First Trust Multi Cap Val AlphaDEX® ETF (FAB)
54.17
+0.20 +0.37%
NASDAQ
Sep 20, 14:47
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.71% |
| Total Assets Under Management | 83.74M |
| Share Class Assets Under Management | 83.74M |
| 30-Day Average Daily Volume | 4103.93 |
| Net Asset Value | 54.02 |
| Discount or Premium to NAV | -0.09% |
| Turnover Ratio | 89.00% |
| 1 Year Fund Level Flows | -3.038M |
View All FAB News
News
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WireHeadlineTime (ET)
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Yahoo09/12 15:37
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Yahoo07/15 04:50
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Yahoo06/30 22:20
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Business Wire06/13 16:51
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Business Wire03/20 16:50
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Business Wire12/17 17:33
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Business Wire09/13 17:18
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Business Wire06/20 17:15
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Business Wire03/21 17:04
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Business Wire12/20 17:21
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% | -- |
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% |
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% |
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% |
Stock Market Capitalization
| Giant | 4.32% |
| Large | 20.71% |
| Medium | 41.99% |
| Small | 31.18% |
| Micro | 1.80% |
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% |
View More Holdings
As of Sept. 19, 2019
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% |
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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 |
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 |
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% |
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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