FIRST TRUST ACTIVE FACTOR LARGE CAP ETF
Symbol: AFLG
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/12/2019
Latest date: 15/10/2026
Current price: $45.18
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
1.68%
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
3.12%
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
9.98%
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
17.84%
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
33.14%
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
84.24%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.068%
Best day
2.839%
Worst day
-2.339%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.88 | $45.19 | $44.88 | $45.18 | 80,700 |
| 14/10/2026 | $45.29 | $45.29 | $44.80 | $45.00 | 93,500 |
| 13/10/2026 | $45.32 | $45.40 | $45.20 | $45.40 | 61,900 |
| 12/10/2026 | $45.32 | $45.35 | $45.21 | $45.24 | 39,600 |
| 09/10/2026 | $45.20 | $45.32 | $45.14 | $45.24 | 84,600 |
| 08/10/2026 | $44.93 | $45.09 | $44.93 | $45.09 | 64,200 |
| 07/10/2026 | $44.99 | $45.06 | $44.84 | $45.03 | 84,300 |
| 06/10/2026 | $45.03 | $45.26 | $45.03 | $45.11 | 218,200 |
| 05/10/2026 | $44.76 | $45.10 | $44.69 | $44.97 | 76,300 |
| 02/10/2026 | $44.76 | $44.84 | $44.61 | $44.72 | 190,000 |