Summary
AFSM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 32.88% Volatility 21.39% Sharpe 0.69
Official loaded data — not a live quote.

FIRST TRUST ACTIVE FACTOR SMALL CAP ETF

Symbol: AFSM

Exchange: NYSE

Sector: Technology

Category: Small Blend

Inception date: 03/12/2019

Latest date: 02/06/2026

Current price: $38.36

Expense ratio: 0.75%

Assets under management
$94.0M
0.39% 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

4.32%

Ann. -39.97% (Sharpe / Sortino numerator)

Volatility

26.25%

Sharpe ratio

-1.661

VaR 95%

-2.34%

CVaR 95%: -2.39%
Max drawdown: -8.05%
Sortino ratio: -3.363
Calmar ratio: -4.97

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

9.92%

Ann. 4.81% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

0.056

VaR 95%

-2.20%

CVaR 95%: -2.32%
Max drawdown: -9.67%
Sortino ratio: 0.093
Calmar ratio: 0.50

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

17.63%

Ann. 5.08% (Sharpe / Sortino numerator)

Volatility

19.16%

Sharpe ratio

0.076

VaR 95%

-2.05%

CVaR 95%: -2.41%
Max drawdown: -9.67%
Sortino ratio: 0.118
Calmar ratio: 0.52

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

32.88%

Ann. 18.35% (Sharpe / Sortino numerator)

Volatility

21.39%

Sharpe ratio

0.688

VaR 95%

-2.04%

CVaR 95%: -2.91%
Max drawdown: -9.67%
Sortino ratio: 0.985
Calmar ratio: 1.90

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

34.31%

Ann. 8.71% (Sharpe / Sortino numerator)

Volatility

20.50%

Sharpe ratio

0.248

VaR 95%

-1.96%

CVaR 95%: -2.82%
Max drawdown: -25.07%
Sortino ratio: 0.373
Calmar ratio: 0.35

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

65.44%

Ann. 13.64% (Sharpe / Sortino numerator)

Volatility

19.69%

Sharpe ratio

0.508

VaR 95%

-1.84%

CVaR 95%: -2.63%
Max drawdown: -25.07%
Sortino ratio: 0.795
Calmar ratio: 0.54

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

3.427%

22/08/2025
Worst day

-3.104%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $38.21 $38.40 $38.20 $38.36 11,300
01/06/2026 $37.58 $38.08 $37.58 $37.96 27,600
29/05/2026 $38.22 $38.22 $37.82 $37.85 32,800
28/05/2026 $38.12 $38.46 $38.12 $38.31 23,600
27/05/2026 $38.57 $38.62 $38.37 $38.44 13,900
26/05/2026 $38.48 $38.55 $38.28 $38.55 14,300
22/05/2026 $37.77 $37.88 $37.65 $37.80 10,500
21/05/2026 $36.86 $37.53 $36.86 $37.50 20,300
20/05/2026 $36.89 $37.27 $36.89 $37.27 22,000
19/05/2026 $36.62 $36.62 $36.08 $36.33 7,600