First Trust Materials AlphaDEX® ETF (FXZ)

36.36 +0.89  +2.51% NYSE Arca Jul 15, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 36.40
Discount or Premium to NAV -0.11%
Turnover Ratio 82.00%
1 Year Fund Level Flows -44.00M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.88% 5.00% 5.02% 47
3M 28.18% 28.14% 17.40% 41
6M -7.23% -7.18% -11.03% 38
YTD -8.36% -8.36% -11.57% 45
1Y -2.27% -2.17% -8.27% 36
3Y -0.94% -0.93% -2.52% 49
5Y 4.53% 4.54% -0.14% 26
10Y 8.05% 8.08% 1.32% 17
15Y -- -- 2.57% --
20Y -- -- 5.29% --
As of July 15, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.12% 0.12% 0.00%
Stock 99.88% 99.88% 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 July 15, 2020

Region Exposure

Americas 99.11%
North America 99.11%
Latin America 0.00%
Greater Europe 0.89%
United Kingdom 0.89%
Europe Developed 0.00%
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 July 15, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 81.31%
Communication Services 0.00%
Consumer Cyclical 2.46%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.00%
Industrials 16.23%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of July 15, 2020

Stock Market Capitalization

Giant 0.89%
Large 15.02%
Medium 61.53%
Small 22.56%
Micro 0.00%
As of July 15, 2020

Stock Style Exposure

Large Cap Value 0.83%
Large Cap Blend 10.60%
Large Cap Growth 3.76%
Mid Cap Value 37.64%
Mid Cap Blend 19.54%
Mid Cap Growth 4.88%
Small Cap Value 14.11%
Small Cap Blend 7.84%
Small Cap Growth 0.80%
As of July 15, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
EMN Eastman Chemical Co 4.90% 74.77 -0.61%
SMG The Scotts Miracle Gro Co A 4.83% 143.28 -0.01%
TKR The Timken Co 4.78% 47.19 -1.56%
LYB LyondellBasell Industries NV 4.75% 68.86 -0.03%
STLD Steel Dynamics Inc 4.69% 26.86 -0.54%
WLK Westlake Chemical Corp 4.66% 55.42 +0.43%
RS Reliance Steel & Aluminum Co 4.54% 95.10 +1.29%
OLN Olin Corp 3.97% 12.47 -0.87%
CF CF Industries Holdings Inc 3.95% 30.31 -1.08%
HUN Huntsman Corp 3.94% 19.52 -0.15%
As of July 15, 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® Materials 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 materials and processing 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 Natural Resources
Prospectus Objective Specialty - Unaligned
Fund Owner Firm Name First Trust
Benchmark Index
StrataQuant Materials TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 4.29 yrs
Daniel Lindquist 13.16 yrs
David McGarel 13.16 yrs
Jon Erickson 13.16 yrs
Roger Testin 13.16 yrs
Stan Ueland 13.16 yrs

Net Fund Flows

1M 18.34M
3M 13.70M
6M -18.49M
YTD -18.49M
1Y -44.00M
3Y -168.24M
5Y -98.97M
10Y -113.89M
As of June 30, 2020

Risk Info

Beta (5Y) 1.349
Max Drawdown (All) 65.47%
Historical Sharpe Ratio (10Y) 0.4624
Historical Sortino (All) 0.3527
30-Day Rolling Volatility 42.04%
Daily Value at Risk (VaR) 1% (All) 5.48%
Monthly Value at Risk (VaR) 1% (All) 25.39%

Fundamentals

Dividend Yield TTM (7-15-20) 2.11%
30-Day SEC Yield (6-30-20) 1.94%
7-Day SEC Yield --
Weighted Average PE Ratio 14.18
Weighted Average Price to Sales Ratio 0.9544
Weighted Average Price to Book Ratio 1.935
Weighted Median ROE 18.08%
Weighted Median ROA 7.39%
Forecasted Dividend Yield 3.24%
Forecasted PE Ratio 18.92
Forecasted Price to Sales Ratio 0.8590
Forecasted Price to Book Ratio 1.725
Number of Holdings 39
As of July 15, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.21%
Forecasted Book Value Growth 6.85%
Forecasted Cash Flow Growth 9.08%
Forecasted Earnings Growth 1.59%
Forecasted Revenue Growth 4.25%
As of July 15, 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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