First Trust Indtls/PrdcrDurbAlphaDEX®ETF (FXR)

46.50 +0.00  +0.00% NYSE Arca Jan 17, 14:49 Delayed 2m USD
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Key Stats

Net Asset Value 46.51
Discount or Premium to NAV -0.02%
Turnover Ratio 79.00%
1 Year Fund Level Flows -100.29M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.36% 3.36% 3.18% 72
3M 11.44% 11.47% 8.93% 18
6M 9.06% 9.06% 8.67% 49
YTD 3.04% 3.01% 2.49% 78
1Y 29.42% 29.44% 25.95% 35
3Y 12.35% 12.34% 10.67% 38
5Y 10.78% 10.76% 10.20% 52
10Y 12.67% 12.69% 12.43% 50
15Y -- -- 9.49% --
20Y -- -- 8.89% --
As of Jan. 16, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.25% 0.25% 0.00%
Stock 99.75% 99.75% 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. 16, 2020

Region Exposure

Americas 98.48%
North America 98.48%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 1.52%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 1.52%
Market Classification
% Developed Markets 98.48%
% Emerging Markets 1.52%
As of Jan. 16, 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 88.48%
Real Estate 0.37%
Technology 11.14%
Utilities 0.00%
As of Jan. 16, 2020

Stock Market Capitalization

Giant 2.57%
Large 25.54%
Medium 62.01%
Small 9.88%
Micro 0.00%
As of Jan. 16, 2020

Stock Style Exposure

Large Cap Value 8.85%
Large Cap Blend 16.09%
Large Cap Growth 3.48%
Mid Cap Value 16.09%
Mid Cap Blend 29.91%
Mid Cap Growth 16.73%
Small Cap Value 8.86%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 16, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
PCTY Paylocity Holding Corp 2.07% 140.47 +0.98%
KNX Knight-Swift Transportation Holdings Inc A 1.91% 37.54 -1.37%
DAL Delta Air Lines Inc 1.90% 62.08 +0.32%
RTN Raytheon Co 1.90% 231.69 -0.27%
AL Air Lease Corp Class A 1.88% 49.30 -0.66%
TXT Textron Inc 1.86% 46.08 +0.17%
LUV Southwest Airlines Co 1.84% 54.91 -0.71%
UAL United Airlines Holdings Inc 1.83% 89.84 +0.34%
JBLU JetBlue Airways Corp 1.83% 19.24 +1.26%
RBC Regal Beloit Corp 1.83% 86.59 -0.32%
As of Jan. 16, 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® 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 -34.22M
3M -12.09M
6M -49.88M
YTD -100.29M
1Y -100.29M
3Y -1.302B
5Y -478.12M
10Y -16.15M
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.293
Max Drawdown (All) 63.81%
Historical Sharpe Ratio (10Y) 0.7829
Historical Sortino (All) 0.4073
30-Day Rolling Volatility 8.25%
Daily Value at Risk (VaR) 1% (All) 4.68%
Monthly Value at Risk (VaR) 1% (All) 21.08%

Fundamentals

Dividend Yield TTM (1-17-20) 0.72%
30-Day SEC Yield (12-31-19) 0.75%
7-Day SEC Yield --
Weighted Average PE Ratio 17.44
Weighted Average Price to Sales Ratio 1.169
Weighted Average Price to Book Ratio 2.729
Weighted Median ROE 23.94%
Weighted Median ROA 8.37%
Forecasted Dividend Yield 1.41%
Forecasted PE Ratio 14.76
Forecasted Price to Sales Ratio 1.185
Forecasted Price to Book Ratio 2.571
Number of Holdings 93
As of Jan. 16, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.90%
Forecasted Book Value Growth 9.97%
Forecasted Cash Flow Growth 7.12%
Forecasted Earnings Growth 6.03%
Forecasted Revenue Growth 8.05%
As of Jan. 16, 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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