First Trust Small Cap Value AlphaDEX Fund
Ticker
FYT
ISIN
US33737M409
Price
USD 60.06
Change Today
+0.06 / 0.1 %
Price 1 year ago
47.13 / 27.445 %
Morningstar
3
52 Week Low
47.33
52 Week High
60.73
200 Day Moving Average 53.61
53.61
50-day Moving Average
56.10
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.66 |
| Sortino Ratio | 0.19 |
| Maximum Drawdown | -4.74% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -10.97 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.53 |
| Volatility | 7.506% |
| Alpha | +12.31 |
| Beta | None |
| R Squared | +86.17 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.15% |
| Average Annual Volatility | 24.449% |
| Sharpe Ratio | 0.50 |
| Sortino Ratio | 0.54 |
| Maximum Drawdown | -51.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.24 |
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 Nasdaq AlphaDEX® Small Cap Value Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks and real estate investment trusts that comprise the index. The index is designed to select value stocks from the NASDAQ US 700 Small Cap Index TM (the "base index") that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.
Market
US
Category
Small Value
Expense Ratio
0.71%
Fund family
First Trust
Morningstar
3
Yield
0.0154
Exchange
NGM
| Sector | Weight |
|---|---|
| Financial services | 27.40% |
| Consumer cyclical | 18.97% |
| Industrials | 15.25% |
| Realestate | 7.50% |
| Consumer defensive | 7.31% |
| Technology | 7.29% |
| Utilities | 4.46% |
| Healthcare | 4.02% |
| Communication services | 3.49% |
| Energy | 3.19% |
| Basic materials | 3.10% |
| Country | Ratio |
|---|---|
| United States | 97.84 |
| Chile | 0.53 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MAC | Macerich Co | 0.98% |
| ANAT | American National Group Inc | 0.87% |
| GTN | Gray Television Inc | 0.8% |
| MEI | Methode Electronics Inc | 0.74% |
| PBH | Prestige Consumer Healthcare Inc | 0.74% |
| SUPN | Supernus Pharmaceuticals Inc | 0.74% |
| FDP | Fresh Del Monte Produce Inc | 0.72% |
| AGO | Assured Guaranty Ltd | 0.71% |
| AAWW | Atlas Air Worldwide Holdings Inc | 0.71% |
| GHC | Graham Holdings Co | 0.71% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVUV | Avantis U.S. Small Cap Value ETF | US025072877 | PCX | 0.25% | 4 | +19.40 | -- |
| CALF | Pacer US Small Cap Cash Cows 100 ETF | US69374H857 | BTS | 0.59% | 4 | +10.96 | |
| DFAS | Dimensional U.S. Small Cap ETF | US25434V8155 | PCX | 0.28% | 4 | +11.36 | |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EWX | SPDR S&P Emerging Markets Small Cap ETF | US78463X756 | PCX | 0.65% | 4 | -2.49 | |
| IJR | iShares Core S&P Small-Cap ETF | US4642878049 | PCX | 0.06% | 4 | +8.82 | |
| IJS | iShares S&P Small-Cap 600 Value ETF | US4642878791 | PCX | 0.18% | 4 | +14.11 | |
| IJT | iShares S&P Small-Cap 600 Growth ETF | US4642878874 | NGM | 0.18% | 4 | +3.29 | |
| ISCF | iShares MSCI Intl Small-Cap Multifactor ETF | US46434V2667 | PCX | 0.40% | 4 | +1.81 | |
| JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | US46641Q845 | PCX | 0.29% | 4 | +11.23 | |
| NUSC | Nuveen ESG Small-Cap ETF | US67092P607 | BTS | 0.30% | 4 | +8.27 | |
| SLY | SPDR S&P 600 Small Cap ETF | US78468R853 | PCX | 0.15% | 4 | +8.90 | |
| SLYG | SPDR S&P 600 Small Cap Growth ETF | US78464A201 | PCX | 0.15% | 4 | +3.33 | |
| SLYV | SPDR S&P 600 Small Cap Value ETF | US78464A300 | PCX | 0.15% | 4 | +14.24 | |
| SMLF | iShares MSCI USA Small-Cap Multifactor ETF | US46435G4331 | PCX | 0.30% | 4 | +13.55 | |
| VB | Vanguard Small Cap Index Fund | IE00B42W3S0 | PCX | 0.05% | 4 | +8.10 | |
| VBR | Vanguard Small Cap Value Index Fund | IE00B42W3S0 | PCX | 0.07% | 4 | +13.21 | |
| VIOO | Vanguard S&P Small-Cap 600 Index Fund | US921932828 | PCX | 0.10% | 4 | +8.82 | |
| WLDS.L | iShares MSCI World Small Cap UCITS ETF | IE00BF4RFH3 | LSE | 0.35% | 4 | -- | -- |
| WSML.L | iShares MSCI World Small Cap UCITS ETF | IE00BF4RFH3 | LSE | 0.35% | 4 | -- | -- |
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | US46137V480 | PCX | 0.36% | 4 | +10.74 |
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.