First Trust Financials AlphaDEX® ETF (FXO)

33.23 -0.33  -0.98% NYSE Arca Dec 13, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 33.21
Discount or Premium to NAV 0.06%
Turnover Ratio 81.00%
1 Year Fund Level Flows 753.31M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.70% 2.58% 2.83% 88
3M 4.20% 4.46% 5.44% 81
6M 7.74% 7.57% 9.93% 86
YTD 25.25% 25.17% 27.45% 76
1Y 20.38% 20.27% 23.28% 78
3Y 9.14% 9.11% 8.17% 49
5Y 9.98% 9.98% 9.43% 50
10Y 12.46% 12.48% 10.76% 17
15Y -- -- 4.56% --
20Y -- -- 6.70% --
As of Dec. 13, 2019. 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 Dec. 12, 2019

Region Exposure

Americas 99.84%
North America 99.09%
Latin America 0.74%
Greater Europe 0.16%
United Kingdom 0.00%
Europe Developed 0.16%
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 Dec. 12, 2019. 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 0.18%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 77.01%
Healthcare 0.00%
Industrials 1.25%
Real Estate 19.61%
Technology 1.95%
Utilities 0.00%
As of Dec. 12, 2019

Stock Market Capitalization

Giant 3.98%
Large 21.07%
Medium 62.41%
Small 12.54%
Micro 0.00%
As of Dec. 12, 2019

Stock Style Exposure

Large Cap Value 15.97%
Large Cap Blend 4.00%
Large Cap Growth 5.08%
Mid Cap Value 33.84%
Mid Cap Blend 18.81%
Mid Cap Growth 9.76%
Small Cap Value 8.94%
Small Cap Blend 3.60%
Small Cap Growth 0.00%
As of Dec. 12, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
OMF OneMain Holdings Inc 1.02% 43.38 -0.37%
JEF Jefferies Financial Group Inc 1.01% 21.49 -0.46%
WU The Western Union Co 1.00% 27.23 +0.67%
OZK Bank OZK 0.99% 31.25 -0.73%
MTG MGIC Investment Corp 0.98% 14.36 -0.21%
COF Capital One Financial Corp 0.98% 104.37 +0.33%
LPLA LPL Financial Holdings Inc 0.97% 92.90 -0.11%
AGO Assured Guaranty Ltd 0.97% 50.18 -0.26%
JHG Janus Henderson Group PLC 0.96% 24.87 -0.92%
CBRE CBRE Group Inc Class A 0.95% 58.26 -1.19%
As of Dec. 12, 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 StrataQuant® Financials Index. The fund will invest at least 90% of its net assets (including investment borrowings) in the common stocks and real estate investment trusts 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 financial services 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 Financial
Prospectus Objective Specialty - Financial
Fund Owner Firm Name First Trust
Benchmark Index
StrataQuant Financials 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 -14.82M
3M 901.03M
6M 840.48M
YTD 811.60M
1Y 753.31M
3Y 773.57M
5Y 964.88M
10Y 1.386B
As of Nov. 30, 2019

Risk Info

Beta (5Y) 1.010
Max Drawdown (All) 71.30%
Historical Sharpe Ratio (10Y) 0.8889
Historical Sortino (All) 0.3178
30-Day Rolling Volatility 9.01%
Daily Value at Risk (VaR) 1% (All) 4.71%
Monthly Value at Risk (VaR) 1% (All) 18.85%

Fundamentals

Dividend Yield TTM (12-13-19) 1.74%
30-Day SEC Yield (11-29-19) 2.00%
7-Day SEC Yield --
Weighted Average PE Ratio 13.11
Weighted Average Price to Sales Ratio 2.129
Weighted Average Price to Book Ratio 1.362
Weighted Median ROE 14.85%
Weighted Median ROA 3.96%
Forecasted Dividend Yield 2.79%
Forecasted PE Ratio 12.69
Forecasted Price to Sales Ratio 2.026
Forecasted Price to Book Ratio 1.439
Number of Holdings 187
As of Dec. 12, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.50%
Forecasted Book Value Growth 4.96%
Forecasted Cash Flow Growth -1.57%
Forecasted Earnings Growth 13.65%
Forecasted Revenue Growth 7.57%
As of Dec. 12, 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 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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