First Trust Large Cap Val AlphaDEX® ETF (FTA)

44.41 -1.22  -2.67% NASDAQ Jul 7, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 44.42
Discount or Premium to NAV -0.02%
Turnover Ratio 96.00%
1 Year Fund Level Flows -393.73M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -13.20% -13.22% -5.48% 100
3M 17.65% 17.86% 14.70% 3
6M -19.98% -19.94% -13.93% 84
YTD -20.49% -20.54% -14.10% 84
1Y -13.47% -13.46% -7.63% 77
3Y -1.96% -1.96% 2.82% 90
5Y 2.80% 2.81% 4.72% 72
10Y 9.02% 9.02% 9.93% 63
15Y -- -- 6.05% --
20Y -- -- 6.07% --
As of July 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.04% 0.04% 0.00%
Stock 99.96% 99.96% 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 July 7, 2020

Region Exposure

Americas 98.60%
North America 98.60%
Latin America 0.00%
Greater Europe 0.98%
United Kingdom 0.64%
Europe Developed 0.34%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.42%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.42%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.17%
As of July 7, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.36%
Communication Services 6.49%
Consumer Cyclical 15.73%
Consumer Defensive 3.02%
Energy 13.90%
Financial Services 25.12%
Healthcare 7.71%
Industrials 10.58%
Real Estate 2.52%
Technology 5.75%
Utilities 4.79%
As of July 7, 2020

Stock Market Capitalization

Giant 6.20%
Large 33.66%
Medium 60.13%
Small 0.00%
Micro 0.00%
As of July 7, 2020

Stock Style Exposure

Large Cap Value 29.29%
Large Cap Blend 10.58%
Large Cap Growth 0.19%
Mid Cap Value 36.36%
Mid Cap Blend 21.17%
Mid Cap Growth 2.41%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of July 7, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
CLR Continental Resources Inc 1.52% 16.30 +4.89%
DHI D.R. Horton Inc 1.24% 59.00 +4.33%
VIAC ViacomCBS Inc Class B 1.22% 22.53 -1.83%
LEN Lennar Corp 1.21% 65.15 +4.79%
FANG Diamondback Energy Inc 1.14% 40.68 +1.40%
PHM PulteGroup Inc 1.13% 35.17 +3.69%
RCL Royal Caribbean Cruises Ltd 1.10% 48.68 +2.35%
MPC Marathon Petroleum Corp 1.09% 34.37 -0.92%
URI United Rentals Inc 1.07% 148.97 +0.95%
NCLH Norwegian Cruise Line Holdings Ltd 1.04% 15.57 +1.96%
As of July 7, 2020
Advertisement

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® Large Cap Value Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks that comprise the index. The index is designed to select value stocks from the NASDAQ US 500 Large Cap 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 Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth
Fund Owner Firm Name First Trust
Benchmark Index
NASDAQ AlphaDEX(R) LargeCap Value TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 4.29 yrs
Daniel Lindquist 13.16 yrs
David McGarel 13.16 yrs
Jon Erickson 13.16 yrs
Roger Testin 13.16 yrs
Stan Ueland 13.16 yrs

Net Fund Flows

1M 1.748M
3M -127.57M
6M -313.34M
YTD -313.34M
1Y -393.73M
3Y -305.47M
5Y -595.53M
10Y 374.82M
As of June 30, 2020

Risk Info

Beta (5Y) 1.271
Max Drawdown (All) 62.45%
Historical Sharpe Ratio (10Y) 0.5612
Historical Sortino (All) 0.2977
30-Day Rolling Volatility 49.41%
Daily Value at Risk (VaR) 1% (All) 4.68%
Monthly Value at Risk (VaR) 1% (All) 22.89%

Fundamentals

Dividend Yield TTM (7-7-20) 2.77%
30-Day SEC Yield (5-29-20) 2.47%
7-Day SEC Yield --
Weighted Average PE Ratio 11.67
Weighted Average Price to Sales Ratio 0.8441
Weighted Average Price to Book Ratio 1.238
Weighted Median ROE 12.93%
Weighted Median ROA 3.97%
Forecasted Dividend Yield 3.86%
Forecasted PE Ratio 14.14
Forecasted Price to Sales Ratio 0.7718
Forecasted Price to Book Ratio 1.043
Number of Holdings 189
As of July 7, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.32%
Forecasted Book Value Growth 8.89%
Forecasted Cash Flow Growth 9.53%
Forecasted Earnings Growth 8.01%
Forecasted Revenue Growth 7.45%
As of July 7, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 5/8/2007
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 12/2/2019
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
Advertisement

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

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.