FIRST TRUST ACTIVE FACTOR SMALL CAP ETF
Symbol: AFSM
Exchange: NYSE
Sector: Technology
Category: Small Blend
Inception date: 03/12/2019
Latest date: 16/07/2026
Current price: $40.00
Expense ratio: 0.75%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.64%
Ann. -39.97% (Sharpe / Sortino numerator)
Volatility
26.25%
Sharpe ratio
-1.661
VaR 95%
-2.34%
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
13.29%
Ann. 4.81% (Sharpe / Sortino numerator)
Volatility
20.99%
Sharpe ratio
0.056
VaR 95%
-2.20%
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
16.25%
Ann. 5.08% (Sharpe / Sortino numerator)
Volatility
19.16%
Sharpe ratio
0.076
VaR 95%
-2.05%
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
34.18%
Ann. 18.35% (Sharpe / Sortino numerator)
Volatility
21.39%
Sharpe ratio
0.688
VaR 95%
-2.04%
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
31.69%
Ann. 8.71% (Sharpe / Sortino numerator)
Volatility
20.50%
Sharpe ratio
0.248
VaR 95%
-1.96%
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
60.83%
Ann. 13.64% (Sharpe / Sortino numerator)
Volatility
19.69%
Sharpe ratio
0.508
VaR 95%
-1.84%
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
0.124%
Best day
3.427%
Worst day
-3.104%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $40.29 | $40.38 | $39.93 | $40.00 | 7,100 |
| 15/07/2026 | $40.33 | $40.33 | $39.88 | $40.07 | 15,000 |
| 14/07/2026 | $40.11 | $40.26 | $39.99 | $40.08 | 4,700 |
| 13/07/2026 | $40.03 | $40.26 | $39.97 | $39.97 | 4,800 |
| 10/07/2026 | $40.33 | $40.33 | $40.03 | $40.27 | 7,600 |
| 09/07/2026 | $40.25 | $40.46 | $40.09 | $40.40 | 13,200 |
| 08/07/2026 | $39.73 | $39.96 | $39.30 | $39.72 | 17,900 |
| 07/07/2026 | $39.90 | $40.11 | $39.85 | $39.93 | 8,000 |
| 06/07/2026 | $40.59 | $40.64 | $40.37 | $40.37 | 4,800 |
| 02/07/2026 | $41.19 | $41.19 | $39.79 | $40.19 | 15,300 |