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Cboe US - Nasdaq Real Time Price USD

First Trust Lunt U.S. Factor Rotation ETF (FCTR)

31.58
+0.22
+(0.71%)
As of 11:43:21 AM EDT. Market Open.

ETF Summary

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 utilizes the index provider's risk-adjusted relative strength methodology to allocate exposure to securities exhibiting either high or low levels of the characteristics associated with one of four primary investing factors: momentum, value, quality and volatility. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -4.72%
5y Average Return 9.99%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.09
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FCTRCategory AverageFCTRCategory AverageFCTRCategory Average
Alpha -9.3 -0.98 -6.12 -0.71 0 -1.19
BETA 1.09 0.96 1.13 0.97 0 0.99
Mean Annual Return 0.12 0.75 1.2 1.45 0 0.97
R-squared 76.94 94.02 76.48 94.27 0 94.88
Standard Deviation 21.42 17.23 21.72 16.92 0 15.59
Sharpe Ratio -0.15 0.26 0.54 0.86 0 0.63
Treynor Ratio -5 3.32 8.94 14.91 0 9.18

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