What is FCTR?

FCTR tracks an index of US large-cap stocks. Exposure rotates among four investment factors, selected by a risk-adjusted relative strength score. The fund aims to outperform the broad market over time.

PERFORMANCE [as of 03/27/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FCTR -4.80% -6.56% -5.76% -19.13% 15.18% -- --
FCTR (NAV) -4.90% -6.56% -5.85% -19.20% 15.12% -- --
Lunt Capital Large Cap Factor Rotation Index -4.87% -6.41% -5.71% -18.68% 15.98% -- --
MSCI USA Large Cap Index 0.82% 5.42% 5.03% -11.26% 17.72% 11.01% 12.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FCTR Factset Analytics Insight

FCTR tracks an index that tactically rotates exposure among either the highest or lowest scoring stocks for four separate investment factors: momentum, value, quality, and volatility. The index maintains two sub-indexes for each factor—high and low. Each month, it selects one of the two sub-indexes based on 12-month risk-adjusted relative strength. The four factors each received 25% weight at inception, but are only rebalanced back to equal weight in months when all four sub-indexes change. Each sub-index is composed of 50 securities from a universe of 500 US large-cap firms, selected and weighted by their factor scores. The momentum, value and volatility sub-indices are rebalanced semi-annually, and the quality sub-index is rebalanced annually.

FCTR Summary Data

First Trust
07/25/18
0.65%
$217.42M
Lunt Capital Large Cap Factor Rotation Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
-$0.01B 30 Days
-$0.06B 90 Days

FCTR Portfolio Data

$99.24B
11.54
2.80
1.44%
N/A
173

FCTR Index Data

Lunt Capital Large Cap Factor Rotation Index
Equal
Technical
MSCI USA Large Cap Index

FCTR Portfolio Management

0.65%
-0.58%
-0.49%
-0.77%

FCTR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FCTR Fund Structure

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

Factset Analytics Block Liquidity

As of 03/28/23

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

FCTR Tradability

35,039
$980.57K
28,318
$775.47K
0.18%
$0.05
-0.05%
0.23% / -0.16%
None
100.00%
50,000
0.57
0.06%
0.01%
0
$26.21
5

FCTR Sector/Industry Breakdown

FCTR Segment
Benchmark
25.79% --
10.52% --
10.38% --
7.96% --
7.94% --
7.76% --
4.92% --
4.73% --
4.20% --
3.19% --

FCTR Performance Statistics

0.83
0.96
0.98
0.99
0.69%
MSCI USA Large Cap Index

FCTR Countries

FCTR Segment
Benchmark
99.89% 99.89%
-- 0.11%

FCTR Regions

FCTR Segment
Benchmark
99.89% 100.00%

FCTR Economic Development

FCTR Segment
Benchmark
99.89% 100.00%
0.00% 0.00%

FCTR Benchmark Comparison Holdings

173
297
108
26.06%

FCTR Benchmark Comparison Summary

FCTR Segment
Benchmark
173 297
$99.24B $504.17B
11.54 20.72
2.80 4.32
1.83% 1.55%
Low Low

FCTR Benchmark Comparison Market Cap Size

FCTR Segment
Benchmark
96.18% 100.00%
3.70% 0.00%
0.00% 0.00%
0.00% 0.00%