First Trust Lunt U.S. Factor Rotation ETF (FCTR)

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The chart shows the growth of an initial investment of $10,000 in First Trust Lunt U.S. Factor Rotation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

First Trust Lunt U.S. Factor Rotation ETF (FCTR) has returned 0.17% so far this year and 15.82% over the past 12 months.

Based on dividend-adjusted daily data since Jul 26, 2018, FCTR's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FCTR closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -13.2%.

First Trust Lunt U.S. Factor Rotation ETF has an annualized alpha of -2.10%, beta of 0.99, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 27, 2018.

• This ETF participated in 105.95% of S&P 500 Index downside but only 94.99% of its upside — more exposed to losses than it benefited from rallies.
• This ETF had an annualized alpha of -2.10% versus S&P 500 Index — delivering less than market exposure alone would predict.
• With beta of 0.99 and R² of 0.79, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

FCTR has an expense ratio of 0.65%, placing it in the medium range.

FCTR ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for First Trust Lunt U.S. Factor Rotation ETF (FCTR) and compare them to a chosen benchmark (S&P 500 Index).

First Trust Lunt U.S. Factor Rotation ETF provided a 0.41% dividend yield over the last twelve months, with an annual payout of $0.14 per share.

The table displays the monthly dividend distributions for First Trust Lunt U.S. Factor Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the First Trust Lunt U.S. Factor Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Lunt U.S. Factor Rotation ETF was 37.10%, occurring on Oct 27, 2023. Recovery took 326 trading sessions.

The current First Trust Lunt U.S. Factor Rotation ETF drawdown is 5.98%.

The chart below shows the rolling one-month volatility.