FAB

First Trust Multi Cap Value AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FAB Fund Description

FAB tracks an index that uses fundamental factors to select and weight value stocks from the Nasdaq US Select Indices.

FAB Factset Analytics Insight

FAB holds a broad value-focused portfolio of stocks from the Nasdaq US Select Index Family. The fund uses a quantitative methodology to select and weight securities in three different size segments. In particular, FAB uses three value factors (P/B, ROA, and P/FCF) to rank companies. Once the fund has selected those firms best positioned for value, it employs a tiered weighting strategy that assigns weights of 50% to large caps, 30% to midcaps and 20% to small-caps. FAB makes huge sector bets and carries a small tilt. The index is reconstituted and rebalanced quarterly. Note: On April 8, 2016, the fund switched underlying indexes from the old “Defined” index to the current Nasdaq version. The index universe may differ slightly but the factors and methodology are the same.

PERFORMANCE [as of 06/24/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FAB -4.20% -10.60% -10.60% -4.73% 10.07% 7.03% 10.45%
FAB (NAV) -4.22% -10.55% -10.47% -4.53% 10.10% 7.02% 10.47%
NASDAQ AlphaDEX Multi Cap Value Index -3.85% -10.11% -9.89% -3.56% 11.03% 7.87% --
MSCI USA IMI Value Index -3.57% -9.66% -10.95% -2.96% 7.92% 7.72% 11.03%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FAB Summary Data

First Trust
05/08/07
Open-Ended Fund
0.69%
$166.21M
$2.19M
0.11%

FAB Portfolio Data

$32.77B
9.67
1.52
1.33%
N/A
670

FAB Index Data

Tiered
Multi-Factor
MSCI USA IMI Value Index

FAB Portfolio Management

0.69%
-0.95%
-0.57%
-1.28%

FAB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FAB Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

FAB Factset Analytics Block Liquidity

As of 06/27/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FAB. FAB is rated a 5 out of 5.

FAB Tradability

31,856
$2.19M
15,002
$1.09M
0.11%
$0.08
0.02%
0.52% / -1.82%
None
97.00%
50,000
0.30
0.01%
0.01%
0
$67.09
5

FAB Sector/Industry Breakdown


FAB
Segment Benchmark
30.94%
--
7.54%
--
7.37%
--
7.19%
--
6.92%
--
6.31%
--
4.81%
--
4.40%
--
3.38%
--
2.92%
--

FAB Countries


FAB
Segment Benchmark
100.00%
99.92%
--
0.08%

FAB Regions


FAB
Segment Benchmark
100.00%
100.00%

FAB Economic Development


FAB
Segment Benchmark
100.00%
100.00%

FAB Performance Statistics

0.92
1.12
1.11
1.11
0.36%
MSCI USA IMI Value Index

FAB Benchmark Comparison Holdings

670
1637
577
32.92%

FAB Benchmark Comparison Summary


FAB
Segment Benchmark
670
1637
$32.77B
$139.34B
9.67
16.90
1.52
2.65
2.22%
2.28%
Low
Low

FAB Benchmark Comparison Market Cap Size


FAB
Segment Benchmark
50.12%
87.09%
34.59%
9.96%
15.30%
2.76%
0.00%
0.20%