ファーストトラスト エネルギー AlphaDEXファンド
First Trust Energy AlphaDEX® Fund
概要
ファンドの目的と戦略
当ファンドは、StrataQuant® Energy Indexと呼ばれる株価指数の価格および利回り(経費控除前)に概ね連動する投資成果を目指すETFです。
ファンドの投資目的が達成される保証はありません。
指数会社による指数の説明
- StrataQuant® Energy Indexは、ICE Data Indices, LLC またはその関連会社(以下「IDI」)が開発、維持、スポンサーを務める「エンハンスト」指数であり、AlphaDEX®銘柄選択手法を採用し、ラッセル1000指数から銘柄を選択しています。
- IDIは、ラッセル1000指数の構成銘柄をグロース特性(3ヶ月、6ヶ月、12ヶ月の株価上昇率、株価売上高倍率、1年間の売上高成長率)とバリュー特性(株価純資産倍率、株価キャッシュフロー倍率、総資産利益率)でランク付けし、StrataQuant® Energy Indexを構築します。全銘柄をそれぞれの特性のスコアの合計でランク付けされます。
- 各銘柄は、ラッセルが定めるスタイルに基づき、グロース・スコアまたはバリュー・スコアのいずれかのランクを選択スコアとして受け取ります。ラッセルがグロースとバリューの双方に配分した銘柄は、グロースとバリューのどちらか良い方のランクを選択スコアとして受け取ります。
- 次に、IDI はエネルギー・セクターに属する銘柄をそのスコアに従ってランク付けします。適格ユニバースの上位 75%または 40 銘柄のうち、いずれか大きい方がStrataQuant® Energy Indexに選定されます。
- エネルギー・セクターに含まれる適格銘柄の合計が 40 銘柄を下回る場合、すべての適格銘柄が組み入れられます。
- 選択された銘柄は、その順位に基づいて五分位数に分けられ、上位の五分位数は指数内で高いウェイトを持ち、各五分位内で均等に加重されます。
- 当指数は四半期ごとに再構成され、リバランスされます。
ファンド概要
現在のファンドデータ
2024/10/30時点手数料および費用
2023/12/01時点費用は契約上、少なくとも2024/11/30までは年率0.70%%を上限とします。
利回り情報
2024/09/30時点パフォーマンス
設定時に1 万ドル分を保有していた場合の推移 *
表示されているパフォーマンスデータは過去のものです。過去のパフォーマンスは将来の結果を保証するものではなく、現在のパフォーマンスは過去のパフォーマンスより高かったり低かったりします。投資収益および元本価値は変動するため、ファンドを売却または償還する際、元の価格より高くなる場合もあれば、低くなる場合もあります。
連動指数: StrataQuant® Energy Index
月末パフォーマンス
2024/09/30時点ファンド・パフォーマンス * | 3ヶ月 | 年初来 | 1年 | 3年 | 5年 | 10年 | 設定来† |
---|---|---|---|---|---|---|---|
基準価額(NAV) | -10.02% | -1.02% | -4.56% | 15.28% | 13.98% | -2.40% | 0.37% |
市場価格 | -10.02% | -1.03% | -4.61% | 15.26% | 13.97% | -2.40% | 0.36% |
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指数パフォーマンス ** | 3ヶ月 | 年初来 | 1年 | 3年 | 5年 | 10年 | 設定来† |
StrataQuant® Energy Index | -9.90% | -0.58% | -4.01% | 16.03% | 14.73% | -1.84% | 0.99% |
Russell 1000® Energy Index | -2.33% | 8.12% | 1.12% | 22.56% | 13.58% | 3.19% | N/A |
Russell 1000® Index | 6.08% | 21.18% | 35.68% | 10.83% | 15.64% | 13.10% | 10.10% |
Russell 3000® Index | 6.23% | 20.63% | 35.19% | 10.29% | 15.26% | 12.83% | 9.92% |
S&P 500® Energy Index | -2.32% | 8.36% | 0.84% | 24.14% | 13.90% | 3.99% | 4.86% |
† 設定日 2007/05/08
四半期末パフォーマンス
2024/09/30時点ファンド・パフォーマンス * | 3ヶ月 | 年初来 | 1年 | 3年 | 5年 | 10年 | 設定来† |
---|---|---|---|---|---|---|---|
基準価額(NAV) | -10.02% | -1.02% | -4.56% | 15.28% | 13.98% | -2.40% | 0.37% |
