First Trust Multi Cap Val AlphaDEX® ETF (FAB)

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54.17 +0.20  +0.37% NASDAQ Sep 20, 14:47 Delayed 2m USD
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Key Stats

Net Asset Value 54.02
Discount or Premium to NAV -0.09%
Turnover Ratio 89.00%
1 Year Fund Level Flows -3.038M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 6.53% 6.46% 6.07% 5
3M 2.14% 2.08% 2.83% 66
6M 0.27% 0.17% 2.87% 84
YTD 13.55% 13.35% 17.27% 79
1Y -5.97% -5.89% -2.08% 78
3Y 7.94% 7.96% 8.20% 58
5Y 4.43% 4.45% 5.68% 77
10Y 10.53% 10.56% 10.60% 51
15Y -- -- 8.00% --
20Y -- -- 8.62% --
As of Sept. 19, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.24% 0.24% 0.00%
Stock 99.76% 99.76% 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 Sept. 19, 2019

Region Exposure

Americas 98.90%
North America 98.68%
Latin America 0.23%
Greater Europe 0.79%
United Kingdom 0.50%
Europe Developed 0.29%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.30%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.22%
Asia Emerging 0.09%
Market Classification
% Developed Markets 99.91%
% Emerging Markets 0.09%
As of Sept. 19, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 8.19%
Communication Services 1.68%
Consumer Cyclical 18.49%
Consumer Defensive 5.07%
Energy 8.68%
Financial Services 23.32%
Healthcare 3.10%
Industrials 15.18%
Real Estate 4.39%
Technology 8.29%
Utilities 3.61%
As of Sept. 19, 2019

Stock Market Capitalization

Giant 4.32%
Large 20.71%
Medium 41.99%
Small 31.18%
Micro 1.80%
As of Sept. 19, 2019

Stock Style Exposure

Large Cap Value 18.90%
Large Cap Blend 5.13%
Large Cap Growth 1.25%
Mid Cap Value 27.10%
Mid Cap Blend 13.52%
Mid Cap Growth 1.52%
Small Cap Value 19.44%
Small Cap Blend 11.09%
Small Cap Growth 2.05%
As of Sept. 19, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
MU Micron Technology Inc 0.58% 49.45 -0.74%
KR The Kroger Co 0.54% 25.71 -0.43%
DHI D.R. Horton Inc 0.53% 51.69 +1.61%
HFC HollyFrontier Corp 0.51% 52.71 -0.13%
ALLY Ally Financial Inc 0.50% 33.99 -1.42%
LEN Lennar Corp 0.50% 54.48 +1.28%
T AT&T Inc 0.50% 37.43 +0.75%
MYL Mylan NV 0.50% 21.04 +0.19%
PSX Phillips 66 0.50% 103.61 +0.51%
CCL Carnival Corp 0.47% 48.07 -0.64%
As of Sept. 19, 2019
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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 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 2.88 yrs
Daniel Lindquist 11.74 yrs
David McGarel 11.74 yrs
Jon Erickson 11.74 yrs
Roger Testin 11.74 yrs
Stan Ueland 11.74 yrs

Net Fund Flows

1M 0.00
3M -2.700M
6M -2.700M
YTD -5.450M
1Y -3.038M
3Y -40.15M
5Y -99.83M
10Y 27.29M
As of Aug. 31, 2019

Risk Info

Beta (5Y) 1.125
Max Drawdown (All) 63.30%
Historical Sharpe Ratio (10Y) 0.715
Historical Sortino (All) 0.3224
30-Day Rolling Volatility 25.40%
Daily Value at Risk (VaR) 1% (All) 4.21%
Monthly Value at Risk (VaR) 1% (All) 18.21%

Fundamentals

Dividend Yield TTM (9-20-19) 1.55%
30-Day SEC Yield (8-30-19) 1.94%
7-Day SEC Yield --
Weighted Average PE Ratio 10.33
Weighted Average Price to Sales Ratio 0.6952
Weighted Average Price to Book Ratio 1.250
Weighted Median ROE 15.61%
Weighted Median ROA 5.37%
Forecasted Dividend Yield 2.88%
Forecasted PE Ratio 10.58
Forecasted Price to Sales Ratio 0.6502
Forecasted Price to Book Ratio 1.211
Number of Holdings 676
As of Sept. 19, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.36%
Forecasted Book Value Growth 5.74%
Forecasted Cash Flow Growth 12.66%
Forecasted Earnings Growth 10.03%
Forecasted Revenue Growth 6.86%
As of Sept. 19, 2019

Comparables

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Attributes

Key Dates
Inception Date 5/8/2007
Termination Date
Last Annual Report Date 7/31/2018
Last Prospectus Date 11/30/2018
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

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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