First Trust Indtls/PrdcrDurbAlphaDEX®ETF (FXR)

30.39 -0.27  -0.88% NYSE Arca Mar 31, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 30.46
Discount or Premium to NAV -0.03%
Turnover Ratio 79.00%
1 Year Fund Level Flows -63.07M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -21.99% -21.87% -20.33% 70
3M -32.21% -32.08% -28.00% 77
6M -26.66% -26.47% -24.16% 66
YTD -32.21% -32.08% -28.01% 77
1Y -22.74% -22.59% -19.21% 75
3Y -3.01% -2.92% -2.56% 50
5Y 0.36% 0.42% 1.42% 65
10Y 7.45% 7.48% 7.58% 52
15Y -- -- 6.60% --
20Y -- -- 6.88% --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.86% 0.86% 0.00%
Stock 99.14% 99.14% 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 97.46%
North America 97.46%
Latin America 0.00%
Greater Europe 1.07%
United Kingdom 1.07%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 1.47%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 1.47%
Market Classification
% Developed Markets 98.53%
% Emerging Markets 1.47%
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 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.00%
Industrials 88.36%
Real Estate 0.52%
Technology 11.12%
Utilities 0.00%
As of March 30, 2020

Stock Market Capitalization

Giant 3.02%
Large 23.79%
Medium 62.56%
Small 10.63%
Micro 0.00%
As of March 30, 2020

Stock Style Exposure

Large Cap Value 11.40%
Large Cap Blend 11.74%
Large Cap Growth 3.67%
Mid Cap Value 11.60%
Mid Cap Blend 29.86%
Mid Cap Growth 21.11%
Small Cap Value 7.97%
Small Cap Blend 2.66%
Small Cap Growth 0.00%
As of March 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
KNX Knight-Swift Transportation Holdings Inc A 2.51% 32.80 -1.47%
ODFL Old Dominion Freight Lines Inc 2.30% 129.00 -1.72%
PCAR PACCAR Inc 2.13% 60.00 -1.85%
CSL Carlisle Companies Inc 2.09% 125.28 -0.13%
PCTY Paylocity Holding Corp 2.04% 88.32 -3.21%
CMI Cummins Inc 2.03% 131.50 -2.82%
ZBRA Zebra Technologies Corp 1.99% 183.60 -2.52%
RBC Regal Beloit Corp 1.93% 62.95 +2.81%
SNDR Schneider National Inc Class B 1.88% 19.34 +1.79%
TTC The Toro Co 1.80% 65.09 -1.84%
As of March 30, 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 StrataQuant® Industrials 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 industrials and producer durables sectors 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 Industrials
Prospectus Objective Specialty - Unaligned
Fund Owner Firm Name First Trust
Benchmark Index
StrataQuant Industrials 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 -15.38M
3M -67.77M
6M -41.97M
YTD -33.55M
1Y -63.07M
3Y -1.409B
5Y -361.64M
10Y -56.36M
As of Feb. 29, 2020

Risk Info

Beta (5Y) 1.361
Max Drawdown (All) 63.81%
Historical Sharpe Ratio (10Y) 0.4489
Historical Sortino (All) 0.2325
30-Day Rolling Volatility 85.74%
Daily Value at Risk (VaR) 1% (All) 5.15%
Monthly Value at Risk (VaR) 1% (All) 25.30%

Fundamentals

Dividend Yield TTM (3-31-20) 1.80%
30-Day SEC Yield (2-28-20) 0.96%
7-Day SEC Yield --
Weighted Average PE Ratio 15.87
Weighted Average Price to Sales Ratio 1.062
Weighted Average Price to Book Ratio 2.458
Weighted Median ROE 24.55%
Weighted Median ROA 8.58%
Forecasted Dividend Yield 1.79%
Forecasted PE Ratio 13.59
Forecasted Price to Sales Ratio 0.9839
Forecasted Price to Book Ratio 2.317
Number of Holdings 92
As of March 30, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.24%
Forecasted Book Value Growth 6.03%
Forecasted Cash Flow Growth 16.50%
Forecasted Earnings Growth 4.50%
Forecasted Revenue Growth 8.08%
As of March 30, 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.