First Trust Emerging Mrkts AlphaDEX® ETF (FEM)

26.83 -0.22  -0.81% NASDAQ Jan 23, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 27.07
Discount or Premium to NAV 0.34%
Turnover Ratio 103.0%
1 Year Fund Level Flows 120.03M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 5.09% 5.27% 2.74% 6
3M 12.45% 12.12% 9.28% 10
6M 9.47% 9.20% 7.79% 35
YTD 1.92% 2.70% 1.80% 19
1Y 16.80% 16.75% 16.58% 48
3Y 11.45% 11.47% 9.87% 26
5Y 6.98% 7.12% 4.64% 12
10Y -- -- 4.24% --
15Y -- -- 7.36% --
20Y -- -- 6.64% --
As of Jan. 22, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.32% 0.32% 0.00%
Stock 99.68% 99.68% 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 Jan. 22, 2020

Region Exposure

Americas 25.12%
North America 0.00%
Latin America 25.12%
Greater Europe 25.72%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 20.27%
Africa/Middle East 5.46%
Greater Asia 49.16%
Japan 0.00%
Australasia 0.00%
Asia Developed 5.21%
Asia Emerging 43.94%
Market Classification
% Developed Markets 5.21%
% Emerging Markets 94.79%
As of Jan. 22, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 17.41%
Communication Services 4.26%
Consumer Cyclical 9.17%
Consumer Defensive 7.32%
Energy 11.60%
Financial Services 9.83%
Healthcare 1.54%
Industrials 13.22%
Real Estate 5.31%
Technology 3.61%
Utilities 16.72%
As of Jan. 22, 2020

Stock Market Capitalization

Giant 10.09%
Large 51.40%
Medium 35.69%
Small 2.83%
Micro 0.00%
As of Jan. 22, 2020

Stock Style Exposure

Large Cap Value 28.77%
Large Cap Blend 24.77%
Large Cap Growth 7.84%
Mid Cap Value 20.08%
Mid Cap Blend 9.21%
Mid Cap Growth 6.59%
Small Cap Value 1.65%
Small Cap Blend 1.10%
Small Cap Growth 0.00%
As of Jan. 22, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
IMP Impala Platinum Holdings Ltd 1.56% -- --
TIMP3 Tim Participacoes SA 1.36% -- --
SULA11 Sul America SA Unit 1.34% -- --
IRAO Inter RAO UES PJSC 1.32% -- --
EREGL Eregli Demir Ve Celik Fabrikalari TAS 1.31% -- --
TATASTEEL Tata Steel Ltd 1.25% -- --
KGH KGHM Polska Miedz SA 1.23% -- --
01157 Zoomlion Heavy Industry Science and Technology Co Ltd Class H 1.22% -- --
ZHSHF Zhongsheng Group Holdings Ltd 1.21% -- --
BGRIM-F B.Grimm Power PCL 1.18% -- --
As of Jan. 22, 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 and depositary receipts 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/Value
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 3.62 yrs
Daniel Lindquist 8.54 yrs
David McGarel 8.54 yrs
Jon Erickson 8.54 yrs
Roger Testin 8.54 yrs
Stan Ueland 8.54 yrs

Net Fund Flows

1M 1.733M
3M -4.489M
6M -92.81M
YTD 120.03M
1Y 120.03M
3Y 465.11M
5Y 138.66M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.251
Max Drawdown (All) 41.78%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0822
30-Day Rolling Volatility 14.00%
Daily Value at Risk (VaR) 1% (All) 3.40%
Monthly Value at Risk (VaR) 1% (All) 14.13%

Fundamentals

Dividend Yield TTM (1-23-20) 3.27%
30-Day SEC Yield (12-31-19) 2.82%
7-Day SEC Yield --
Weighted Average PE Ratio 9.217
Weighted Average Price to Sales Ratio 0.8062
Weighted Average Price to Book Ratio 1.142
Weighted Median ROE 16.34%
Weighted Median ROA 5.67%
Forecasted Dividend Yield 4.99%
Forecasted PE Ratio 8.619
Forecasted Price to Sales Ratio 0.7696
Forecasted Price to Book Ratio 1.072
Number of Holdings 164
As of Jan. 22, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.55%
Forecasted Book Value Growth 7.26%
Forecasted Cash Flow Growth 12.00%
Forecasted Earnings Growth 14.95%
Forecasted Revenue Growth 9.79%
As of Jan. 22, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/18/2011
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 5/1/2019
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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