See what your fund actually adds

First Trust Lunt U.S. Factor Rotation ETF FCTR

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FCTR compared with its replication portfolio
MeasureFCTRReplication
Annualized growth2.3%8.4%
Annualized volatility20.0%18.3%
Sharpe ratio0.210.53
Maximum drawdown36.4%27.6%
Replication fit (R²)0.84 · Tracking error 7.9%

Replication portfolio

The published portfolio below is the investable basket used to model FCTR’s historical return behavior.

FCTR replication basket weights
TickerBuilding blockWeight
VOTMid-Cap · Growth52.1%
MTUMFactor · Momentum16.4%
IWCMicro Cap12.5%
XLBSector · Materials9.9%
XLESector · Energy9.0%