First Trust Active Factor Small Cap ETF (AFSM)
AFSM is an actively managed ETF by First Trust. AFSM launched on Dec 3, 2019 and has a 0.77% expense ratio.
ETF Info
| Issuer | First Trust |
|---|---|
| Inception Date | Dec 3, 2019 |
| Region | North America (U.S.) |
| Category | Small Cap Blend Equities, Actively Managed |
| Expense Ratio | 0.77% |
| Index Tracked | No Index (Active) |
| ETF Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Trading Data
| Previous Close | $23.62 |
|---|---|
| Year Range | $20.54 - $27.77 |
| EMA (50) | $22.92 |
| EMA (200) | $23.78 |
| Average Volume | $3.23K |
AFSMShare Price Chart
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AFSMPerformance
The chart shows the growth of $10,000 invested in First Trust Active Factor Small Cap ETF in Dec 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,086 for a total return of roughly 20.86%. All prices are adjusted for splits and dividends.
AFSMCompare to other instruments
AFSMReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 1.92% | 1.45% |
| 6M | -2.18% | -4.82% |
| YTD | -13.84% | -16.96% |
| 1Y | -12.11% | -13.86% |
| 5Y | 6.55% | 8.38% |
| 10Y | 6.55% | 8.38% |
AFSMMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -10.08% | 2.39% | 0.41% | -7.73% | 2.11% | -9.85% | 10.82% | -4.67% | -9.09% | 11.91% | 2.09% | |
| 2021 | 5.50% | 5.74% | 1.56% | 2.89% | 1.42% | 1.76% | -2.48% | 2.90% | -2.98% | 4.54% | -1.16% | 4.12% |
| 2020 | -4.01% | -9.72% | -22.73% | 17.70% | 1.95% | 2.32% | 4.85% | 4.67% | -2.38% | -0.22% | 13.50% | 8.73% |
| 2019 | 2.63% |
AFSMDividend History
First Trust Active Factor Small Cap ETF granted a 0.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.
| Period | TTM | 2021 | 2020 | 2019 |
|---|---|---|---|---|
| Dividend | $0.22 | $0.10 | $0.12 | $0.07 |
Dividend yield | 0.92% | 0.36% | 0.54% | 0.32% |
AFSMDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
AFSMWorst Drawdowns
The table below shows the maximum drawdowns of the First Trust Active Factor Small 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 Small Cap ETF is 43.54%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.54% | Jan 17, 2020 | 45 | Mar 23, 2020 | 179 | Dec 4, 2020 | 224 |
| -28.27% | Nov 17, 2021 | 215 | Sep 26, 2022 | — | — | — |
| -8.21% | Mar 16, 2021 | 7 | Mar 24, 2021 | 22 | Apr 26, 2021 | 29 |
| -8.17% | Feb 16, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -7.71% | Jul 2, 2021 | 11 | Jul 19, 2021 | 29 | Aug 27, 2021 | 40 |
| -6.3% | Apr 28, 2021 | 11 | May 12, 2021 | 13 | Jun 1, 2021 | 24 |
| -4.91% | Sep 3, 2021 | 11 | Sep 20, 2021 | 22 | Oct 20, 2021 | 33 |
| -4.84% | Jun 9, 2021 | 8 | Jun 18, 2021 | 9 | Jul 1, 2021 | 17 |
| -4.45% | Jan 25, 2021 | 5 | Jan 29, 2021 | 4 | Feb 4, 2021 | 9 |
| -2.83% | Oct 26, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
AFSMVolatility Chart
Current First Trust Active Factor Small Cap ETF volatility is 17.21%. 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.