PortfoliosLab logo

First Trust Active Factor Mid Cap ETF (AFMC)

ETF · Currency in USD
Issuer
First Trust
Inception Date
Dec 3, 2019
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.65%
Index Tracked
ACTIVE - No Index
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

AFMCPrice 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 on Dec 5, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,419 for a total return of roughly 24.19%. All prices are adjusted for splits and dividends.


AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (S&P 500)

AFMCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-9.05%-7.73%
1M-5.84%-5.40%
6M-2.08%0.70%
1Y6.63%14.18%
5Y10.70%17.61%
10Y10.70%17.61%

AFMCMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

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 Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (S&P 500)

AFMCDividends

First Trust Active Factor Mid Cap ETF granted a 0.92% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.22 per share.


PeriodTTM202120202019
Dividend$0.22$0.22$0.22$0.06

Dividend yield

0.92%0.84%1.06%0.30%

AFMCDrawdowns Chart

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


AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (S&P 500)

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
-10.45%Nov 17, 202145Jan 21, 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 15.90%. 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.


AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (S&P 500)

Portfolios with First Trust Active Factor Mid Cap ETF


Loading data...

More Tools for First Trust Active Factor Mid Cap ETF