FIRST TRUST ACTIVE FACTOR LARGE CAP ETF
Symbol: AFLG
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/12/2019
Latest date: 02/06/2026
Current price: $44.12
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
4.54%
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
9.20%
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
12.82%
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
26.30%
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
44.55%
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
85.68%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.096%
Best day
2.839%
Worst day
-2.395%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $44.07 | $44.23 | $44.06 | $44.12 | 235,500 |
| 01/06/2026 | $43.86 | $44.13 | $43.77 | $44.02 | 29,100 |
| 29/05/2026 | $43.97 | $44.01 | $43.79 | $43.79 | 75,000 |
| 28/05/2026 | $43.76 | $43.91 | $43.59 | $43.86 | 45,400 |
| 27/05/2026 | $43.91 | $43.91 | $43.73 | $43.76 | 50,400 |
| 26/05/2026 | $43.81 | $43.91 | $43.71 | $43.82 | 65,100 |
| 22/05/2026 | $43.52 | $43.63 | $43.45 | $43.54 | 35,400 |
| 21/05/2026 | $43.02 | $43.34 | $42.93 | $43.28 | 33,700 |
| 20/05/2026 | $42.83 | $43.15 | $42.77 | $43.15 | 35,300 |
| 19/05/2026 | $42.75 | $42.92 | $42.59 | $42.72 | 69,300 |