First Trust Multi-Asset Diversified Income Index Fund (MDIV) Summary. Description. Historical prices (1 year) RATINGS* DIAMONDS* ETFG RISK RATING 2.

Transcription

1 First Trust MultiAsset Diversified Income Index Fund (MDIV) Tearsheet as of 7:55 pm, May 02, Summary RATINGS* DIAMONDS* ETFG RISK RATING 2.78 Description First Trust NASDAQ MultiAsset Diversified Income Index Fund is an exchangetraded fund incorporated in the USA. The Fund`s objective is invesment results that correspond to the price and yield of the NASDAQ US MultiAsset Diversified Income Index. Inception Date: 08/14/2012 Expense Ratio: 0.6% Related Index: NASDAQ MultiAsset Diversified Income Historical prices (1 year) Last Change 0.05 (0.25%) Last Volume 1286 Bid Ask High Low Open Previous Close Volume 156K Dividend Yield 4.42% 52wk High wk Low Date 5/2/2014 Time 5:20:00 PM Apr 02 Apr 10 Apr 17 Apr 28 May 02 Key Green Diamond Reward Ratings Key Red Diamond Risk Ratings Key: Key: Underperform Market Perform Outperform Low Risk Moderate Risk High Risk (c) ETF Global Page 1 of 6

2 Exposure Geographic Exposure United States Chile Switzerland Bermuda 79.9% Currency Exposure USD 80.4% 19.6% 18.4% Sector Exposure 38.3% 14% Financials Utilities Consumer Staples Consumer Discretionary Materials Telecommunication Services Energy Information Technology Health Care Industrials Industry Exposure 14.9% 9.7% 9.4% (c) ETF Global 6.5% 5.6% Industry Group Exposure 14.9% 14% 11.5% 9.4% SubIndustry Capital Markets Thrifts & Mortgage Finance Real Estate Investment Trusts (REITs) Electric Utilities MultiUtilities 14.5% Tobacco Gas Utilities Commercial Banks 9.7% Oil And Gas Pipelines Diversified Telecommunication Services 6.5% 5.6%5.1% Investment Brokerage National Household Durables Diversified Investments Food & Staples Retailing Diversified Financials Utilities Banks Real Estate Food Beverage & Tobacco Financial Consumer Durables & Apparel Oil And Gas Pipelines Telecommunication Services Food & Staples Retailing Insurance Energy Consumer Services Semiconductors & Semiconductor Equipment Exposure Pharmaceuticals Biotechnology & Life Sciences Capital Goods Media ETF Thrifts & Mortgage Finance Electric Utilities MultiUtilities Specialized REIT's Tobacco Retail REIT's Gas Utilities Regional Banks Oil And Gas Pipelines Integrated Telecommunication Services Investment Brokerage National Diversified Investments Food Retail Page 2 of 6

