FAB
First Trust Multi Cap Val AlphaDEX® ETF
NAV as of
4 Week: 68.92 - 73.58
52 Week: 60.81 - 78.48
Latest Closing Price
69.72
Premium / Discount
-0.15
Expense Ratio
0.67%
Investment Objective
The investment seeks investment results that correspond generally to the price and yield (before the fund's fees and expenses) of the Nasdaq AlphaDEX® Multi Cap Value 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 designed to select value stocks from the NASDAQ US 500 Large Cap Index TM, NASDAQ US 600 Mid Cap Index TM and NASDAQ US 700 Small Cap Index TM that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.24 | 1.16 | 1.07 |
| 1 Day | -0.07 | 0.00 | 0.00 |
| 1 Week | 0.10 | 2.39 | 0.04 |
| 1 Month | -4.55 | 4.04 | -1.13 |
| 3 Months | -1.23 | 6.64 | -0.19 |
| 6 Months | 2.07 | 11.35 | 0.18 |
| 1 Year | 13.67 | 20.63 | 0.66 |
| 2 Years | -2.46 | 29.54 | -0.08 |
| 3 Years | 49.93 | 35.90 | 1.39 |
| 5 Years | 21.11 | 60.80 | 0.35 |
| 10 Years | 72.15 | 68.53 | 1.05 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 37.0203 | 7.8598 | -12.4688 | 25.8421 | 14.1160 | -13.9729 | 23.5540 | 2.2899 | 30.6357 | -6.7931 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 31.0000 | 68.0000 | 93.0000 | 5.0000 | 41.0000 | 65.0000 | 72.0000 | 58.0000 | 37.0000 | 38.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 21/09/2023 | 28/09/2023 | 0.3758 |
| 26/06/2023 | 29/06/2023 | 0.3327 |
| 23/03/2023 | 30/03/2023 | 0.2688 |
| 22/12/2022 | 29/12/2022 | 0.4778 |
| 22/09/2022 | 29/09/2022 | 0.3105 |
| 23/06/2022 | 29/06/2022 | 0.2425 |
| 24/03/2022 | 30/03/2022 | 0.2096 |
| 22/12/2021 | 30/12/2021 | 0.3925 |
| 22/09/2021 | 29/09/2021 | 0.2899 |
| 23/06/2021 | 29/06/2021 | 0.1929 |
Portfolio Data
Total Number of Holdings: 675
Number of Bond Holdings: 0
Number of Equity Holdings: 674
Total Market Value: 159,737,307
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | General Motors Co | 0.5662 | 7,619 | 0 | 419,655 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 1.47 |
| Large | 11.89 |
| Medium | 42.61 |
| Small | 31.32 |
| Micro | 12.10 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.4850
Price/Book*
1.2185
Price/Sales*
0.7157
Price/Cash Flow*
5.3496
Dividend Yield*
3.1510
Growth Measures
Long-Term Earnings
12.1471
Historical Earnings
13.7995
Sales Growth
13.0142
Cash-Flow Growth
3.4407
Book-Value Growth
3.6707
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
