Key stats
About First Trust Lunt U.S. Factor Rotation ETF
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Inception date
Jul 25, 2018
Structure
Open-Ended Fund
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Qualified dividends
Primary advisor
First Trust Advisors LP
Distributor
First Trust Portfolios LP
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
Technology Services
Electronic Technology
Finance
Stocks99.88%
Technology Services31.10%
Electronic Technology21.68%
Finance12.86%
Health Technology7.40%
Utilities4.36%
Consumer Durables3.67%
Consumer Services3.21%
Producer Manufacturing2.61%
Retail Trade2.06%
Industrial Services1.82%
Consumer Non-Durables1.62%
Commercial Services1.54%
Non-Energy Minerals1.21%
Miscellaneous1.15%
Transportation1.15%
Health Services1.01%
Process Industries0.67%
Energy Minerals0.51%
Distribution Services0.24%
Bonds, Cash & Other0.12%
Mutual fund0.12%
Stock breakdown by region
North America98.92%
Europe1.08%
Latin America0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history