First Trust Multi Cap Value AlphaDEX (FAB)

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42.46 -0.37  -0.87% NASDAQ May 4, 20:00 Delayed 2m USD
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FAB Key Stats

Expense Ratio (4-8-16) 0.64%
Assets Under Management (5-4-16) 106.13M
30-Day Average Volume (5-4-16) 21649.47
Net Asset Value (5-4-16) 42.45
Discount or Premium to NAV (5-4-16) 0.02%
Turnover Ratio (7-31-15) 82.00%

FAB Asset Allocation

Type % Net % Long % Short
Cash -0.00% 0.00% 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 0.05% 0.05% 0.00%
As of May 3, 2016

FAB Net Fund Flows

1M -2.094M
3M -11.43M
6M -33.10M
YTD -22.85M
1Y -71.80M
3Y 32.40M
5Y 57.22M
10Y --
As of April 30, 2016

FAB Net Share Class Flows

1M -2.094M
3M -11.43M
6M -33.10M
YTD -22.85M
1Y -71.80M
3Y 32.40M
5Y 57.22M
10Y --
As of April 30, 2016

FAB Region Exposure

Americas 99.78%
North America 99.55%
Latin America 0.23%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.22%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.15%
Asia Emerging 0.07%
Market Classification
% Developed Markets 99.93%
% Emerging Markets 0.07%
As of March 28, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

FAB Stock Sector Exposure

Basic Materials 5.47%
Communication Services 2.79%
Consumer Cyclical 16.34%
Consumer Defensive 3.71%
Energy 7.78%
Financial Services 24.19%
Healthcare 2.80%
Industrials 15.00%
Real Estate 4.75%
Technology 10.25%
Utilities 6.92%
As of May 3, 2016

FAB Stock Market Capitalization

Giant 5.32%
Large 19.91%
Medium 38.19%
Small 27.96%
Micro 8.56%
As of May 3, 2016
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FAB Top 10 Holdings

Symbol Name % Weight Price % Chg
RF Regions Financial Corp 0.53% 9.045 +0.06%
STI SunTrust Banks Inc 0.52% 40.35 -0.71%
C Citigroup Inc 0.49% 44.22 -0.99%
BG Bunge Ltd 0.49% 60.60 -2.37%
FITB Fifth Third Bancorp 0.49% 17.49 -0.29%
ADM Archer-Daniels Midland Co 0.48% 38.09 -1.63%
PRU Prudential Financial Inc 0.48% 75.83 -0.58%
S Sprint Corp 0.47% 3.45 -0.58%
AR Antero Resources Corp 0.47% 25.79 -0.42%
COF Capital One Financial Corp 0.47% 69.12 -0.80%
As of May 3, 2016
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FAB Basic Info

Style
Equity Style Mid Cap/Value
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 USD
100.0%

FAB Manager Info

Name Tenure
Chris Peterson 0.04 yrs
Daniel Lindquist 8.91 yrs
David McGarel 8.91 yrs
Jon Erickson 8.91 yrs
Roger Testin 8.91 yrs
Stan Ueland 8.91 yrs

FAB Risk Info

Beta 1.160
Max Drawdown (All) 64.25%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.4221
30-Day Rolling Volatility 16.32%
Daily Value at Risk (VaR) 1% (All) 4.55%
Monthly Value at Risk (VaR) 1% (All) 20.05%

FAB Fundamentals

Dividend Yield TTM (5-4-16) 1.57%
Weighted Average PE Ratio 12.39
Weighted Average Price to Sales Ratio 0.6486
Weighted Average Price to Book Ratio 1.219
Weighted Median ROE 12.90%
Weighted Median ROA 4.96%
Forecasted Dividend Yield 2.86%
Forecasted PE Ratio 13.12
Forecasted Price to Sales Ratio 0.6399
Forecasted Price to Book Ratio 1.188
Number of Holdings 627
As of March 28, 2016

FAB Growth Estimates

Forecasted 5 Yr Earnings Growth 9.27%
Forecasted Book Value Growth 1.70%
Forecasted Cash Flow Growth -1.54%
Forecasted Earnings Growth 3.25%
Forecasted Revenue Growth -0.43%
As of March 28, 2016

FAB Performance

  Returns Total Returns
1M 0.14% 0.14%
3M 11.32% 11.63%
6M -3.35% -2.61%
1Y -13.26% -11.91%
3Y 14.13% 18.97%
5Y 36.43% 46.29%
As of May 4, 2016

FAB Comparables

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FAB Attributes

Key Dates
Inception Date 5/8/2007
Last Annual Report Date 7/31/2015
Last Prospectus Date 4/8/2016
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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