市場価格 | -10.02% | -1.03% | -4.61% | 15.26% | 13.97% | -2.40% | 0.36% |
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指数パフォーマンス ** | 3ヶ月 | 年初来 | 1年 | 3年 | 5年 | 10年 | 設定来† |
StrataQuant® Energy Index | -9.90% | -0.58% | -4.01% | 16.03% | 14.73% | -1.84% | 0.99% |
Russell 1000® Energy Index | -2.33% | 8.12% | 1.12% | 22.56% | 13.58% | 3.19% | N/A |
Russell 1000® Index | 6.08% | 21.18% | 35.68% | 10.83% | 15.64% | 13.10% | 10.10% |
Russell 3000® Index | 6.23% | 20.63% | 35.19% | 10.29% | 15.26% | 12.83% | 9.92% |
S&P 500® Energy Index | -2.32% | 8.36% | 0.84% | 24.14% | 13.90% | 3.99% | 4.86% |
† 設定日 2007/05/08
3年間の統計
2024/09/30時点標準偏差 標準偏差は、価格の変動性(リスク) の尺度です。
| アルファ アルファは、ファンドがベンチマークと比較し、リスク調整後でどの程度アウトパフォームまたはアンダーパフォームしたかを示すものです。
| ベータ ベータは、市場に対する価格の変動性を示す指標です。
| シャープレシオ シャープレシオは、ボラティリティ単位当たりの超過報酬の尺度です。
| 相関関係 相関関係は、パフォーマンスの類似性を示す尺度です。
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該当する情報はありません。 |
* 表示されているパフォーマンスデータは過去のものです。過去のパフォーマンスは将来の結果を保証するものではなく、現在のパフォーマンスは過去のパフォーマンスより高かったり低かったりします。投資収益および元本価値は変動するため、ファンドを売却または償還する際、元の価格より高くなる場合もあれば、低くなる場合もあります。
Returns do not represent the returns you would receive if you traded shares at other times. Market Price returns are determined by using the midpoint of the national best bid offer price ("NBBO") as of the time that the fund's NAV is calculated. Returns are average annualized total returns, except those for periods of less than one year, which are cumulative.
** Performance information for each listed index is for illustrative purposes only and does not represent actual fund performance. Indexes do not charge management fees or brokerage expenses, and no such fees or expenses were deducted from the performance shown. Indexes are unmanaged and an investor cannot invest directly in an index.
Russell 1000® Energy Index - The Index is an unmanaged indexes which include the stocks in the energy sector of the Russell 1000® Index.
Russell 1000® Index - The Index is an unmanaged index used to measure the large-cap U.S. equity universe.
Russell 3000® Index - The Index is comprised of the 3000 largest and most liquid stocks based and traded in the U.S.
S&P 500® Energy Index - The Index is an unmanaged index which includes the stocks in the energy sector of the S&P 500 Index.
