FEP aims to outperform the broad European market by using a quantitative methodology to select stocks using growth and value factors. It then ranks these stocks based on the strength of the resulting style scores and weights them equally within quintiles, with higher scoring quintiles receiving greater weight in the index. Its weighting constraints are also set at 15% above the sector/country percentages of the base index. It reconstitutes and rebalances its portfolio semi-annually to maintain exposure to its expected outperformers. Sector biases abound, though they can also change in light of the fund's rebalancing.
公司网站 :
http://www.ftportfolios.com/retail/etf/etfsummary.aspx?Ticker=FEP
总经理:-
建立时间:2011
公司总部:First Trust Europe AlphaDEX Fund
领域:Miscellaneous
行业:Investment trusts/Mutual funds