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First Trust Active Factor Mid Cap ETF (AFMC)

ETF · Currency in USD · Last updated Aug 13, 2022

AFMC is an actively managed ETF by First Trust. AFMC launched on Dec 3, 2019 and has a 0.65% expense ratio.

ETF Info

IssuerFirst Trust
Inception DateDec 3, 2019
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities, Actively Managed
Expense Ratio0.65%
Index TrackedNo Index (Active)
ETF Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Trading Data

Previous Close$23.64
Year Range$20.31 - $26.92
EMA (50)$22.39
EMA (200)$23.63
Average Volume$682.50

AFMCShare Price Chart


Chart placeholderClick Calculate to get results

AFMCPerformance

The chart shows the growth of $10,000 invested in First Trust Active Factor Mid Cap ETF in Dec 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,179 for a total return of roughly 21.79%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-5.55%
-4.35%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

AFMCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M11.63%12.08%
6M-4.67%-4.97%
YTD-10.81%-10.20%
1Y-8.02%-3.65%
5Y7.61%12.59%
10Y7.61%12.59%

AFMCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.61%0.12%0.48%-6.19%1.32%-10.95%10.30%2.78%
20212.56%6.08%4.27%4.11%0.90%-0.15%0.44%2.46%-4.49%4.15%-1.93%5.27%
2020-2.52%-9.51%-20.11%14.44%3.18%0.06%5.31%3.16%-3.33%1.01%12.64%6.42%
20192.56%

AFMCSharpe 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 Mid Cap ETF Sharpe ratio is -0.37. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.37
-0.20
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

AFMCDividend History

First Trust Active Factor Mid Cap ETF granted a 1.18% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.


PeriodTTM202120202019
Dividend$0.28$0.22$0.22$0.06

Dividend yield

1.18%0.84%1.07%0.30%

AFMCDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-12.18%
-10.77%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

AFMCWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Active Factor Mid 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 Mid Cap ETF is 42.14%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.14%Feb 21, 202022Mar 23, 2020179Dec 4, 2020201
-24.56%Nov 17, 2021146Jun 16, 2022
-6.65%Jun 9, 202128Jul 19, 202117Aug 11, 202145
-6.39%Mar 16, 20217Mar 24, 202112Apr 12, 202119
-5.15%Sep 3, 202119Sep 30, 202122Nov 1, 202141
-5.13%May 10, 20213May 12, 202118Jun 8, 202121
-5.12%Feb 25, 20216Mar 4, 20214Mar 10, 202110
-4.42%Jan 25, 20215Jan 29, 20215Feb 5, 202110
-4.39%Jan 17, 202010Jan 31, 20208Feb 12, 202018
-3.63%Aug 12, 20216Aug 19, 20216Aug 27, 202112

AFMCVolatility Chart

Current First Trust Active Factor Mid Cap ETF volatility is 18.90%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%MarchAprilMayJuneJulyAugust
18.90%
16.68%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)