First Trust Institutional Preferred Securities and Income ETF
Ticker
FPEI
ISIN
US33734X846
Price
USD 18.84
Change Today
-0.02 / -0.106 %
Price 1 year ago
16.00 / 17.723 %
Morningstar
5
52 Week Low
16.10
52 Week High
18.98
200 Day Moving Average 18.08
18.08
50-day Moving Average
18.84
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.91 |
| Sortino Ratio | 1.44 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -40.25 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.78 |
| Volatility | 1.844% |
| Alpha | +5.45 |
| Beta | None |
| R Squared | +62.72 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.868% |
| Average Annual Volatility | 9.584% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.22 |
| Maximum Drawdown | -28.000000000000004% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks total return and to provide current income. The fund invests at least 80% of its net assets (including investment borrowings) in institutional preferred securities and income-producing debt securities ("Income Securities"). Preferred securities are a type of equity security that have preference over common stock in the payment of distributions and the liquidation of a company's assets, but are generally junior to all forms of the company's debt, including both senior and subordinated debt. The fund's investments in preferred securities will primarily be in institutional preferred securities.
Market
US
Category
Preferred Stock
Expense Ratio
0.85%
Fund family
First Trust
Morningstar
5
Yield
0.0525
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Barclays PLC 8% | 2.98% | |
| Emera Inc 6.75% | 2.39% | |
| Highlands Holdings Bond Issuer Limited / Highlands Holdings Bond Co-Issuer | 2.17% | |
| Enbridge Incorporation 6% | 2.13% | |
| JPMorgan Chase & Co. 3.53% | 1.82% | |
| AerCap Holdings N.V. 5.88% | 1.73% | |
| Lloyds Banking Group plc 7.5% | 1.67% | |
| Land O'Lakes Inc. 7% | 1.65% | |
| WFCPL | Wells Fargo & Co 7 1/2 % Non Cum Perp Conv Pfd Shs -A- Series -L- | 1.57% |
| Australia and New Zealand Banking Group Ltd. London Branch 6.75% | 1.51% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BIIPX | iShares Short-Term TIPS Bond Index Fund Institutional Shares | US09258N8855 | NAS | 0.11% | 4 | ||
| BRGNX | iShares Russell 1000 Large-Cap Index Fund Institutional Shares | FR0011119171 | NAS | 0.13% | 4 | ||
| BRMIX | iShares Russell Mid-Cap Index Fund Institutional Shares | US0919362949 | NAS | 0.10% | 4 | ||
| BSMIX | iShares Russell Small/Mid-Cap Index Fund Institutional Shares | US74374N102 | NAS | 0.12% | 4 | ||
| BSPIX | iShares S&P 500 Index Fund Institutional Shares | IE00B5BMR087 | NAS | 0.10% | 4 | ||
| FPEI | First Trust Institutional Preferred Securities and Income ETF | US33734X846 | PCX | 0.85% | 5 | +5.45 | |
| GSMTX | Goldman Sachs Dynamic Municipal Income Fund Institutional Class | US38142V7468 | NAS | 5 | |||
| IE0004931386.IR | PIMCO GIS Euro Bond Fund Institutional EUR Accumulation | IE0004931386 | ISE | 0.60% | 4 | -1.64 | +0.98 |
| IE00B8F9YY94.IR | GAM Star Fund plc - GAM Star Continental European Equity Class Institutional GBP Income | IE00B8F9YY94 | ISE | 4 | |||
| PBCKX | Principal Blue Chip Fund Institutional Class | US74255L5892 | NAS | 0.66% | 4 | ||
| PEIIX | Principal Equity Income Fund Institutional Class | US74254U4994 | NAS | 0.52% | 4 | ||
| WIPIX | Allspring Core Plus Bond Fund Class Institutional | US94984B6948 | NAS | 0.42% | 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.