FJP

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

FJP Fund Description

FJP tracks an tiered equal-weighted index of Japanese equities selected using a quantitative model.

FJP Factset Analytics Insight

FJP tries to beat the broader Japanese equity market using a proprietary selection model and tiered equal-weighting scheme. It thus differs from our segment benchmark by design. FJP underweights financials, while it loads up on technology stocks. The fund also tilts heavily toward midcap stocks in its attempts to find alpha. FJP is one of the most expensive fund within the segment, and tracks its index loosely. Liquidity is also a bit of an issue. so carefully placed limit orders are necessary to limit trading costs.

FJP MSCI ESG Analytics Insight

First Trust Japan AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.53 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 Japan AlphaDEX Fund ranks in the 40th percentile within its peer group and in the 20th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FJP MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 03/02/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FJP 1.90% 1.53% 1.43% 20.62% -1.43% 5.60% --
FJP (NAV) 0.25% 1.50% 0.81% 16.32% -2.11% 4.94% --
Nasdaq AlphaDEX Japan Index -- -- -- -- -- -- --
MSCI Japan IMI 1.09% 5.18% 1.78% 28.45% 5.78% 10.74% 6.51%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FJP Summary Data

First Trust
04/18/11
Open-Ended Fund
0.80%
$39.27M
$299.18K
0.56%

FJP Portfolio Data

$15.47B
24.40
1.18
0.98%
N/A
100

FJP Index Data

Nasdaq AlphaDEX Japan Index
Tiered
Multi-Factor
MSCI Japan IMI

FJP Portfolio Management

0.80%
-0.87%
2.98%
-6.53%

FJP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FJP Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

FJP Factset Analytics Block Liquidity

As of 03/03/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FJP. FJP is rated a 4 out of 5.

FJP Tradability

5,745
$299.18K
2,100
$110.95K
0.56%
$0.29
-0.09%
4.85% / -1.78%
None
0.00%
50,000
0.04
0.00%
0.11%
0
$51.84
4

FJP Sector/Industry Breakdown


FJP
Segment Benchmark
23.97%
26.81%
22.34%
13.68%
18.93%
17.32%
10.15%
5.65%
8.13%
8.01%
5.76%
12.22%
5.34%
1.26%
2.68%
9.39%
1.42%
5.06%
1.28%
0.60%

FJP Top 10 Holdings[View All]

1.96%
1.81%
1.79%
1.79%
1.76%
1.75%
1.75%
1.72%
1.68%
1.66%
17.67%

FJP Countries


FJP
Segment Benchmark
100.00%
100.00%

FJP Regions


FJP
Segment Benchmark
100.00%
99.97%
--
0.03%

FJP Economic Development


FJP
Segment Benchmark
100.00%
100.00%

FJP Performance Statistics

0.95
1.04
1.03
1.06
0.38%
MSCI Japan IMI

FJP MSCI ESG Ratings

5.53 / 10
19.88
40.26
6.14%
6.76%
247.65

FJP Benchmark Comparison Holdings

100
1282
100
19.50%

FJP Benchmark Comparison Summary


FJP
Segment Benchmark
100
1282
$15.47B
$43.54B
24.40
30.85
1.18
1.35
2.17%
2.07%
Low
Low

FJP Benchmark Comparison Market Cap Size


FJP
Segment Benchmark
36.01%
63.47%
62.07%
24.46%
1.92%
10.50%
0.00%
1.57%