First Trust Multi Cap Val AlphaDEX® ETF (FAB)

49.38 -1.94  -3.78% NASDAQ Feb 27, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 49.30
Discount or Premium to NAV 0.16%
Turnover Ratio 96.00%
1 Year Fund Level Flows -8.332M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -11.71% -11.76% -7.87% 92
3M -12.32% -12.52% -5.96% 91
6M 2.60% 2.34% 4.25% 38
YTD -14.95% -15.20% -8.37% 97
1Y -8.40% -8.68% 0.39% 87
3Y -0.51% -0.60% 2.83% 84
5Y 2.11% 2.12% 4.44% 79
10Y 9.02% 9.00% 9.75% 62
15Y -- -- 6.88% --
20Y -- -- 8.66% --
As of Feb. 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.17% 0.17% 0.00%
Stock 99.83% 99.83% 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 Feb. 27, 2020

Region Exposure

Americas 99.31%
North America 99.10%
Latin America 0.22%
Greater Europe 0.60%
United Kingdom 0.40%
Europe Developed 0.21%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.08%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.08%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.96%
% Emerging Markets 0.04%
As of Feb. 26, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.99%
Communication Services 4.50%
Consumer Cyclical 14.41%
Consumer Defensive 4.52%
Energy 7.56%
Financial Services 25.69%
Healthcare 5.54%
Industrials 14.72%
Real Estate 4.29%
Technology 6.78%
Utilities 6.00%
As of Feb. 27, 2020

Stock Market Capitalization

Giant 5.22%
Large 22.90%
Medium 40.91%
Small 30.12%
Micro 0.85%
As of Feb. 27, 2020

Stock Style Exposure

Large Cap Value 21.85%
Large Cap Blend 5.96%
Large Cap Growth 0.10%
Mid Cap Value 27.98%
Mid Cap Blend 11.81%
Mid Cap Growth 1.48%
Small Cap Value 17.91%
Small Cap Blend 10.78%
Small Cap Growth 2.12%
As of Feb. 27, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
LEN Lennar Corp 0.60% 60.30 -4.27%
NEM Newmont Corp 0.57% 44.77 -3.78%
DHI D.R. Horton Inc 0.56% 54.22 -2.94%
EXC Exelon Corp 0.53% 43.09 -4.54%
MU Micron Technology Inc 0.50% 52.79 +4.37%
TMUS T-Mobile US Inc 0.50% 90.98 -0.28%
TXT Textron Inc 0.49% 40.54 -0.83%
T AT&T Inc 0.49% 35.58 -0.42%
BEN Franklin Resources Inc 0.46% 21.50 -5.04%
COF Capital One Financial Corp 0.46% 88.55 -0.70%
As of Feb. 27, 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 the Nasdaq AlphaDEX® Multi Cap Value Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks that comprise the index. The index is designed to select value stocks from the NASDAQ US 500 Large Cap Index, NASDAQ US 600 Mid Cap Index and NASDAQ US 700 Small Cap Index that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Value
Prospectus Objective Growth
Fund Owner Firm Name First Trust
Benchmark Index
NASDAQ AlphaDEX(R) Multi-C Value TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 3.71 yrs
Daniel Lindquist 12.58 yrs
David McGarel 12.58 yrs
Jon Erickson 12.58 yrs
Roger Testin 12.58 yrs
Stan Ueland 12.58 yrs

Net Fund Flows

1M -2.882M
3M -2.882M
6M -2.882M
YTD -2.882M
1Y -8.332M
3Y -40.95M
5Y -111.68M
10Y 20.80M
As of Jan. 31, 2020

Risk Info

Beta (5Y) 1.138
Max Drawdown (All) 63.30%
Historical Sharpe Ratio (10Y) 0.719
Historical Sortino (All) 0.3756
30-Day Rolling Volatility 23.40%
Daily Value at Risk (VaR) 1% (All) 4.11%
Monthly Value at Risk (VaR) 1% (All) 18.15%

Fundamentals

Dividend Yield TTM (2-27-20) 2.06%
30-Day SEC Yield (1-31-20) 1.73%
7-Day SEC Yield --
Weighted Average PE Ratio 11.77
Weighted Average Price to Sales Ratio 0.8694
Weighted Average Price to Book Ratio 1.395
Weighted Median ROE 15.70%
Weighted Median ROA 5.41%
Forecasted Dividend Yield 2.60%
Forecasted PE Ratio 11.55
Forecasted Price to Sales Ratio 0.8126
Forecasted Price to Book Ratio 1.259
Number of Holdings 675
As of Feb. 26, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.18%
Forecasted Book Value Growth 6.68%
Forecasted Cash Flow Growth 5.48%
Forecasted Earnings Growth 7.16%
Forecasted Revenue Growth 4.91%
As of Feb. 26, 2020

Comparables

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Attributes

Key Dates
Inception Date 5/8/2007
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 12/2/2019
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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