First Trust Utilities AlphaDEX Fund
Ticker
FXU
ISIN
US33734X184
Price
USD 41.07
Change Today
+0.03 / 0.073 %
Price 1 year ago
29.35 / 39.925 %
Morningstar
3
52 Week Low
29.03
52 Week High
41.12
200 Day Moving Average 34.59
34.59
50-day Moving Average
38.71
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.70 |
| Sortino Ratio | 0.20 |
| Maximum Drawdown | -2.8% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -17.42 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.32 |
| Volatility | 6.05% |
| Alpha | +12.70 |
| Beta | None |
| R Squared | +68.47 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.876% |
| Average Annual Volatility | 18.817% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -49.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.18 |
Company information
Summary
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® Utilities 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 to objectively identify and select stocks from the Russell 1000® Index in the utilities sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.
Market
US
Category
Utilities
Expense Ratio
0.64%
Fund family
First Trust
Morningstar
3
Yield
0.0247
Exchange
PCX
| Sector | Weight |
|---|---|
| Utilities | 94.56% |
| Industrials | 6.29% |
| Energy | 4.22% |
| Technology | 0.68% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| UGI | UGI Corp | 4.68% |
| VST | Vistra Corp | 4.35% |
| AGR | Avangrid Inc | 4.28% |
| EXC | Exelon Corp | 4.2% |
| PNW | Pinnacle West Capital Corp | 4.18% |
| PEG | Public Service Enterprise Group Inc | 4.11% |
| ATO | Atmos Energy Corp | 4.03% |
| PPL | PPL Corp | 4.02% |
| EVRG | Evergy Inc | 3.37% |
| ETR | Entergy Corp | 3.32% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FSUTX | Fidelity Select Utilities Growth Portfolio | US46137V274 | NAS | 0.76% | 5 | ||
| UTES | Virtus Reaves Utilities ETF | US26923G806 | PCX | 0.49% | 5 | +9.48 | |
| XLUP.L | Invesco Utilities S&P US Select Sector UCITS ETF | IE00B3VPKB5 | LSE | 0.14% | 5 | ||
| XLUS.L | Invesco Utilities S&P US Select Sector UCITS ETF | IE00B3VPKB5 | LSE | 0.14% | 5 | +3.98 | |
| XLUS.SW | Invesco Utilities S&P US Sect | IE00B3VPKB53 | EBS | 0.14% | 5 |
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.