First Trust Emerging Mrkts AlphaDEX® ETF (FEM)

23.18 -0.01  -0.06% NASDAQ Aug 12, 16:59 USD
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Key Stats

Net Asset Value 23.30
Discount or Premium to NAV -0.47%
Turnover Ratio 122.0%
1 Year Fund Level Flows -185.42M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.32% 2.78% 2.10% 30
3M 20.85% 20.36% 19.79% 46
6M -8.77% -8.03% 0.24% 89
YTD -11.65% -10.65% -1.66% 88
1Y 3.27% 3.04% 10.83% 79
3Y 0.53% 0.76% 2.83% 75
5Y 5.42% 5.41% 5.54% 58
10Y -- -- 3.15% --
15Y -- -- 5.93% --
20Y -- -- 7.28% --
As of Aug. 11, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.15% 0.15% 0.00%
Stock 99.85% 99.85% 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 Aug. 11, 2020

Region Exposure

Americas 12.86%
North America 0.00%
Latin America 12.86%
Greater Europe 21.53%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 18.29%
Africa/Middle East 3.24%
Greater Asia 65.61%
Japan 0.00%
Australasia 0.00%
Asia Developed 9.68%
Asia Emerging 55.93%
Market Classification
% Developed Markets 9.68%
% Emerging Markets 90.32%
As of Aug. 10, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 14.77%
Communication Services 7.25%
Consumer Cyclical 9.95%
Consumer Defensive 7.80%
Energy 10.69%
Financial Services 3.08%
Healthcare 9.18%
Industrials 11.02%
Real Estate 10.60%
Technology 7.51%
Utilities 8.15%
As of Aug. 11, 2020

Stock Market Capitalization

Giant 11.35%
Large 48.58%
Medium 38.56%
Small 0.90%
Micro 0.61%
As of Aug. 11, 2020

Stock Style Exposure

Large Cap Value 27.69%
Large Cap Blend 16.65%
Large Cap Growth 14.93%
Mid Cap Value 22.94%
Mid Cap Blend 7.69%
Mid Cap Growth 8.63%
Small Cap Value 1.11%
Small Cap Blend 0.36%
Small Cap Growth 0.00%
As of Aug. 11, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
KGH KGHM Polska Miedz SA 1.65% -- --
00881 Zhongsheng Group Holdings Ltd 1.60% -- --
GFI Gold Fields Ltd 1.57% -- --
UNTR United Tractors Tbk 1.35% -- --
PETR4 Petroleo Brasileiro SA Petrobras Participating Preferred 1.35% -- --
PTTEP-F PTT Exploration & Production PCL 1.33% -- --
06098 Country Garden Services Holdings Co Ltd 1.32% -- --
TATASTEEL Tata Steel Ltd 1.31% -- --
02128 China Lesso Group Holdings Ltd 1.29% -- --
03323 China National Building Material Co Ltd Class H 1.25% -- --
As of Aug. 11, 2020
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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 an equity index called the NASDAQ AlphaDEX® Emerging Markets Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks, depositary receipts, real estate investment trusts ("REITs") and preferred shares that comprise the index. The index is designed to select stocks from the NASDAQ Emerging Markets Index (the "base 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 Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Diversified Emerging Mkts
Prospectus Objective Diversified Emerging Markets
Fund Owner Firm Name First Trust
Benchmark Index
NASDAQ AlphaDEX(R) EM TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 4.38 yrs
Daniel Lindquist 9.30 yrs
David McGarel 9.30 yrs
Jon Erickson 9.30 yrs
Roger Testin 9.30 yrs
Stan Ueland 9.30 yrs

Net Fund Flows

1M -14.94M
3M -41.69M
6M -117.59M
YTD -88.78M
1Y -185.42M
3Y 247.27M
5Y 328.86M
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) 1.297
Max Drawdown (All) 46.22%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.056
30-Day Rolling Volatility 19.76%
Daily Value at Risk (VaR) 1% (All) 3.84%
Monthly Value at Risk (VaR) 1% (All) 18.03%

Fundamentals

Dividend Yield TTM (8-12-20) 3.27%
30-Day SEC Yield (6-30-20) 3.23%
7-Day SEC Yield --
Weighted Average PE Ratio 8.107
Weighted Average Price to Sales Ratio 0.7454
Weighted Average Price to Book Ratio 1.138
Weighted Median ROE 14.16%
Weighted Median ROA 5.93%
Forecasted Dividend Yield 4.86%
Forecasted PE Ratio 8.768
Forecasted Price to Sales Ratio 0.6655
Forecasted Price to Book Ratio 1.059
Number of Holdings 170
As of Aug. 10, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.13%
Forecasted Book Value Growth 6.37%
Forecasted Cash Flow Growth 6.19%
Forecasted Earnings Growth -12.80%
Forecasted Revenue Growth 8.23%
As of Aug. 10, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/18/2011
Termination Date
Last Annual Report Date 12/31/2019
Last Prospectus Date 5/1/2020
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
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