Key stats
About First Trust Lunt U.S. Factor Rotation ETF
Expense ratio
0.65%
Home page
Inception date
Jul 25, 2018
FCTR tracks an index that tactically rotates exposure among either the highest or lowest scoring stocks for four separate investment factors: momentum, value, quality, and volatility. The index maintains two sub-indexes for each factorhigh and low. Each month, it selects one of the two sub-indexes based on 12-month risk-adjusted relative strength. The four factors each received 25% weight at inception, but are only rebalanced back to equal weight in months when all four sub-indexes change. Each sub-index is composed of 50 securities from a universe of 500 US large-cap firms, selected and weighted by their factor scores. The momentum, value and volatility sub-indices are rebalanced semi-annually, and the quality sub-index is rebalanced annually.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Consumer Non-Durables
Stocks99.98%
Finance19.01%
Consumer Non-Durables10.03%
Health Technology8.70%
Consumer Services7.10%
Electronic Technology6.94%
Technology Services6.80%
Producer Manufacturing6.17%
Consumer Durables4.95%
Retail Trade4.94%
Process Industries4.69%
Distribution Services3.22%
Utilities3.19%
Industrial Services2.84%
Health Services2.68%
Transportation2.34%
Commercial Services2.02%
Energy Minerals1.73%
Non-Energy Minerals1.50%
Communications1.14%
Bonds, Cash & Other0.02%
Mutual fund0.02%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history