Summary
AFLG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.39% Volatility 17.30% Sharpe 0.66
Official loaded data — not a live quote.

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%

Assets under management
$659.6M
-0.09% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.25%

Ann. -34.27% (Sharpe / Sortino numerator)

Volatility

17.40%

Sharpe ratio

-2.178

VaR 95%

-1.52%

CVaR 95%: -1.61%
Max drawdown: -6.62%
Sortino ratio: -4.342
Calmar ratio: -5.18

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%

CVaR 95%: -1.72%
Max drawdown: -8.31%
Sortino ratio: -0.839
Calmar ratio: -0.48

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

9.41%

Ann. 0.40% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

-0.248

VaR 95%

-1.39%

CVaR 95%: -1.75%
Max drawdown: -8.31%
Sortino ratio: -0.358
Calmar ratio: 0.05

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%

CVaR 95%: -2.51%
Max drawdown: -8.31%
Sortino ratio: 0.818
Calmar ratio: 1.82

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%

CVaR 95%: -2.19%
Max drawdown: -17.50%
Sortino ratio: 0.845
Calmar ratio: 0.78

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%

CVaR 95%: -1.95%
Max drawdown: -17.50%
Sortino ratio: 1.441
Calmar ratio: 1.06

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

Best day

2.839%

31/03/2026
Worst day

-2.395%

10/10/2025
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