価格
基準価額の推移
ビッド/アスク・プレミアム/ディスカウント
2024/10/30時点  | 2023 | 2024/01/01 - 2024/03/31 | 2024/04/01 - 2024/06/30 | 2024/07/01 - 2024/09/30 |
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プレミアムで取引された日数 | 131 | 25 | 26 | 36 |
ディスカウントで取引された日数 | 119 | 36 | 37 | 28 |
保有銘柄情報
保有銘柄情報
証券名 | 証券コード | CUSIP | 種別 | 株数・数量 | 時価総額 | 組入比率 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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該当する情報はありません。 |
保有証券は変更される可能性があります。
上記日付時点の保有情報は、前営業日の設定および償還取引を反映したものであり、ファンドのカストディアンおよび会計代理人から現在入手可能な保有情報とは異なる場合があります。上記のファンドの保有資産の市場価格に関しては、通常、第三者の情報ベンダーにより提供されています。ファンドは最終的にファンドの会計代理人から提供される価格情報に依存しています。
StrataQuant® Energy Index (STRQEN )
証券名 | 銘柄コードまたはCUSIP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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該当する情報はありません。 |
ファンドの特徴
2024/09/30時点保有証券上位
2024/10/30時点現金を除きます。 保有証券は変更される可能性があります。
業種別エクスポージャー上位
2024/10/30時点分配金
分配金履歴
権利落日 | 基準日 | 支払日 | 分配金額 | 分配金の種類 通常の分配金には、実現した短期キャピタルゲインおよび/または資本の返還が含まれる場合があります。当年度に支払われたすべての分配金の源泉と課税状況の最終決定は、年末以降に行われます。当ファンドは、連邦所得税法上における分配金の申告方法を記載した当年度のフォーム1099-DIVを送付します。
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該当する情報はありません。 |
分配金履歴はファンドが支払った配当金の過去実績であり、ファンドの将来の分配金支払い能力を保証するものではありません。
You should consider the fund's investment objectives, risks, and charges and expenses carefully before investing. You can download a prospectus or summary prospectus, or contact First Trust Portfolios L.P. at 1-800-621-1675 to request a prospectus or summary prospectus which contains this and other information about the fund. The prospectus or summary prospectus should be read carefully before investing.
You could lose money by investing in a fund. An investment in a fund is not a deposit of a bank and is not insured or guaranteed. There can be no assurance that a fund's objective(s) will be achieved. Investors buying or selling shares on the secondary market may incur customary brokerage commissions. Please refer to each fund's prospectus and Statement of Additional Information for additional details on a fund's risks. The order of the below risk factors does not indicate the significance of any particular risk factor.
Unlike mutual funds, shares of the fund may only be redeemed directly from a fund by authorized participants in very large creation/redemption units. If a fund's authorized participants are unable to proceed with creation/redemption orders and no other authorized participant is able to step forward to create or redeem, fund shares may trade at a premium or discount to a fund's net asset value and possibly face delisting and the bid/ask spread may widen.
Current market conditions risk is the risk that a particular investment, or shares of the fund in general, may fall in value due to current market conditions. As a means to fight inflation, the Federal Reserve and certain foreign central banks have raised interest rates; however, the Federal Reserve has recently lowered interest rates and may continue to do so. Recent and potential future bank failures could result in disruption to the broader banking industry or markets generally and reduce confidence in financial institutions and the economy as a whole, which may also heighten market volatility and reduce liquidity. Ongoing armed conflicts between Russia and Ukraine in Europe and among Israel, Hamas and other militant groups in the Middle East, have caused and could continue to cause significant market disruptions and volatility within the markets in Russia, Europe, the Middle East and the United States. The hostilities and sanctions resulting from those hostilities have and could continue to have a significant impact on certain fund investments as well as fund performance and liquidity. The COVID-19 global pandemic, or any future public health crisis, and the ensuing policies enacted by governments and central banks have caused and may continue to cause significant volatility and uncertainty in global financial markets, negatively impacting global growth prospects.
A fund is susceptible to operational risks through breaches in cyber security. Such events could cause a fund to incur regulatory penalties, reputational damage, additional compliance costs associated with corrective measures and/or financial loss.
Energy companies are subject to certain risks, including volatile fluctuations in price and supply of energy fuels, international politics, terrorist attacks, reduced demand, the success of exploration projects, natural disasters, clean-up and litigation costs relating to oil spills and environmental damage, and tax and other regulatory policies of various governments. Oil production and refining companies are subject to extensive federal, state and local environmental laws and regulations regarding air emissions and the disposal of hazardous materials and may be subject to tariffs. In addition, oil prices are generally subject to extreme volatility.
Equity securities may decline significantly in price over short or extended periods of time, and such declines may occur in the equity market as a whole, or they may occur in only a particular country, company, industry or sector of the market.
Stocks with growth characteristics tend to be more volatile than certain other stocks and their prices may fluctuate more dramatically than the overall stock market.
An index fund will be concentrated in an industry or a group of industries to the extent that the index is so concentrated. A fund with significant exposure to a single asset class, or the securities of issuers within the same country, state, region, industry, or sector may have its value more affected by an adverse economic, business or political development than a broadly diversified fund.
