First Trust Multi Cap Value AlphaDEX (FAB)

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36.95 +0.80  +2.21% NYSE Arca Feb 12, 20:00 Delayed 2m USD
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FAB Price Chart

FAB Key Stats

Expense Ratio (12-1-15) 0.66%
Assets Under Management (2-12-16) 94.22M
30-Day Average Volume (2-12-16) 28213.03
Net Asset Value (2-12-16) 36.95
Discount or Premium to NAV (2-12-16) 0.00%
Turnover Ratio (7-31-15) 82.00%

FAB Asset Allocation

Type % Net % Long % Short
Cash -0.00% 0.00% 0.00%
Stock 99.94% 99.94% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.06% 0.06% 0.00%
As of Feb. 11, 2016

FAB Region Exposure

Americas 99.30%
North America 99.14%
Latin America 0.16%
Greater Europe 0.21%
United Kingdom 0.00%
Europe Developed 0.21%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.48%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.37%
Asia Emerging 0.11%
Market Classification
% Developed Markets 99.89%
% Emerging Markets 0.11%
As of Feb. 11, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

FAB Stock Sector Exposure

Basic Materials 6.77%
Communication Services 2.34%
Consumer Cyclical 18.41%
Consumer Defensive 3.84%
Energy 9.74%
Financial Services 13.41%
Healthcare 2.49%
Industrials 18.40%
Real Estate 1.80%
Technology 12.04%
Utilities 10.75%
As of Feb. 11, 2016

FAB Stock Market Capitalization

Giant 4.51%
Large 18.00%
Medium 33.93%
Small 28.04%
Micro 15.46%
As of Feb. 11, 2016
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FAB Top 10 Holdings

Symbol Name % Weight Price % Chg
NEM Newmont Mining Corp 0.65% 25.78 +2.96%
KORS Michael Kors Holdings Ltd 0.58% 49.57 +0.88%
CTL CenturyLink Inc 0.51% 28.61 +4.84%
PEG Public Service Enterprise Group Inc 0.51% 41.89 +0.00%
CMI Cummins Inc 0.51% 97.01 +1.85%
URBN Urban Outfitters Inc 0.49% 24.81 +3.81%
ETN Eaton Corp PLC 0.48% 54.20 +2.07%
PCAR PACCAR Inc 0.48% 50.00 +3.54%
GLW Corning Inc 0.46% 18.39 +3.26%
GME GameStop Corp Class A 0.45% 26.98 +1.16%
As of Feb. 11, 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
Defined Multi Cap Value TR USD
100.0%

FAB Manager Info

Name Tenure
Daniel Lindquist 8.66 yrs
David McGarel 8.66 yrs
Jon Erickson 8.66 yrs
Roger Testin 8.66 yrs
Stan Ueland 8.66 yrs

FAB Risk Info

Beta 1.144
Max Drawdown (All) 64.25%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.2442
30-Day Rolling Volatility 26.61%
Daily Value at Risk (VaR) 1% (All) 4.56%
Monthly Value at Risk (VaR) 1% (All) 20.33%

FAB Fundamentals

Dividend Yield TTM (2-12-16) 1.79%
Weighted Average PE Ratio 11.56
Weighted Average Price to Sales Ratio 0.6432
Weighted Average Price to Book Ratio 1.238
Weighted Median ROE 14.63%
Weighted Median ROA 5.75%
Forecasted Dividend Yield 2.80%
Forecasted PE Ratio 12.37
Forecasted Price to Sales Ratio 0.6364
Forecasted Price to Book Ratio 1.211
Number of Holdings 629
As of Feb. 11, 2016

FAB Growth Estimates

Forecasted 5 Yr Earnings Growth 8.67%
Forecasted Book Value Growth 1.52%
Forecasted Cash Flow Growth -1.88%
Forecasted Earnings Growth 5.03%
Forecasted Revenue Growth -0.58%
As of Feb. 11, 2016

FAB Performance

  Returns Total Returns
1M -1.99% -1.99%
3M -12.46% -12.03%
6M -17.23% -16.44%
1Y -23.02% -21.84%
3Y 3.65% 7.99%
5Y 21.79% 30.23%
As of Feb. 12, 2016

FAB Net Flows

1M -11.42M
3M -21.67M
6M -65.11M
YTD -11.42M
1Y -48.36M
3Y 50.86M
5Y 77.79M
As of Jan. 31, 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 12/1/2015
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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