First Trust Multi Cap Value AlphaDEX (FAB)

Add to Watchlists
Create an Alert
45.49 -0.10  -0.22% NASDAQ Aug 26, 20:00 Delayed 2m USD
View Full Chart
FAB Price Chart

FAB Key Stats

Expense Ratio 0.64%
Share Class Assets Under Management 104.63M
30-Day Average Daily Volume Upgrade
Net Asset Value 45.64
Discount or Premium to NAV 0.00%
Turnover Ratio 82.00

FAB Asset Allocation

Type % Net % Long % Short
Cash 0.00% 0.00% 0.00%
Stock 99.82% 99.82% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.18% 0.18% 0.00%
As of Aug. 25, 2016

FAB Net Fund Flows

1M -240000.0
3M -8.862M
6M -20.29M
YTD -31.71M
1Y -85.40M
3Y 10.19M
5Y 43.65M
10Y --
As of July 31, 2016

FAB Net Share Class Flows

1M -240000.0
3M -8.862M
6M -20.29M
YTD -31.71M
1Y -85.40M
3Y 10.19M
5Y 43.65M
10Y --
As of July 31, 2016

FAB Region Exposure

Americas 99.70%
North America 99.44%
Latin America 0.27%
Greater Europe 0.08%
United Kingdom 0.00%
Europe Developed 0.08%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.22%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.22%
Market Classification
% Developed Markets 99.78%
% Emerging Markets 0.22%
As of Aug. 25, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

FAB Stock Sector Exposure

Basic Materials 4.51%
Communication Services 2.50%
Consumer Cyclical 19.00%
Consumer Defensive 3.42%
Energy 5.62%
Financial Services 23.57%
Healthcare 3.21%
Industrials 16.94%
Real Estate 4.60%
Technology 11.02%
Utilities 5.61%
As of Aug. 25, 2016

FAB Stock Market Capitalization

Giant 4.92%
Large 19.41%
Medium 39.00%
Small 27.70%
Micro 8.79%
As of Aug. 25, 2016

FAB Stock Style Exposure

Large Cap Value 17.49%
Large Cap Blend 6.38%
Large Cap Growth 0.59%
Mid Cap Value 25.64%
Mid Cap Blend 11.46%
Mid Cap Growth 2.14%
Small Cap Value 20.63%
Small Cap Blend 13.03%
Small Cap Growth 2.63%
As of Aug. 25, 2016
View More Holdings

FAB Top 10 Holdings

Symbol Name % Weight Price % Chg
HTZ Hertz Global Holdings Inc 0.57% 50.58 -0.14%
AAL American Airlines Group Inc 0.54% 36.23 -1.33%
BBY Best Buy Co Inc 0.54% 39.48 -0.08%
GPS Gap Inc 0.52% 26.48 +0.34%
HPE Hewlett Packard Enterprise Co 0.50% 21.78 -0.27%
KSS Kohl's Corp 0.49% 44.54 -0.31%
MU Micron Technology Inc 0.49% 16.51 +1.91%
UAL United Continental Holdings Inc 0.48% 46.87 -1.39%
ALLY Ally Financial Inc 0.48% 19.71 -0.15%
BWA BorgWarner Inc 0.48% 33.65 -0.36%
As of Aug. 25, 2016
Advertisement

One Page Reports

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 0.37 yrs
Daniel Lindquist 9.24 yrs
David McGarel 9.24 yrs
Jon Erickson 9.24 yrs
Roger Testin 9.24 yrs
Stan Ueland 9.24 yrs

FAB Risk Info

Beta 1.162
Max Drawdown (All) 64.25%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.441
30-Day Rolling Volatility 10.24%
Daily Value at Risk (VaR) 1% (All) 4.51%
Monthly Value at Risk (VaR) 1% (All) 19.89%

FAB Fundamentals

Dividend Yield TTM (8-26-16) 1.47%
Weighted Average PE Ratio 13.00
Weighted Average Price to Sales Ratio 0.8039
Weighted Average Price to Book Ratio 1.490
Weighted Median ROE 15.18%
Weighted Median ROA 5.12%
Forecasted Dividend Yield 2.57%
Forecasted PE Ratio 13.69
Forecasted Price to Sales Ratio 0.7683
Forecasted Price to Book Ratio 1.407
Number of Holdings 675
As of Aug. 25, 2016

FAB Growth Estimates

Forecasted 5 Yr Earnings Growth 8.52%
Forecasted Book Value Growth 4.39%
Forecasted Cash Flow Growth 6.71%
Forecasted Earnings Growth 5.94%
Forecasted Revenue Growth 0.26%
As of Aug. 25, 2016

FAB Performance

  Returns Total Returns
1M 0.91% 0.91%
3M 5.50% 5.89%
6M 15.63% 16.38%
1Y 10.61% 12.39%
3Y 14.58% 19.48%
5Y 74.29% 86.71%
As of Aug. 25, 2016

FAB Comparables

Edit

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.

Access our powerful Excel Add-in with a YCharts Professional Membership. Learn More.

Advertisement

You've hit the 10 page limit on YCharts.

Experience the power of YCharts.
Start your Free 7-Day Trial.

Start My Free Trial No credit card required.

Already a subscriber? Sign in.

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}
Start your free 7-Day Trial.

{{root.upsell.info.button_text}} No credit card required.

Already a subscriber? Sign in.