First Trust Active Factor Mid Cap ETF (AFMC)
AFMC is an actively managed ETF by First Trust. AFMC launched on Dec 3, 2019 and has a 0.65% expense ratio.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in First Trust Active Factor Mid Cap ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,536 for a total return of roughly 15.36%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
First Trust Active Factor Mid Cap ETF had a return of 0.04% year-to-date (YTD) and -9.22% in the last 12 months. Over the past 10 years, First Trust Active Factor Mid Cap ETF had an annualized return of 4.43%, while the S&P 500 had an annualized return of 7.66%, indicating that First Trust Active Factor Mid Cap ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -6.40% | -0.66% |
| Year-To-Date | 0.04% | 3.42% |
| 6 months | 7.31% | 5.67% |
| 1 year | -9.22% | -10.89% |
| 5 years (annualized) | 4.43% | 7.66% |
| 10 years (annualized) | 4.43% | 7.66% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.58% | -1.15% | ||||||||||
| 2022 | -9.07% | 10.75% | 5.79% | -5.42% |
Dividend History
First Trust Active Factor Mid Cap ETF granted a 1.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.22 | $0.22 | $0.06 |
Dividend yield | 1.42% | 1.42% | 0.85% | 1.08% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Active Factor Mid Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.15 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.10 |
| 2019 | $0.06 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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, 2020 | 22 | Mar 23, 2020 | 179 | Dec 4, 2020 | 201 |
| -25.41% | Nov 17, 2021 | 215 | Sep 26, 2022 | — | — | — |
| -6.65% | Jun 9, 2021 | 28 | Jul 19, 2021 | 17 | Aug 11, 2021 | 45 |
| -6.39% | Mar 16, 2021 | 7 | Mar 24, 2021 | 12 | Apr 12, 2021 | 19 |
| -5.16% | Sep 3, 2021 | 19 | Sep 30, 2021 | 22 | Nov 1, 2021 | 41 |
| -5.13% | May 10, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -5.12% | Feb 25, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -4.42% | Jan 25, 2021 | 5 | Jan 29, 2021 | 5 | Feb 5, 2021 | 10 |
| -4.39% | Jan 17, 2020 | 10 | Jan 31, 2020 | 8 | Feb 12, 2020 | 18 |
| -3.63% | Aug 12, 2021 | 6 | Aug 19, 2021 | 6 | Aug 27, 2021 | 12 |
Volatility Chart
Current First Trust Active Factor Mid Cap ETF volatility is 28.82%. 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.