FCTR

First Trust Lunt U.S. Factor Rotation ETF
*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 11/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FCTR -0.14% -0.70% 21.08% 28.73% 23.77% -- --
FCTR (NAV) 0.76% 0.06% 22.21% 28.72% 24.19% -- --
MSCI USA Large Cap Index 3.44% 4.68% 25.69% 30.59% 24.40% 19.30% 17.68%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FCTR Summary Data

First Trust
07/25/18
Open-Ended Fund
0.65%
$620.82M
$3.79M
0.18%

FCTR Portfolio Data

$86.90B
40.85
6.99
0.35%
N/A
161

FCTR Index Data

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

FCTR Portfolio Management

0.65%
--
--
--

FCTR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FCTR Fund Structure

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

FCTR Factset Analytics Block Liquidity

As of 11/25/21
5
4
3
2
1

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

108,254
$3.79M
98,115
$3.49M
0.18%
$0.06
-0.01%
0.33% / -0.44%
None
100.00%
50,000
1.96
0.06%
0.01%
0
$35.89
5

FCTR Sector/Industry Breakdown


FCTR
Segment Benchmark
28.07%
13.41%
24.98%
38.43%
10.14%
7.84%
9.57%
11.96%
9.39%
5.87%
8.37%
14.61%
4.63%
2.14%
0.78%
1.78%
0.76%
2.04%
0.05%
1.44%

FCTR Countries


FCTR
Segment Benchmark
100.00%
99.90%
--
0.10%

FCTR Regions


FCTR
Segment Benchmark
100.00%
100.00%

FCTR Economic Development


FCTR
Segment Benchmark
100.00%
100.00%

FCTR Performance Statistics

0.50
0.91
0.83
1.13
0.68%
MSCI USA Large Cap Index

FCTR MSCI ESG Ratings

6.97 / 10
73.61
65.35
6.25%
--
137.57

FCTR Benchmark Comparison Holdings

161
291
102
22.58%

FCTR Benchmark Comparison Summary


FCTR
Segment Benchmark
161
291
$86.90B
$656.83B
40.85
29.41
6.99
5.17
1.00%
1.27%
Low
Low

FCTR Benchmark Comparison Market Cap Size


FCTR
Segment Benchmark
98.57%
100.00%
1.43%
0.00%
0.00%
0.00%
0.00%
0.00%