FCTR
First Trust Lunt US Factor Rotation ETF
$31.40
0.01 (0.03%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 72.22M |
| 52 Week High | 31.453 |
| 52 Week Low | 22.528 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0065 |
Overview
| 52 Week High | 31.45 |
|---|---|
| 52 Week Low | 22.53 |
| Market Cap | 72.22M |
| Shares Outstanding | 2.30M |
| Income Dividend Yield | 0.65% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.65% |
Returns Annualized
| One Day | 8.37% |
|---|---|
| Five Days | 124.75% |
| One Months | 20.26% |
| Three Months | 9.82% |
| Six Months | 34.56% |
| Nine Months | 41.41% |
| One Year | 20.44% |
| Three Years | -2.68% |
| Five Years | 8.25% |
| Ten Years | -999 |
| YTD | 27.59% |
| Since Inception | 8.62% |
Returns Total
| One Day | 0.03% |
|---|---|
| Five Days | 1.62% |
| One Month | 1.47% |
| Three Months | 2.33% |
| Six Months | 15.71% |
| Nine Months | 29.29% |
| One Year | 20.42% |
| Three Years | -7.78% |
| Five Years | 48.46% |
| Ten Years | -999 |
| YTD | 13.38% |
| Since Inception | 63.26% |
Yearly Returns
| 2024 | 13.38% |
|---|---|
| 2023 | 0.71% |
| 2022 | -20.41% |
| 2021 | 21.14% |
| 2020 | 30.13% |
| 2019 | 30.90% |
| 2018 | -12.93% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -12.19% |
|---|---|
| Beta | 1.17 |
| Correlation | 88.03% |
| Downside Deviation | 4.28% |
| Coefficient of determination | 77.49% |
| Standard Deviation | 4.27% |
| Sharpe Ratio | -0.56 |
| Sortino | -1.93 |
| Treynor | 12.9 |
| Ulcer Index | 5.54 |
| Ulcer Performance Index | -1.49 |