 644
As of July 23, 2015

FAB Growth Estimates

Forecasted 5 Yr Earnings Growth 9.00%
Forecasted Book Value Growth 5.32%
Forecasted Cash Flow Growth 0.44%
Forecasted Earnings Growth 6.72%
Forecasted Revenue Growth 2.42%
As of July 23, 2015

FAB Performance

  Returns Total Returns
1M -7.61% -7.61%
3M -9.43% -9.13%
6M -4.55% -4.00%
1Y -6.61% -5.33%
3Y 53.49% 59.81%
5Y 78.75% 90.56%
As of July 27, 2015

FAB Net Flows

1M 4.739M
3M 9.564M
6M 15.99M
YTD 15.99M
1Y 33.03M
3Y 121.10M
5Y 144.17M
As of June 30, 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
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