First Trust Consumer Staples AlphaDEX Fund
Ticker
FXG
ISIN
US33734X119
Price
USD 68.06
Change Today
-0.50 / -0.729 %
Price 1 year ago
58.64 / 16.062 %
Morningstar
4
52 Week Low
58.87
52 Week High
68.74
200 Day Moving Average 65.89
65.89
50-day Moving Average
67.44
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.26 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -2.6% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -16.36 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.05 |
| Volatility | 4.965% |
| Alpha | +8.53 |
| Beta | None |
| R Squared | +57.18 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.958% |
| Average Annual Volatility | 16.682% |
| Sharpe Ratio | 0.60 |
| Sortino Ratio | 0.56 |
| Maximum Drawdown | -39.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.25 |
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® Consumer Staples 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 consumer staples sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.
Market
US
Category
Consumer Defensive
Expense Ratio
0.64%
Fund family
First Trust
Morningstar
4
Yield
0.0168
Exchange
PCX
| Sector | Weight |
|---|---|
| Consumer defensive | 79.59% |
| Healthcare | 11.48% |
| Consumer cyclical | 5.63% |
| Basic materials | 3.27% |
| Realestate | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 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 |
|---|---|---|
| CVS | CVS Health Corp | 4.64% |
| NUS | Nu Skin Enterprises Inc Class A | 4.48% |
| KR | The Kroger Co | 4.46% |
| SJM | JM Smucker Co | 4.29% |
| INGR | Ingredion Inc | 4.21% |
| TSN | Tyson Foods Inc Class A | 4.16% |
| BG | Bunge Ltd | 4.13% |
| SFM | Sprouts Farmers Market Inc | 3.91% |
| ADM | Archer-Daniels Midland Co | 3.56% |
| REYN | Reynolds Consumer Products Inc Ordinary Shares | 3.41% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ICSU.L | iShares V PLC - iShares S&P 500 Consumer Staples Sector UCITS ETF | IE00B40B8R3 | LSE | 0.15% | 5 | ||
| IECS | iShares Evolved U.S. Consumer Staples ETF | US4642878122 | BTS | 0.18% | 5 | ||
| IUCS.L | iShares V PLC - iShares S&P 500 Consumer Staples Sector UCITS ETF | IE00B40B8R3 | LSE | 0.15% | 5 | +3.14 | |
| IYK | iShares US Consumer Staples ETF | US4642878122 | PCX | 0.39% | 5 | +2.73 | |
| JHMS | John Hancock Multifactor Consumer Staples ETF | US47804J875 | PCX | 0.40% | 5 | +14.69 | +0.48 |
| PSCC | Invesco S&P SmallCap Consumer Staples ETF | US46138E172 | NGM | 0.29% | 5 | +12.08 | |
| SXLP.L | SPDR S&P U.S. Consumer Staples Select Sector UCITS ETF | IE00BWBXM38 | LSE | 0.15% | 5 | ||
| XLPS.L | Invesco Consumer Staples S&P US Select Sector UCITS ETF | IE00B435BG2 | LSE | 0.14% | 5 | ||
| XSCS.L | Xtrackers MSCI USA Consumer Staples UCITS ETF | IE00BGQYRQ2 | LSE | 0.12% | 5 | ||
| XUCS.L | Xtrackers MSCI USA Consumer Staples UCITS ETF | IE00BGQYRQ2 | LSE | 0.12% | 5 | +3.19 |
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.