FYT

First Trust Small Cap Value AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FYT Fund Description

FYT tracks an index of securities pulled from the NASDAQ US 700 Small Cap Index that are rescreened and weighted based on a tiered process.

FYT Factset Analytics Insight

FYT tracks an index which implements its proprietary AlphaDEX selection methodology to select small-cap value stocks. The index starts by removing stocks from the NASDAQ US 700 Small Cap Index which do not trade on an eligible exchange, duplicate stocks, and do not meet liquidity screens. Then, all remaining securities are grouped into either “growth” or “value” buckets. Only those in the “value” buckets are eligible for inclusion. Those eligible are then scored individually and the top 262 stocks are selected for inclusion in the index. The selected stocks are then split into quintiles based on their selection score, with higher scoring quintiles receiving a greater weight in the Index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarterly.

PERFORMANCE [as of 05/16/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYT -- -- -- -- -- -- --
FYT (NAV) -5.45% -9.05% -10.69% -9.73% 11.70% 8.60% 10.52%
MSCI USA Small Cap Value Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FYT Summary Data

First Trust
04/18/11
Open-Ended Fund
0.71%
$233.46M
$1.60M
0.16%

FYT Portfolio Data

$2.57B
11.51
1.20
1.26%
N/A
262

FYT Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Value Index

FYT Portfolio Management

0.71%
-1.16%
-0.72%
-1.69%

FYT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FYT Fund Structure

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

FYT Factset Analytics Block Liquidity

As of 05/17/22
5
4
3
2
1

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

FYT Tradability

32,745
$1.60M
19,987
$998.02K
0.16%
$0.08
0.00%
0.25% / -2.22%
None
94.00%
50,000
0.40
0.02%
0.09%
11
$47.42
5

FYT Sector/Industry Breakdown


FYT
Segment Benchmark
34.82%
--
8.84%
--
7.59%
--
6.09%
--
5.77%
--
5.15%
--
4.98%
--
3.77%
--
3.50%
--
3.48%
--

FYT Countries


FYT
Segment Benchmark
100.00%
100.00%

FYT Regions


FYT
Segment Benchmark
100.00%
100.00%

FYT Economic Development


FYT
Segment Benchmark
100.00%
100.00%

FYT Performance Statistics

0.93
0.95
1.00
0.90
0.33%
MSCI USA Small Cap Value Index

FYT Benchmark Comparison Holdings

262
1200
222
19.74%

FYT Benchmark Comparison Summary


FYT
Segment Benchmark
262
1200
$2.57B
$5.47B
11.51
18.89
1.20
1.79
2.06%
1.94%
Low
Low

FYT Benchmark Comparison Market Cap Size


FYT
Segment Benchmark
0.00%
4.76%
38.36%
68.19%
61.07%
25.54%
0.00%
1.52%