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ETFs

First Trust Industrials/Producer Durables AlphaDEX Fund

FXR
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
May 8, 2007
Expense Ratio
0.61%
Type
US Equities
Fund Owner
First Trust
Volume (1m avg. daily)
$5,497,062
AUM
$1,626,771,114
Associated Index
StrataQuant Industrials Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

R
Ryder System, Inc.
1.65%
EME
Emcor Group, Inc.
1.53%
PKG
Packaging Corp Of America
1.52%
SAIA
Saia Inc.
1.52%
ALSN
Allison Transmission Holdings Inc
1.41%
OC
Owens Corning
1.39%
URI
United Rentals, Inc.
1.31%
SNDR
Schneider National Inc - Ordinary Shares - Class B
1.3%
MDU
MDU Resources Group Inc
1.3%
PWR
Quanta Services, Inc.
1.29%
Invest with FXR
Trade FXR Options

What is FXR?

The First Trust Industrials/Producer Durables AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees and expenses of an equity index called the StrataQuant Industrials Index.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

FXR
Performance Measures**

for the time period May 10, 2007 to Dec 5, 2025

Returns

1M Trailing Return: 2.8%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: -0.2%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -63.8%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 24.0%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.46

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.13

The annualized return divided by the max drawdown for the selected time period.

ETFs related toFXR

ETFs correlated to FXR include MIDU, IJH, SPMD

FXR
First Trust Exchange-Traded Fund III - First Trust Industrials/Producer Durables AlphaDEX Fund
MIDU
Direxion Shares ETF Trust - Direxion Daily Mid Cap Bull 3x Shares
IJH
BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap ETF
SPMD
SPDR Series Trust - SPDR Portfolio S&P 400 Mid Cap ETF
IVOO
Vanguard Group, Inc. - Vanguard S&P Mid-Cap 400 ETF
RSPN
Invesco Capital Management LLC - Invesco S&P 500 Equal Weight Industrials ETF
MDY
State Street Global Advisors - S&P MidCap 400 ETF
JHMM
John Hancock Investment Management LLC - John Hancock Multifactor Mid Cap ETF
PAVE
Global X Funds - Global X U.S. Infrastructure Development ETF
SCHM
Schwab Strategic Trust - Schwab U.S. Mid-Cap ETF
VIS
Vanguard Group, Inc. - Vanguard Industrials ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toFXR

The Monster

Category

Risk-on/risk-off, trend-following, mean reversion, volatility hedging, leveraged ETFs, rates-aware, multi-asset

OOS Cumulative Return

71.84%

Hidden Obsidian Simple 2.0 (K-1 Free)

Category

Regime switching, Tactical asset allocation, Trend following, Mean reversion, Volatility filter, Crash protection, Leveraged ETFs, Hedging, K-1 free, Multi-asset, Dynamic risk management

OOS Cumulative Return

51.65%

Create your own algorithmic trading strategy with FXR using Composer

FAQ

FXR is a US Equities ETF. The First Trust Industrials/Producer Durables AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees and expenses of an equity index called the StrataQuant Industrials Index.

FXR tracks the StrataQuant Industrials Index.

No, FXR is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, FXR is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on FXR is -0.0201%. This is the percent change in the value of FXR over the most recent 1-month period. The 3-month return on FXR is -0.0033%. This is the percent change in the value of FXR over the most recent 3-month period.

The standard deviation of FXR for the past year is 0.2084%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to FXR include XLI, XLY, and XLV.

ETFs correlated to FXR include MIDU, IJH, and SPMD.

ETFs that are inversely correlated to FXR include TZA, TWM, and RWM.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.