First Trust Preferred Securities and Income ETF
Ticker
FPE
ISIN
US33739E108
Price
USD 17.81
Change Today
-0.01 / -0.056 %
Price 1 year ago
15.34 / 16.095 %
Morningstar
4
52 Week Low
15.32
52 Week High
18.11
200 Day Moving Average 17.22
17.22
50-day Moving Average
18.00
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.96 |
| Sortino Ratio | 1.42 |
| Maximum Drawdown | -0.8% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -57.30 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.68 |
| Volatility | 1.725% |
| Alpha | +6.64 |
| Beta | None |
| R Squared | +70.70 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.85% |
| Average Annual Volatility | 9.665% |
| Sharpe Ratio | 0.50 |
| Sortino Ratio | 0.21 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.14 |
Company information
Summary
The investment seeks total return and to provide current income. Under normal market conditions, the fund invests at least 80% of its net assets (including investment borrowings) in preferred securities ("Preferred Securities") and income-producing debt securities ("Income Securities"). The fund invests in securities that are traded over-the-counter or listed on an exchange.
Market
US
Category
Preferred Stock
Expense Ratio
0.85%
Fund family
First Trust
Morningstar
4
Yield
0.0452
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.15% |
| Financial services | 0.03% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Barclays PLC 8% | 2.1% | |
| AerCap Holdings N.V. 5.88% | 2.04% | |
| Emera Inc 6.75% | 1.85% | |
| WFCPL | Wells Fargo & Co 7 1/2 % Non Cum Perp Conv Pfd Shs -A- Series -L- | 1.36% |
| JPMorgan Chase & Co. 3.53% | 1.15% | |
| Societe Generale S.A. 5.38% | 1.07% | |
| Highlands Holdings Bond Issuer Limited / Highlands Holdings Bond Co-Issuer | 1.06% | |
| JPMorgan Chase & Co. 3.46% | 1.06% | |
| BACPL | Bank of America Corp 7 1/4 % Non-Cum Perp Conv Pfd Shs Series -L- | 0.98% |
| Credit Suisse Group AG 7.5% | 0.97% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FPE | First Trust Preferred Securities and Income ETF | US33739E108 | PCX | 0.85% | 4 | +6.64 | |
| FPEI | First Trust Institutional Preferred Securities and Income ETF | US33734X846 | PCX | 0.85% | 5 | +5.45 | |
| IPFF | iShares International Preferred Stock ETF | US48128B648 | BTS | 0.55% | 3 | ||
| PFF | iShares Preferred and Income Securities ETF | US464288687 | NGM | 0.45% | 3 | +11.88 | |
| PFFD | Global X U.S. Preferred ETF | US37954Y657 | PCX | 0.23% | 3 | +12.88 | |
| PFLD | AAM Low Duration Preferred and Income Securities ETF | US26922A198 | PCX | 0.45% | 3 | +5.28 | -- |
| PFXF | VanEck Preferred Securities ex Financials ETF | US92189F429 | PCX | 0.40% | 4 | +11.70 | |
| PGF | Invesco Financial Preferred ETF | US46137V621 | PCX | 0.55% | 3 | +15.15 | |
| PGX | Invesco Preferred ETF | US46138E511 | PCX | 0.51% | 3 | +14.72 | |
| PREF | Principal Spectrum Preferred Securities Active ETF | US74255Y888 | PCX | 0.55% | 3 | +2.99 | |
| VRP | Invesco Variable Rate Preferred ETF | US46138G870 | PCX | 0.50% | 4 | +6.21 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.