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First Trust Active Factor Small Cap ETF (AFSM)

ETF · Currency in USD
Issuer
First Trust
Inception Date
Dec 3, 2019
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.77%
Index Tracked
ACTIVE - No Index
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

AFSMPrice Chart


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AFSMPerformance

The chart shows the growth of $10,000 invested in First Trust Active Factor Small Cap ETF on Dec 5, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,445 for a total return of roughly 34.45%. All prices are adjusted for splits and dividends.


AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (S&P 500)

AFSMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-4.15%-2.17%
1M0.91%0.62%
6M5.36%6.95%
1Y13.03%22.39%
5Y15.02%21.05%
10Y15.02%21.05%

AFSMMonthly Returns Heatmap


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AFSMSharpe 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 Small Cap ETF Sharpe ratio is 0.73. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (S&P 500)

AFSMDividends

First Trust Active Factor Small Cap ETF granted a 0.37% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $0.10 per share.


PeriodTTM202120202019
Dividend$0.10$0.10$0.12$0.07

Dividend yield

0.37%0.35%0.53%0.32%

AFSMDrawdowns Chart

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


AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (S&P 500)

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, 202045Mar 23, 2020179Dec 4, 2020224
-9.41%Nov 17, 202123Dec 20, 2021
-8.21%Mar 16, 20217Mar 24, 202122Apr 26, 202129
-8.17%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-7.71%Jul 2, 202111Jul 19, 202129Aug 27, 202140
-6.3%Apr 28, 202111May 12, 202113Jun 1, 202124
-4.91%Sep 3, 202111Sep 20, 202122Oct 20, 202133
-4.84%Jun 9, 20218Jun 18, 20219Jul 1, 202117
-4.45%Jan 25, 20215Jan 29, 20214Feb 4, 20219
-2.83%Oct 26, 20212Oct 27, 20213Nov 1, 20215

AFSMVolatility Chart

Current First Trust Active Factor Small Cap ETF volatility is 17.42%. 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.


AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (S&P 500)

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