First Trust Large Cap Val AlphaDEX® ETF (FTA)

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51.65 +0.57  +1.12% NASDAQ Oct 21, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 51.62
Discount or Premium to NAV 0.06%
Turnover Ratio 96.00%
1 Year Fund Level Flows -10.49M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.62% -0.62% -0.77% 98
3M -0.50% -0.58% 0.28% 92
6M -2.43% -2.48% 1.96% 97
YTD 13.38% 13.36% 16.30% 90
1Y 1.90% 1.96% 6.03% 90
3Y 8.66% 8.64% 9.85% 79
5Y 6.31% 6.30% 8.24% 85
10Y 11.02% 11.10% 10.32% 36
15Y -- -- 7.39% --
20Y -- -- 6.99% --
As of Oct. 21, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.16% 0.16% 0.00%
Stock 99.84% 99.84% 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 Oct. 20, 2019

Region Exposure

Americas 98.23%
North America 98.23%
Latin America 0.00%
Greater Europe 0.84%
United Kingdom 0.67%
Europe Developed 0.17%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.93%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.93%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.17%
As of Oct. 20, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.68%
Communication Services 2.75%
Consumer Cyclical 10.80%
Consumer Defensive 6.19%
Energy 11.04%
Financial Services 25.77%
Healthcare 10.18%
Industrials 9.79%
Real Estate 2.11%
Technology 10.25%
Utilities 5.45%
As of Oct. 20, 2019

Stock Market Capitalization

Giant 10.11%
Large 48.21%
Medium 41.68%
Small 0.00%
Micro 0.00%
As of Oct. 20, 2019

Stock Style Exposure

Large Cap Value 42.33%
Large Cap Blend 14.64%
Large Cap Growth 1.45%
Mid Cap Value 21.82%
Mid Cap Blend 17.81%
Mid Cap Growth 1.94%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Oct. 20, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
LEN Lennar Corp 1.00% 61.02 -1.12%
MPC Marathon Petroleum Corp 0.97% 64.67 -0.72%
PSX Phillips 66 0.95% 108.20 +0.93%
DISCA Discovery Inc Class A 0.94% 27.69 -0.07%
RCL Royal Caribbean Cruises Ltd 0.93% 112.07 +0.80%
STX Seagate Technology PLC 0.93% 55.48 +0.91%
UAL United Airlines Holdings Inc 0.92% 90.78 +0.77%
T AT&T Inc 0.92% 38.23 -0.62%
NUE Nucor Corp 0.92% 51.79 +0.21%
MU Micron Technology Inc 0.92% 45.22 +4.03%
As of Oct. 20, 2019
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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® Large Cap Value Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in 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 Large 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 2.88 yrs
Daniel Lindquist 11.74 yrs
David McGarel 11.74 yrs
Jon Erickson 11.74 yrs
Roger Testin 11.74 yrs
Stan Ueland 11.74 yrs

Net Fund Flows

1M -23.83M
3M -41.53M
6M -52.62M
YTD -11.55M
1Y -10.49M
3Y 131.48M
5Y -189.07M
10Y 753.37M
As of Sept. 30, 2019

Risk Info

Beta (5Y) 1.083
Max Drawdown (All) 62.54%
Historical Sharpe Ratio (10Y) 0.8063
Historical Sortino (All) 0.3522
30-Day Rolling Volatility 15.72%
Daily Value at Risk (VaR) 1% (All) 4.07%
Monthly Value at Risk (VaR) 1% (All) 17.68%

Fundamentals

Dividend Yield TTM (10-21-19) 2.17%
30-Day SEC Yield (9-30-19) 2.05%
7-Day SEC Yield --
Weighted Average PE Ratio 12.05
Weighted Average Price to Sales Ratio 1.040
Weighted Average Price to Book Ratio 1.620
Weighted Median ROE 19.12%
Weighted Median ROA 6.54%
Forecasted Dividend Yield 2.52%
Forecasted PE Ratio 11.29
Forecasted Price to Sales Ratio 0.9865
Forecasted Price to Book Ratio 1.624
Number of Holdings 188
As of Oct. 20, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.32%
Forecasted Book Value Growth 5.20%
Forecasted Cash Flow Growth 18.60%
Forecasted Earnings Growth 13.75%
Forecasted Revenue Growth 7.94%
As of Oct. 20, 2019

Comparables

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Attributes

Key Dates
Inception Date 5/8/2007
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/30/2018
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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