PortfoliosLab logo

First Trust Active Factor Large Cap ETF (AFLG)

ETF · Currency in USD · Last updated May 14, 2022

AFLG is a passive ETF by First Trust tracking the investment results of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. AFLG launched on Dec 3, 2019 and has a 0.55% expense ratio.

ETF Info

Trading Data

  • Previous Close$24.24
  • Year Range$23.77 - $28.16
  • EMA (50)$25.59
  • EMA (200)$25.86
  • Average Volume$781.66

AFLGShare Price Chart


Chart placeholderClick Calculate to get results

AFLGPerformance

The chart shows the growth of $10,000 invested in First Trust Active Factor Large Cap ETF on Dec 5, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,484 for a total return of roughly 24.84%. All prices are adjusted for splits and dividends.


AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-7.63%-8.49%
YTD-13.49%-15.57%
6M-10.35%-13.45%
1Y0.65%-0.96%
5Y9.52%11.09%
10Y9.52%11.09%

AFLGMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

AFLGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Active Factor Large Cap ETF Sharpe ratio is -0.15. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGDividend History

First Trust Active Factor Large Cap ETF granted a 1.14% dividend yield in the last twelve months, as of May 14, 2022. The annual payout for that period amounted to $0.28 per share.


PeriodTTM202120202019
Dividend$0.28$0.26$0.28$0.04

Dividend yield

1.14%0.93%1.29%0.20%

AFLGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Active Factor Large Cap ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Active Factor Large Cap ETF is 35.84%, recorded on Mar 23, 2020. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.84%Feb 18, 202025Mar 23, 2020113Sep 1, 2020138
-15.59%Dec 30, 202192May 11, 2022
-9.11%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-5.99%Sep 3, 202121Oct 4, 202121Nov 2, 202142
-5.21%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-4.04%May 10, 20213May 12, 202131Jun 25, 202134
-3.83%Nov 17, 202110Dec 1, 20215Dec 8, 202115
-3.4%Jan 26, 20214Jan 29, 20215Feb 5, 20219
-3.1%Jan 24, 20206Jan 31, 20203Feb 5, 20209
-3.03%Jul 13, 20215Jul 19, 20214Jul 23, 20219

AFLGVolatility Chart

Current First Trust Active Factor Large Cap ETF volatility is 31.89%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

Portfolios with First Trust Active Factor Large Cap ETF


Loading data...

More Tools for First Trust Active Factor Large Cap ETF