FCTR
First Trust Lunt US Factor Rotation ETF
$31.07
0.02 (0.06%)
Currency in USD / Last Updated: 3/28/2024
Category | Large Cap |
---|---|
Market Cap | 76.122M |
52 Week High | 31.1 |
52 Week Low | 22.575 |
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Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.0065 |
Overview
52 Week High | 31.10 |
---|---|
52 Week Low | 22.58 |
Market Cap | 76.12M |
Shares Outstanding | 2.45M |
Income Dividend Yield | 0.82% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 0.82% |
Returns Annualized
One Day | 17.64% |
---|---|
Five Days | -4.75% |
One Months | 61.52% |
Three Months | 59.47% |
Six Months | 61.78% |
Nine Months | 26.25% |
One Year | 14.50% |
Three Years | -0.96% |
Five Years | 9.31% |
Ten Years | -999 |
YTD | 59.47% |
Since Inception | 8.81% |
Returns Total
One Day | 0.06% |
---|---|
Five Days | -0.10% |
One Month | 3.87% |
Three Months | 11.95% |
Six Months | 26.68% |
Nine Months | 18.86% |
One Year | 14.30% |
Three Years | -2.84% |
Five Years | 55.85% |
Ten Years | -999 |
YTD | 11.95% |
Since Inception | 61.20% |
Yearly Returns
2024 | 11.95% |
---|---|
2023 | 0.70% |
2022 | -20.41% |
2021 | 21.14% |
2020 | 30.13% |
2019 | 30.90% |
2018 | -12.93% |
2017 | 0.00% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -21.50% |
---|---|
Beta | 1.23 |
Correlation | 84.72% |
Downside Deviation | 5.51% |
Coefficient of determination | 71.78% |
Standard Deviation | 4.87% |
Sharpe Ratio | -0.88 |
Sortino | -2.7 |
Treynor | 11.67 |
Ulcer Index | 6.57 |
Ulcer Performance Index | -2.26 |