First Trust Cnsmr Discret AlphaDEX® ETF (FXD)

26.87 -0.61  -2.22% NYSE Arca Mar 31, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 26.96
Discount or Premium to NAV -0.07%
Turnover Ratio 97.00%
1 Year Fund Level Flows -33.13M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -31.06% -30.86% -19.24% 88
3M -40.46% -40.30% -25.69% 94
6M -35.64% -35.40% -20.59% 94
YTD -40.46% -40.30% -25.82% 94
1Y -35.31% -35.10% -19.28% 94
3Y -9.00% -8.90% -1.46% 77
5Y -5.38% -5.30% -0.11% 83
10Y 5.62% 5.66% 8.47% 79
15Y -- -- 7.27% --
20Y -- -- 6.23% --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.48% 0.48% 0.00%
Stock 99.52% 99.52% 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 March 30, 2020

Region Exposure

Americas 98.81%
North America 98.81%
Latin America 0.00%
Greater Europe 0.78%
United Kingdom 0.42%
Europe Developed 0.36%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.40%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.40%
Market Classification
% Developed Markets 99.60%
% Emerging Markets 0.40%
As of March 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 0.00%
Communication Services 18.18%
Consumer Cyclical 71.22%
Consumer Defensive 7.36%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.36%
Industrials 1.13%
Real Estate 0.00%
Technology 1.75%
Utilities 0.00%
As of March 30, 2020

Stock Market Capitalization

Giant 7.97%
Large 19.69%
Medium 63.44%
Small 8.90%
Micro 0.00%
As of March 30, 2020

Stock Style Exposure

Large Cap Value 6.62%
Large Cap Blend 8.70%
Large Cap Growth 11.79%
Mid Cap Value 30.36%
Mid Cap Blend 16.47%
Mid Cap Growth 17.08%
Small Cap Value 7.56%
Small Cap Blend 0.97%
Small Cap Growth 0.43%
As of March 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
TSLA Tesla Inc 2.85% 503.00 -4.01%
LULU Lululemon Athletica Inc 1.99% 182.50 -3.72%
TGT Target Corp 1.78% 90.65 -2.50%
LEN Lennar Corp 1.70% 36.61 -4.16%
CHTR Charter Communications Inc A 1.69% 421.25 -3.45%
BBY Best Buy Co Inc 1.62% 55.00 -3.51%
CABO Cable One Inc 1.60% 1644.01 -0.57%
ROKU Roku Inc Class A 1.59% 84.10 -3.86%
LEA Lear Corp 1.54% 81.25 -8.24%
COST Costco Wholesale Corp 1.41% 282.00 -1.10%
As of March 30, 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 StrataQuant® Consumer Discretionary 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 a modified equal-dollar weighted index designed by IDI to objectively identify and select stocks from the Russell 1000® Index in the consumer discretionary sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class Sector Equity
Broad Category Equity
Category Name Consumer Cyclical
Prospectus Objective Specialty - Unaligned
Fund Owner Firm Name First Trust
Benchmark Index
StrataQuant Consumer Disc TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 3.71 yrs
Daniel Lindquist 12.58 yrs
David McGarel 12.58 yrs
Jon Erickson 12.58 yrs
Roger Testin 12.58 yrs
Stan Ueland 12.58 yrs

Net Fund Flows

1M 3.282M
3M -62.52M
6M -46.05M
YTD -23.98M
1Y -33.13M
3Y -236.72M
5Y -1.731B
10Y -97.75M
As of Feb. 29, 2020

Risk Info

Beta (5Y) 1.285
Max Drawdown (All) 65.27%
Historical Sharpe Ratio (10Y) 0.3734
Historical Sortino (All) 0.1884
30-Day Rolling Volatility 92.64%
Daily Value at Risk (VaR) 1% (All) 4.33%
Monthly Value at Risk (VaR) 1% (All) 24.66%

Fundamentals

Dividend Yield TTM (3-31-20) 1.83%
30-Day SEC Yield (2-28-20) 1.31%
7-Day SEC Yield --
Weighted Average PE Ratio 14.62
Weighted Average Price to Sales Ratio 0.8533
Weighted Average Price to Book Ratio 2.386
Weighted Median ROE 22.45%
Weighted Median ROA 7.17%
Forecasted Dividend Yield 1.92%
Forecasted PE Ratio 13.18
Forecasted Price to Sales Ratio 0.7809
Forecasted Price to Book Ratio 2.219
Number of Holdings 120
As of March 30, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 12.04%
Forecasted Book Value Growth 7.70%
Forecasted Cash Flow Growth 1.57%
Forecasted Earnings Growth 6.91%
Forecasted Revenue Growth 6.39%
As of March 30, 2020

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 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
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