FIRST TRUST ACTIVE FACTOR LARGE CAP ETF
Symbol: AFLG
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/12/2019
Latest date: 16/07/2026
Current price: $43.75
Expense ratio: 0.55%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.25%
Ann. -34.27% (Sharpe / Sortino numerator)
Volatility
17.40%
Sharpe ratio
-2.178
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.10%
Ann. -3.97% (Sharpe / Sortino numerator)
Volatility
14.14%
Sharpe ratio
-0.538
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.41%
Ann. 0.40% (Sharpe / Sortino numerator)
Volatility
13.05%
Sharpe ratio
-0.248
VaR 95%
-1.39%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.39%
Ann. 15.13% (Sharpe / Sortino numerator)
Volatility
17.30%
Sharpe ratio
0.665
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.32%
Ann. 13.65% (Sharpe / Sortino numerator)
Volatility
15.33%
Sharpe ratio
0.654
VaR 95%
-1.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
73.94%
Ann. 18.60% (Sharpe / Sortino numerator)
Volatility
14.10%
Sharpe ratio
1.062
VaR 95%
-1.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.08%
Best day
2.839%
Worst day
-2.395%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $43.79 | $43.98 | $43.66 | $43.75 | 48,900 |
| 15/07/2026 | $43.78 | $43.90 | $43.58 | $43.83 | 51,400 |
| 14/07/2026 | $43.74 | $43.77 | $43.58 | $43.74 | 81,300 |
| 13/07/2026 | $43.80 | $43.86 | $43.56 | $43.61 | 37,700 |
| 10/07/2026 | $43.65 | $43.83 | $43.64 | $43.81 | 39,400 |
| 09/07/2026 | $43.49 | $43.68 | $43.43 | $43.59 | 90,300 |
| 08/07/2026 | $43.20 | $43.31 | $42.92 | $43.29 | 104,700 |
| 07/07/2026 | $43.30 | $43.36 | $43.13 | $43.23 | 99,600 |
| 06/07/2026 | $43.38 | $43.40 | $43.28 | $43.33 | 32,500 |
| 02/07/2026 | $43.37 | $43.52 | $42.85 | $43.16 | 36,700 |