First Trust Materials AlphaDEX Fund
Ticker
FXZ
ISIN
US33734X168
Price
USD 63.01
Change Today
-0.68 / -1.068 %
Price 1 year ago
59.35 / 6.175 %
Morningstar
4
52 Week Low
60.94
52 Week High
71.50
200 Day Moving Average 66.24
66.24
50-day Moving Average
65.44
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -4.43% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -11.03 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.27 |
| Volatility | 7.147% |
| Alpha | +37.87 |
| Beta | None |
| R Squared | +76.09 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.788% |
| Average Annual Volatility | 27.281% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -67.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.17 |
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® Materials 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 materials and processing sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.
Market
US
Category
Natural Resources
Expense Ratio
0.64%
Fund family
First Trust
Morningstar
4
Yield
0.0179
Exchange
PCX
| Sector | Weight |
|---|---|
| Basic materials | 89.23% |
| Industrials | 5.56% |
| Consumer cyclical | 2.87% |
| Energy | 2.20% |
| Realestate | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 93.67 |
| Turkey | 3.34 |
| United Kingdom | 2.99 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| STLD | Steel Dynamics Inc | 5.35% |
| RGLD | Royal Gold Inc | 4.83% |
| NEM | Newmont Corp | 4.79% |
| CE | Celanese Corp Class A | 4.61% |
| MOS | The Mosaic Co | 4.6% |
| NUE | Nucor Corp | 4.36% |
| CF | CF Industries Holdings Inc | 4.13% |
| NEU | NewMarket Corp | 3.86% |
| WLK | Westlake Chemical Corp | 3.7% |
| TKR | The Timken Co | 3.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0011742527.PA | THEAM Quant Dynamic Raw Materials A USD | FR001174252 | YHD | 5 | |||
| FR0011742550.PA | THEAM Quant Dynamic Raw Materials | FR001174255 | YHD | 5 | |||
| IMSU.L | iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF | IE00B4MKCJ8 | LSE | 0.15% | 5 | -0.96 | |
| IUMS.L | iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF | IE00B4MKCJ8 | LSE | 0.15% | 5 | ||
| RTM | Invesco S&P 500 Equal Weight Materials ETF | US46137V316 | PCX | 0.40% | 5 | +15.93 | |
| SXLB.AS | SPDR S&P U.S. Materials Select Sector UCITS ETF | IE00BWBXM831 | AMS | 0.15% | 5 | -0.93 | |
| SXLB.L | SPDR S&P U.S. Materials Select Sector UCITS ETF | IE00BWBXM83 | LSE | 0.15% | 5 | -0.93 | |
| SXLB.SW | SPDR S&P US Materials ETF | IE00BWBXM831 | EBS | 0.15% | 5 | ||
| XLBP.L | Invesco Materials S&P US Select Sector UCITS ETF | IE00B3XM3R1 | LSE | 0.14% | 5 | ||
| XLBS.L | Invesco Materials S&P US Select Sector UCITS ETF | IE00B3XM3R1 | LSE | 0.14% | 5 | ||
| XLBS.SW | Invesco Materials S&P US Sect | IE00B3XM3R14 | EBS | 0.14% | 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.