First Trust Japan AlphaDEX Fund ETF.com segment: Equity: Japan - Total Market Competing ETFs: GSJY, QJPN, SCIJ, JHDG, EWJ Related ETF Channels: Smart-Beta ETFs, Multi-factor, Total Market, Broad-based, Single Country, Asia- Pacific, Equity, Japan, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 32 FUND DESCRIPTION The First Trust Japan AlphaDex Fund tracks an tiered equal-weighted index of Japanese equities selected using a quantitative model. FACTSET ANALYTICS INSIGHT tries to beat the broader Japanese equity market using a proprietary selection model and tiered equal-weighting scheme. It thus differs from our segment benchmark by design. underweights financials, while it loads up on technology stocks. The fund also tilts heavily toward midcap stocks in its attempts to find alpha. is one of the most expensive fund within the segment, and tracks its index loosely. Liquidity is also a bit of an issue. so carefully placed limit orders are necessary to limit trading costs. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) First Trust 04/18/11 Open-Ended Fund 0.80% $163.92M $1.23M 0.40% MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 15, 2018 the First Trust Japan AlphaDEX Fund MSCI ESG Fund Quality Score is 4.83 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 13th percentile within its peer group and in the 26th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA $14.42B 10.95 1.36 1.65% 12/18/18 100 Index Tracked Index Weighting Methodology Index Selection Methodology Nasdaq AlphaDEX Japan Index Tiered Multi-Factor MSCI Japan Large Cap Index
1 Year Daily Price ($) 65.00 60.00 55.00 50.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 800k PERFORMANCE [as of 11/15/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -4.52% -3.80% -13.07% -8.45% 3.86% 3.27% (NAV) -5.99% -5.86% -13.72% -10.46% 3.57% 3.63% Nasdaq AlphaDEX Japan Index MSCI Japan Large Cap Index -3.22% -4.91% -8.24% -3.96% 5.81% 4.92% 7.24% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 100.00% TOP 10 SECTORS Consumer Cyclicals 30.97% Energy 4.19% Industrials 23.50% Technology 4.03% Basic Materials 16.46% Financials 2.56% Consumer Non-Cyclicals 10.24% Healthcare 2.44% Utilities 4.95% Telecommunications Serv 0.65% TOP 10 HOLDINGS FamilyMart UNY Holdings 2.22% Japan Airlines Co., Ltd. 1.87% Tokyo Electric Power Com 2.18% Sojitz Corp. 1.80% Sumitomo Dainippon Pha 2.09% Welcia Holdings Co., Ltd. 1.75% Idemitsu Kosan Co., Ltd. 1.99% Honda Motor Co., Ltd. 1.71% Kuraray Co., Ltd. 1.95% Toshiba Corporation 1.66% Total Top 10 Weighting 19.22%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.80% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.8% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/16/18 0.6% 0.4% 0.2% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 3.0% 2.0% TRADABILITY Avg. Daily Share 22,664 1.0% Average Daily $ $1.23M 0.0% Median Daily Share 15,828-1.0% 500k 400k 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $867.35K 0.40% $0.22 Dec Feb Apr Jun Aug Oct Nov Median Premium / Discount (12 Mo) 0.07% Max. Premium / Discount (12 Mo) 1.88% / -0.84% Impediment to Creations None Market Hours Overlap 0.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.32 Creation Unit Cost (%) 0.04% Underlying / Unit 0.11% Open Interest on ETF Options Net Asset Value (Yesterday) $51.23 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Consumer Cyclicals 30.97% 18.64% Industrials 23.50% 26.21% Basic Materials Consumer Non- Cyclicals 16.46% 5.98% 10.24% 8.86% FamilyMart UNY Holdings Co. Ltd. Tokyo Electric Power Company Holdings, Incorporated Sumitomo Dainippon Pharma Co. Ltd. Idemitsu Kosan Co., Ltd. Kuraray Co., Ltd. 2.22% 2.18% 2.09% 1.99% 1.95% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.27 0.61 0.56 0.45 0.99% MSCI Japan Large Cap Index Utilities 4.95% 1.67% Energy 4.19% 1.32% Japan Airlines Co., Ltd. Sojitz Corp. 1.87% 1.80% MSCI ESG RATINGS MSCI ESG Quality Score 4.83 / 10 Technology 4.03% 9.37% Financials 2.56% 15.68% Healthcare 2.44% 7.44% Telecommunications Services 0.65% 4.62% Welcia Holdings Co., Ltd. Honda Motor Co., Ltd. Toshiba Corporation Total Top 10 Weighting 1.75% 1.71% 1.66% 19.22% Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure 12.86 25.97 12.14% COUNTRIES Exposure to Sustainable Impact Solutions 4.42% Japan 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 397.40 REGIONS Asia-Pacific 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 100 1279 100 ECONOMIC DEVELOPMENT Shared Holdings Weight 22.46% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 100 1279 Weighted Average Market Cap $14.42B $31.38B Price / Earnings Ratio Price / Book Ratio Dividend Yield 10.95 13.98 1.36 1.39 2.07% 2.10% Concentration Low Low
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