3 Top Holdings Ticker Fund Ticker Constituent Name Country Currency Weight Shares Market Value 1 HYG MDIV ishares iboxx $ High Yield Corporate Bond Fund USD 14.47% M 2 NLY MDIV Annaly Capital Management Inc USD 1.57% M 3 IVR MDIV Invesco Mortgage Capital Inc USD 1.52% M 4 ARR MDIV ARMOUR Residential REIT Inc USD 1.51% M 5 TWO MDIV Two Harbors Investment Corp USD 1.44% M 6 QRE MDIV QR Energy LP USD 1.36% M 7 BWP MDIV Boardwalk Pipeline Partners LP USD 1.26% M 8 ALLYb MDIV Ally Financial Inc. Series A 8.50% Variable Rate 1.26% M 9 DKT MDIV Deutsche Bank Contingent Capital Funding Trust V 8.05% 1.25% M 10 CMO MDIV Capstead Mortgage Corp USD 1.19% M 11 PRE.E MDIV PartnerRe Ltd. Series E 7.250% 1.18% M 12 WFC.J MDIV Wells Fargo & Company Series J 8.000% 1.17% M 13 INZ MDIV ING Groep N.V. 7.20% 1.17% M 14 AEF MDIV AEGON N.V. 7.25% 1.16% M 15 NMM MDIV Navios Maritime Partners LP USD 1.16% M 16 NS MDIV NUSTAR ENERGY LP USD 1.14% M 17 BBEP MDIV BreitBurn Energy Partners LP USD 1.12% M 18 DTT MDIV Deutsche Bank Capital Funding Trust IX USD 1.10% M 19 DXB MDIV Deutsche Bank Contingent Capital Funding Trust II 6.55% 1.10% M 20 AED MDIV AEGON N.V. 6.50% 1.09% M Product Info Service Providers Tax Classification Administrator Brown Brothers Harriman & Co. Tax Classification Regulated Investment Company Advisor First Trust Advisors L.P. Commodity Pool Operator Expenses Commodity Trading Advisor Management Fee.600% Expenses.080% Custodian Brown Brothers Harriman & Co. Total Expenses.680% Depositor Depository Fee Waivers.000% Net Expenses.680% Distributor First Trust Portfolios L.P. Futures Commission Merchant General Partner Marketing Agent Pool Manager Pool Tax Administrator Additional Information Fiscal Year End September 30 Distribution Frequency Monthly Listing Exchange The NASDAQ Stock Market, Inc. Creation Unit Size 50,000 Creation Fee $1, Daniel J. Lindquist, Jon C. Erickson, David G. McGarel, Portfolio Manager Roger F. Testin, Stan Ueland Subadvisor Trust Processing Agent Transfer Agent Brown Brothers Harriman & Co. Trust Sponsor Trustee SEC Series Id SEC Class Id CTA NAV Symbol CTA Est Cash Symbol CTA Total Cash Symbol CTA IOPV Symbol S C MDIV.NV MDIV.SO MDIV.TC MDIV.IV ETFG Index Membership Index #1 ETFG Global 500 Index (c) ETF Global Page 3 of 6

4 Performance * 2010 Performance 2011 Performance 2012 Performance 2013 Performance 2014 Performance 10.16% Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 3.47% Year Q1 Q2 Q3 Q4 Total % % 3.47% 2.32% 0.77% 4.68% % 1.49% 4.42% MTD YTD 1 Year 3 Year 5 Year 0.05% 4.42% 2.03% Peer Group Stats (Multi Asset) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 0.54% 0.10% 1.19% 2.34% 5.54% Peer Low 44.25% 19.74% 41.01% 80.00% 99.16% Peer 25th 0.33% 1.56% 0.00% 4.12% 0.00% Peer Median 0.71% 0.50% 3.17% 2.32% 0.00% Peer 75th 1.43% 1.25% 4.35% 7.47% 9.73% Peer High 9.60% 20.20% 21.09% 22.81% 31.56% Number of Funds Fund Return 1.65% 2.66% 4.38% 1.61% 0.00% Fund Percentile 93% 90% 71% 26% 67% Peer Group Stats (Asset Allocation) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 0.09% 1.58% 3.09% 3.39% 5.33% Peer Low 44.25% 2.77% 41.01% 29.54% 75.82% Peer 25th 0.57% 0.21% 2.52% 0.00% 0.00% Peer Median 0.89% 0.63% 3.63% 4.19% 0.00% Peer 75th 1.91% 1.68% 4.58% 9.65% 15.25% Peer High 5.86% 20.20% 21.09% 22.81% 31.56% Number of Funds Fund Return 1.65% 2.66% 4.38% 1.61% 0.00% Fund Percentile 93% 89% 66% 16% 55% (c) ETF Global Page 4 of 6