A fund may be a constituent of one or more indices or models which could greatly affect a fund's trading activity, size and volatility.
There is no assurance that the index provider or its agents will compile or maintain the index accurately. Losses or costs associated with any index provider errors generally will be borne by a fund and its shareholders.
Market risk is the risk that a particular security, or shares of a fund in general may fall in value. Securities are subject to market fluctuations caused by such factors as general economic conditions, political events, regulatory or market developments, changes in interest rates and perceived trends in securities prices. Shares of a fund could decline in value or underperform other investments as a result. In addition, local, regional or global events such as war, acts of terrorism, spread of infectious disease or other public health issues, recessions, natural disasters or other events could have significant negative impact on a fund.
A fund faces numerous market trading risks, including the potential lack of an active market for fund shares due to a limited number of market makers. Decisions by market makers or authorized participants to reduce their role or step away in times of market stress could inhibit the effectiveness of the arbitrage process in maintaining the relationship between the underlying values of a fund's portfolio securities and a fund's market price.
An index fund's return may not match the return of the index for a number of reasons including operating expenses, costs of buying and selling securities to reflect changes in the index, and the fact that a fund's portfolio holdings may not exactly replicate the index.
A fund and a fund's advisor may seek to reduce various operational risks through controls and procedures, but it is not possible to completely protect against such risks. The fund also relies on third parties for a range of services, including custody, and any delay or failure related to those services may affect the fund's ability to meet its objective.
A fund that invests in securities included in or representative of an index will hold those securities regardless of investment merit and the fund generally will not take defensive positions in declining markets.
High portfolio turnover may result in higher levels of transaction costs and may generate greater tax liabilities for shareholders.
The market price of a fund's shares will generally fluctuate in accordance with changes in the fund's net asset value ("NAV") as well as the relative supply of and demand for shares on the exchange, and a fund's investment advisor cannot predict whether shares will trade below, at or above their NAV.
Securities of small- and mid-capitalization companies may experience greater price volatility and be less liquid than larger, more established companies.
Trading on an exchange may be halted due to market conditions or other reasons. There can be no assurance that a fund's requirements to maintain the exchange listing will continue to be met or be unchanged.
Value characteristics of a stock may not be fully recognized for a long time or a stock judged to be undervalued may actually be appropriately priced at a low level.
First Trust Advisors L.P. (FTA) is the adviser to the First Trust fund(s). FTA is an affiliate of First Trust Portfolios L.P., the distributor of the fund(s).
"AlphaDEX®" is a registered trademark of First Trust Portfolios L.P. First Trust Portfolios L.P. has obtained a patent for the AlphaDEX® stock selection methodology from the United States Patent and Trademark Office.
Source ICE Data Indices, LLC ("ICE Data"), is used with permission. "StrataQuant®" is a service/trademark of ICE Data or its affiliates. Frank Russell Company is the source and owner of the trademarks, service marks and copyrights related to the Russell Indices. Russell®, Russell 1000® and Russell 3000® are all registered trademarks of Frank Russell Company. Russell 1000® and Russell 3000® are being utilized in the indices under license. These trademarks have been licensed, along with the StrataQuant® Energy Index (the "Index") for use by First Trust Portfolios L.P. ("FTP") in connection with the First Trust Energy AlphaDEX® Fund (FXN) (the "Product"). Neither FTP, First Trust Exchange-Traded AlphaDEX® Fund (the "Trust") nor the Product, as applicable, is sponsored, endorsed, sold or promoted by ICE Data, its affiliates or its Third Party Suppliers including without limitation Frank Russell Company ("ICE Data and its Suppliers"). ICE Data and its Suppliers make no representations or warranties regarding the advisability of investing in securities generally, in the Product particularly, the Trust or the ability of the Index to track general market performance. Past performance of an Index is not an indicator of or a guarantee of future results. See the prospectus for a full copy of the disclaimer.
"AlphaDEX®" is a registered trademark of First Trust Portfolios L.P. First Trust Portfolios L.P. has obtained a patent for the AlphaDEX® stock selection methodology from the United States Patent and Trademark Office.
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