First Trust Dorsey Wright Momt & Val ETF (DVLU)

14.08 +0.28  +2.03% NASDAQ Jul 13, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 13.76
Discount or Premium to NAV 2.35%
Turnover Ratio 152.0%
1 Year Fund Level Flows -607824.0

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.73% -1.12% -1.45% 38
3M 8.97% 6.57% 9.74% 92
6M -28.29% -29.94% -20.63% 96
YTD -27.47% -29.39% -20.68% 96
1Y -23.41% -25.30% -15.50% 95
3Y -- -- -2.20% --
5Y -- -- 1.69% --
10Y -- -- 8.06% --
15Y -- -- 5.54% --
20Y -- -- 7.04% --
As of July 13, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.11% 0.11% 0.00%
Stock 99.89% 99.89% 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 13, 2020

Region Exposure

Americas 96.77%
North America 96.77%
Latin America 0.00%
Greater Europe 1.01%
United Kingdom 0.00%
Europe Developed 1.01%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 2.22%
Japan 0.00%
Australasia 0.00%
Asia Developed 2.22%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of July 13, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.41%
Communication Services 3.96%
Consumer Cyclical 8.45%
Consumer Defensive 8.52%
Energy 11.90%
Financial Services 10.78%
Healthcare 14.41%
Industrials 15.91%
Real Estate 0.00%
Technology 15.13%
Utilities 9.54%
As of July 13, 2020

Stock Market Capitalization

Giant 11.17%
Large 22.46%
Medium 53.88%
Small 12.49%
Micro 0.00%
As of July 13, 2020

Stock Style Exposure

Large Cap Value 13.01%
Large Cap Blend 20.62%
Large Cap Growth 0.00%
Mid Cap Value 18.35%
Mid Cap Blend 21.71%
Mid Cap Growth 13.81%
Small Cap Value 5.88%
Small Cap Blend 2.78%
Small Cap Growth 3.83%
As of July 13, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
PE Parsley Energy Inc A 4.21% 10.80 +4.85%
CLR Continental Resources Inc 3.85% 16.88 +7.04%
WPX WPX Energy Inc Class A 3.83% 5.62 +4.07%
NRG NRG Energy Inc 3.75% 33.84 +1.84%
XPO XPO Logistics Inc 3.24% 78.73 +3.20%
KNX Knight-Swift Transportation Holdings Inc A 2.88% 43.07 +3.14%
GPK Graphic Packaging Holding Co 2.78% 14.00 +2.49%
AIZ Assurant Inc 2.73% 101.50 +1.33%
PKG Packaging Corp of America 2.73% 101.70 +2.96%
CAG Conagra Brands Inc 2.73% 36.89 +3.51%
As of July 13, 2020
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Basic Info

Investment Strategy
The investment seeks investment results that correspond generally to the price and yield (before the fund's fees and expenses) of an index called the Dorsey Wright Momentum Plus Value Index (the "index"). Under normal conditions, the fund will invest at least 90% of its net assets (including investment borrowings) in the equity securities that comprise the index. The index is a rules-based equity index designed to track the overall performance of the 50 most undervalued stocks comprising the NASDAQ US Large Mid Index that exhibit high levels of "relative strength." The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Value
Prospectus Objective Growth and Income
Fund Owner Firm Name First Trust
Benchmark Index
Dorsey Wright Momentum Plus Value USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 1.82 yrs
Daniel Lindquist 1.82 yrs
David McGarel 1.82 yrs
Jon Erickson 1.82 yrs
Roger Testin 1.82 yrs
Stan Ueland 1.82 yrs

Net Fund Flows

1M -727518.5
3M -662382.0
6M -2.576M
YTD -2.576M
1Y -607824.0
3Y --
5Y --
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 53.26%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.3148
30-Day Rolling Volatility 32.74%
Daily Value at Risk (VaR) 1% (All) 9.28%
Monthly Value at Risk (VaR) 1% (All) 45.07%

Fundamentals

Dividend Yield TTM (7-13-20) 2.35%
30-Day SEC Yield (6-30-20) 0.98%
7-Day SEC Yield --
Weighted Average PE Ratio 14.94
Weighted Average Price to Sales Ratio 1.124
Weighted Average Price to Book Ratio 2.164
Weighted Median ROE 13.86%
Weighted Median ROA 5.22%
Forecasted Dividend Yield 1.75%
Forecasted PE Ratio 17.55
Forecasted Price to Sales Ratio 1.068
Forecasted Price to Book Ratio 1.664
Number of Holdings 51
As of July 13, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.64%
Forecasted Book Value Growth 10.33%
Forecasted Cash Flow Growth 14.33%
Forecasted Earnings Growth 18.71%
Forecasted Revenue Growth 8.05%
As of July 13, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/5/2018
Termination Date
Last Annual Report Date 9/30/2019
Last Prospectus Date 2/3/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual 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
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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