5 Peer Group Stats (Target Outcome) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 1.46% 2.50% 2.31% 1.38% 3.76% Peer Low 44.25% 0.00% 41.01% 29.54% 75.82% Peer 25th 0.80% 0.72% 2.52% 4.83% 3.81% Peer Median 1.43% 1.64% 4.35% 0.00% 0.00% Peer 75th 2.04% 2.45% 5.63% 3.72% 0.00% Peer High 5.86% 14.18% 19.75% 10.03% 17.25% Number of Funds Fund Return 1.65% 2.66% 4.38% 1.61% 0.00% Fund Percentile 79% 79% 36% 29% 86% * as of 05/02/2014. All return calculations are based off of price only and do not include dividend reinvestment. All returns are cumulative unless stated otherwise. Fund Flows 1 Week 2 Week 1 Month 3 Month Fund Statistics Risk and Reward Diamond Ratings Dynamics Risk & Reward 5.56 Mar 21 Return and Risk Statistics Apr 1 Apr 11 Apr 22 May 1 Statistics 1 year 3 year 5 year Annualized Return 2.03% Beta 0.50 Standard Deviation 8.34% Sharpe Ratio 0.29 Treynor Ratio 0.05 Sortino Ratio 0.39 All return calculations are based off of price only and do not include dividend reinvestment. Additional Information Previous One Day Short Sales K 30 Day Average Short Sales K Previous One Day Call Volume 0.00 Previous One Day Put Volume 0.00 (c) ETF Global Page 5 of 6

6 DISCLAIMERS Assumptions, opinions and estimates constitute our judgment as of the date of this material and are subject to change without notice. ETF Global LLC ( ETFG ) and its affiliates and any thirdparty providers, as well as their directors, officers, shareholders, employees or agents (collectively ETFG Parties) do not guarantee the accuracy, completeness, adequacy or timeliness of any information, including ratings and are not responsible for errors and omissions or for the results obtained from the use of such information and ETFG Parties shall have no liability for any errors, omissions, or interruptions therein, regardless of the cause, or for the results obtained from the use of such information. ETFG PARTIES DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY, SUITABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE. In no event shall ETFG Parties be liable to any party for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income or lost profits and opportunity costs) in connection with any use of the information contained in this document even if advised of the possibility of such damages. ETFG ratings are statements of opinion as of the date they are expressed and not statements of fact or recommendations to purchase, hold, or sell any securities or to make any investment decisions. ETFG ratings should not be relied on when making any investment or other business decision. ETFG s opinions and analyses do not address the suitability of any security. ETFG does not act as a fiduciary or an investment advisor. While ETFG has obtained information from sources they believe to be reliable, ETFG does not perform an audit or undertake any duty of due diligence or independent verification of any information it receives. ETFG keeps certain activities of its business units separate from each other in order to preserve the independence and objectivity of their respective activities. As a result, certain business units of ETFG may have information that is not available to other ETFG business units. ETFG has established policies and procedures to maintain the confidentiality of certain nonpublic information received in connection with each analytical process. ETFG may receive compensation for its ratings and certain analyses. ETFG reserves the right to disseminate its opinions and analyses. ETFG's public ratings and analyses are made available on its Websites, (free of charge) and may be distributed through other means, including via ETFG publications and third party redistributors. This material is not intended as an offer or solicitation for the purchase or sale of any security or other financial instrument. Securities, financial instruments or strategies mentioned herein may not be suitable for all investors. Any opinions expressed herein are given in good faith, are subject to change without notice, and are only correct as of the stated date of their issue. Prices, values, or income from any securities or investments mentioned in this report may fall against the interests of the investor and the investor may get back less than the amount invested. Where an investment is described as being likely to yield income, please note that the amount of income that the investor will receive from such an investment may fluctuate. Where an investment or security is denominated in a different currency to the investor's currency of reference, changes in rates of exchange may have an adverse effect on the value, price or income of or from that investment to the investor. The information contained in this report does not constitute advice on the tax consequences of making any particular investment decision. This material does not take into account your particular investment objectives, financial situations or needs and is not intended as a recommendation of particular securities, financial instruments or strategies to you nor is it considered to be investment advice. Before acting on any recommendation in this material, you should consider whether it is suitable for your particular circumstances and, if necessary, seek professional advice. (c) ETF Global Page 6 of 6