First Trust Energy AlphaDEX® ETF (FXN)

9.09 -0.13  -1.41% NYSE Arca Jan 29, 16:40 Delayed 2m USD
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Key Stats

Net Asset Value 9.22
Discount or Premium to NAV 0.10%
Turnover Ratio 99.00%
1 Year Fund Level Flows -107.19M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -11.85% -11.85% -9.62% 74
3M -4.04% -4.04% -3.04% 83
6M -11.95% -11.87% -8.85% 74
YTD -12.77% -12.85% -9.99% 74
1Y -27.82% -27.88% -14.07% 80
3Y -16.57% -16.55% -13.82% 70
5Y -12.70% -12.69% -10.49% 72
10Y -4.46% -4.47% -3.55% 67
15Y -- -- 2.10% --
20Y -- -- 4.01% --
As of Jan. 28, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.17% 0.17% 0.00%
Stock 99.83% 99.83% 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. 20, 2020

Region Exposure

Americas 97.72%
North America 97.72%
Latin America 0.00%
Greater Europe 2.28%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 2.28%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 97.72%
% Emerging Markets 2.28%
As of Jan. 20, 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 100.0%
Financial Services 0.00%
Healthcare 0.00%
Industrials 0.00%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of Jan. 20, 2020

Stock Market Capitalization

Giant 6.70%
Large 25.37%
Medium 51.90%
Small 16.02%
Micro 0.00%
As of Jan. 20, 2020

Stock Style Exposure

Large Cap Value 23.00%
Large Cap Blend 8.17%
Large Cap Growth 0.91%
Mid Cap Value 17.49%
Mid Cap Blend 21.96%
Mid Cap Growth 12.45%
Small Cap Value 8.49%
Small Cap Blend 4.34%
Small Cap Growth 3.19%
As of Jan. 20, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
CXO Concho Resources Inc 5.08% 78.05 -2.66%
COP ConocoPhillips 4.94% 60.48 -1.14%
DVN Devon Energy Corp 4.91% 22.18 -2.38%
XEC Cimarex Energy Co 4.82% 45.30 -1.82%
MRO Marathon Oil Corp 4.80% 11.75 -0.17%
HFC HollyFrontier Corp 4.56% 45.97 +0.81%
WPX WPX Energy Inc Class A 4.55% 12.06 -2.19%
EOG EOG Resources Inc 4.02% 75.09 -2.54%
COG Cabot Oil & Gas Corp Class A 3.81% 14.32 -2.65%
FANG Diamondback Energy Inc 3.80% 78.09 -1.30%
As of Jan. 20, 2020
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Basic Info

Investment Strategy
The investment seeks results that correspond generally to the price and yield (before the fund's fees and expenses) of an equity index called the StrataQuant® Energy 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 energy 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/Value
Fixed Income Style --
Broad Asset Class Sector Equity
Broad Category Equity
Category Name Equity Energy
Prospectus Objective Specialty - Natural Resources
Fund Owner Firm Name First Trust
Benchmark Index
StrataQuant Energy 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 -3.63M
3M -11.26M
6M -28.23M
YTD -107.19M
1Y -107.19M
3Y -1.175B
5Y 103.76M
10Y 332.93M
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.641
Max Drawdown (All) 72.42%
Historical Sharpe Ratio (10Y) -0.0094
Historical Sortino (All) -0.0875
30-Day Rolling Volatility 23.34%
Daily Value at Risk (VaR) 1% (All) 6.28%
Monthly Value at Risk (VaR) 1% (All) 22.66%

Fundamentals

Dividend Yield TTM (1-29-20) 1.72%
30-Day SEC Yield (12-31-19) 1.67%
7-Day SEC Yield --
Weighted Average PE Ratio 7.793
Weighted Average Price to Sales Ratio 0.8177
Weighted Average Price to Book Ratio 0.9337
Weighted Median ROE 13.49%
Weighted Median ROA 5.63%
Forecasted Dividend Yield 1.90%
Forecasted PE Ratio 16.07
Forecasted Price to Sales Ratio 0.6675
Forecasted Price to Book Ratio 0.9105
Number of Holdings 37
As of Jan. 20, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 13.31%
Forecasted Book Value Growth 4.99%
Forecasted Cash Flow Growth 27.47%
Forecasted Earnings Growth 16.53%
Forecasted Revenue Growth 3.51%
As of Jan. 20, 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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