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
Risk Overview Information Not Available
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 | ||||
---|---|---|---|---|---|---|
FCTR | Category Average | FCTR | Category Average | FCTR | Category 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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