First Trust Dorsey Wright Focus 5 ETF

Ticker

FV

ISIN

US33738R605

Price

USD 60.66

Change Today

+0.15 / 0.248 %

Price 1 year ago

51.60 / 17.557 %

Morningstar

5

52 Week Low

49.57

52 Week High

62.78

200 Day Moving Average 57.16

57.16

50-day Moving Average

60.21

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.73
Sortino Ratio -0.38
Maximum Drawdown -5.01%
Maximum Drawdown Date 2024-01-04
Calmar Ratio 15.26

1 year

Parameter Value
Return -0.92
Volatility 4.146%
Alpha +14.88
Beta None
R Squared +78.43

History

Parameter Value
Average Annual Return 13.028%
Average Annual Volatility 20.828%
Sharpe Ratio 0.63
Sortino Ratio 0.64
Maximum Drawdown -34.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.40

Company information

Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the exchange-traded funds ("ETFs") that comprise the index. The index is designed to provide targeted exposure to the five First Trust sector-based ETFs that the index provider believes offer the greatest potential to outperform the other ETFs in the selection universe and that satisfy certain trading volume and liquidity requirements.

Market

US

Category

Mid-Cap Blend

Expense Ratio

0.89%

Fund family

First Trust

Morningstar

5

Yield
0.0091
Exchange
NGM
Sector Weight
None

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
CWS AdvisorShares Focused Equity ETF US00768Y560 PCX 0.66% 5 +11.92
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF NGM 1.14% 5 +9.23 --
DWUS AdvisorShares Dorsey Wright FSM US Core ETF US00768Y487 NGM 1.10% 5 -1.54 --
FV First Trust Dorsey Wright Focus 5 ETF US33738R605 NGM 0.89% 5 +14.88
IE00BFLQFM89.IR BNY Mellon Global Funds PLC - BNY Mellon Japan Small Cap Equity Focus Fund JPY C Acc IE00BFLQFM89 ISE 5 +5.18 +1.28
IE00BFLQGP85.IR BNY Mellon Global Funds PLC - BNY Mellon Japan Small Cap Equity Focus Fund JPY W Acc IE00BFLQGP85 ISE 5 +5.18 +1.28
ONEV SPDR Russell 1000 Low Volatility Focus ETF US78468R754 PCX 0.20% 5 +10.39

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.