FCTRFirst Trust Lunt U.S. Factor Rotation ETF
FCTR Fund Description
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.
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 MSCI ESG Analytics Insight
First Trust Lunt U.S. Factor Rotation ETF has an MSCI ESG Fund Rating of A based on a score of 6.97 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Lunt U.S. Factor Rotation ETF ranks in the 65th percentile within its peer group and in the 74th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
FCTR Summary Data
FCTR Portfolio Data
FCTR Index Data
FCTR Portfolio Management
FCTR Tax Exposures
FCTR Fund Structure
FCTR Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
FCTR Top 10 Holdings[View All]
FCTR Economic Development
FCTR Performance Statistics
FCTR MSCI ESG Ratings
FCTR Benchmark Comparison Summary
FCTR Benchmark Comparison Market Cap Size