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First Trust Active Factor Small Cap ETF (AFSM)

ETF · Currency in USD · Last updated Nov 30, 2022

AFSM is an actively managed ETF by First Trust. AFSM launched on Dec 3, 2019 and has a 0.77% expense ratio.

ETF Info

IssuerFirst Trust
Inception DateDec 3, 2019
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities, Actively Managed
Expense Ratio0.77%
Index TrackedNo Index (Active)
ETF Home Pagewww.ftportfolios.com
Asset ClassEquity

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.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-0.98%
-3.51%
AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (^GSPC)

AFSMCompare to other instruments

Search for stocks, ETFs, and funds to compare with AFSM

AFSMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.92%1.45%
6M-2.18%-4.82%
YTD-13.84%-16.96%
1Y-12.11%-13.86%
5Y6.55%8.38%
10Y6.55%8.38%

AFSMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-10.08%2.39%0.41%-7.73%2.11%-9.85%10.82%-4.67%-9.09%11.91%2.09%
20215.50%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%
20192.63%

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 -0.47. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.47
-0.63
AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (^GSPC)

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.


PeriodTTM202120202019
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-17.00%
-17.49%
AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (^GSPC)

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
-28.27%Nov 17, 2021215Sep 26, 2022
-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 17.21%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovember
17.21%
13.39%
AFSM (First Trust Active Factor Small Cap ETF)
Benchmark (^GSPC)