FEP

First Trust Europe AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FEP Fund Description

FEP tracks a tiered equal-weighted index of 200 companies selected from the S&P Europe BMI based on the S&P's AlphaDex selection methodology.

FEP Factset Analytics Insight

FEP aims to outperform the broad European market by using a quantitative methodology to select stocks using growth and value factors. It then ranks these stocks based on the strength of the resulting style scores and weights them equally within quintiles, with higher scoring quintiles receiving greater weight in the index. Its weighting constraints are also set at 15% above the sector/country percentages of the base index. It reconstitutes and rebalances its portfolio semi-annually to maintain exposure to its expected outperformers. Sector biases abound, though they can also change in light of the fund's rebalancing.

PERFORMANCE [as of 05/20/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FEP -- -- -- -- -- -- --
FEP (NAV) -7.76% -12.25% -18.33% -16.68% 3.96% 2.78% 7.82%
NASDAQ AlphaDEX Europe Index -8.00% -12.47% -18.28% -16.15% 4.56% 3.45% 9.40%
MSCI Europe IMI -8.37% -11.76% -16.66% -13.80% 4.86% 3.29% 6.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FEP Summary Data

First Trust
04/18/11
Open-Ended Fund
0.80%
$393.94M
$3.05M
0.21%

FEP Portfolio Data

$22.79B
7.88
1.29
3.96%
N/A
199

FEP Index Data

NASDAQ AlphaDEX Europe Index
Tiered
Multi-Factor
MSCI Europe IMI

FEP Portfolio Management

0.80%
-0.71%
3.07%
-3.58%

FEP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FEP Fund Structure

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

FEP Factset Analytics Block Liquidity

As of 05/23/22
5
4
3
2
1

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

FEP Tradability

82,685
$3.05M
55,385
$1.93M
0.21%
$0.08
0.05%
1.36% / -0.88%
None
29.00%
50,000
1.11
0.19%
0.05%
35
$35.36
5

FEP Sector/Industry Breakdown


FEP
Segment Benchmark
30.33%
--
10.42%
--
8.18%
--
7.84%
--
7.82%
--
5.50%
--
4.15%
--
4.03%
--
3.56%
--
3.48%
--

FEP Top 10 Holdings[View All]

1.75%
1.04%
1.00%
0.95%
0.94%
0.94%
0.93%
0.93%
0.92%
0.92%
10.33%

FEP Countries


FEP
Segment Benchmark
23.16%
25.28%
13.18%
6.44%
12.95%
15.92%
10.82%
12.28%
7.83%
6.63%
6.42%
3.76%
5.07%
1.68%
5.07%
15.29%
3.49%
1.72%
3.40%
3.58%

FEP Regions


FEP
Segment Benchmark
99.40%
99.61%
0.60%
0.39%

FEP Economic Development


FEP
Segment Benchmark
99.95%
100.00%
0.05%
--

FEP Performance Statistics

0.97
1.06
1.03
1.10
0.27%
MSCI Europe IMI

FEP Benchmark Comparison Holdings

199
1464
193
22.29%

FEP Benchmark Comparison Summary


FEP
Segment Benchmark
199
1464
$22.79B
$86.70B
7.88
14.33
1.29
1.93
2.91%
2.63%
Low
Low

FEP Benchmark Comparison Market Cap Size


FEP
Segment Benchmark
46.37%
78.07%
53.40%
16.48%
0.23%
5.17%
0.00%
0.29%