FT AlphaDEX US Financial Sector ETF (FHF.TO)

24.00 +0.00  +0.00% TSX Jul 7, 20:00 Delayed 15m CAD
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Key Stats

Net Asset Value 23.91
Discount or Premium to NAV 0.39%
Turnover Ratio 89.65%
1 Year Fund Level Flows -1.647M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -6.93% -12.93% -8.90% 79
3M 10.89% 11.30% 8.37% 18
6M -22.51% -21.20% -21.37% 61
YTD -22.51% -21.97% -21.74% 65
1Y -15.78% -18.80% -16.98% 65
3Y -1.66% -1.69% -2.76% 54
5Y 3.61% 3.29% 2.34% 52
10Y -- -- 7.21% --
15Y -- -- 3.87% --
20Y -- -- 5.04% --
As of July 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.24% 0.30% 0.06%
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%
As of May 31, 2020

Region Exposure

Americas 100.0%
North America 99.06%
Latin America 0.94%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of May 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 0.00%
Communication Services 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 93.45%
Healthcare 0.00%
Industrials 0.61%
Real Estate 5.93%
Technology 0.00%
Utilities 0.00%
As of May 31, 2020

Stock Market Capitalization

Giant 1.71%
Large 15.84%
Medium 48.91%
Small 33.54%
Micro 0.00%
As of May 31, 2020

Stock Style Exposure

Large Cap Value 10.53%
Large Cap Blend 2.37%
Large Cap Growth 4.64%
Mid Cap Value 24.47%
Mid Cap Blend 14.32%
Mid Cap Growth 10.12%
Small Cap Value 20.23%
Small Cap Blend 11.64%
Small Cap Growth 1.67%
As of May 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
JHG Janus Henderson Group PLC 1.98% 21.18 +0.81%
MTG MGIC Investment Corp 1.79% 7.55 +2.44%
FNF Fidelity National Financial Inc 1.77% 30.46 +1.91%
OMF OneMain Holdings Inc 1.71% 23.95 +1.66%
EVR Evercore Inc A 1.67% 57.00 +2.65%
FAF First American Financial Corp 1.65% 47.75 +1.70%
SC Santander Consumer USA Holdings Inc 1.64% 18.32 +2.69%
MKTX MarketAxess Holdings Inc 1.61% 544.64 +2.15%
ATH Athene Holding Ltd Class A 1.61% 31.03 +3.43%
MSCI MSCI Inc 1.58% 370.73 +5.14%
As of May 31, 2020
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Basic Info

Investment Strategy
The First Trust ETF seeks to replicate, to the extent possible, the performance of the StrataQuant® Financials Index ("Index"), net of expenses. The investment strategy of the First Trust ETF is to invest in and hold the Constituent Securities of the applicable Index in the same proportion as they are reflected in the Index or securities intended to replicate the performance of such Index. The Index results from applying the AlphaDEX™ methodology to the Russell 1000® Index, a market index representing the large capitalization segment of the U.S. equity universe, and then selecting the Constituent Securities for the Index from those qualifying stocks included in the Financial Services Sector.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class --
Broad Category Equity
Category Name Financial Services Equity
Prospectus Objective --
Fund Owner Firm Name FT Portfolios Canada Co
Benchmark Index
StrataQuant Financials TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Not Disclosed 5.68 yrs

Net Fund Flows

1M -1.318M
3M -2.332M
6M -1.647M
YTD -1.647M
1Y -1.647M
3Y -691320.0
5Y -262055.0
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 1.232
Max Drawdown (All) 42.89%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.2864
30-Day Rolling Volatility 35.35%
Daily Value at Risk (VaR) 1% (All) 3.90%
Monthly Value at Risk (VaR) 1% (All) 22.20%

Fundamentals

Dividend Yield TTM (7-7-20) 2.67%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 8.972
Weighted Average Price to Sales Ratio 1.273
Weighted Average Price to Book Ratio 0.7932
Weighted Median ROE 10.96%
Weighted Median ROA 3.41%
Forecasted Dividend Yield 6.23%
Forecasted PE Ratio 10.97
Forecasted Price to Sales Ratio 1.190
Forecasted Price to Book Ratio 0.6743
Number of Holdings 113
As of May 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.23%
Forecasted Book Value Growth 7.98%
Forecasted Cash Flow Growth 0.87%
Forecasted Earnings Growth 43.97%
Forecasted Revenue Growth 6.25%
As of May 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/29/2014
Termination Date
Last Annual Report Date 12/31/2019
Last Prospectus Date 6/5/2020
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 Yes
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