FIRST TRUST ACTIVE FACTOR SMALL CAP ETF
Symbol: AFSM
Exchange: NYSE
Sector: Healthcare
Category: Small Blend
Inception date: 03/12/2019
Latest date: 15/10/2026
Current price: $39.64
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
0.11%
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
-1.02%
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
12.33%
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
23.64%
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
29.12%
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
71.10%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.091%
Best day
3.203%
Worst day
-2.703%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $39.02 | $39.66 | $39.02 | $39.64 | 9,600 |
| 14/10/2026 | $39.56 | $39.56 | $39.19 | $39.27 | 7,600 |
| 13/10/2026 | $39.74 | $40.00 | $39.74 | $39.95 | 12,100 |
| 12/10/2026 | $40.04 | $40.08 | $39.88 | $39.90 | 9,300 |
| 09/10/2026 | $39.88 | $40.10 | $39.88 | $39.97 | 18,000 |
| 08/10/2026 | $39.57 | $39.82 | $39.47 | $39.81 | 12,700 |
| 07/10/2026 | $39.60 | $39.69 | $39.51 | $39.59 | 45,100 |
| 06/10/2026 | $40.14 | $40.25 | $39.84 | $39.93 | 43,100 |
| 05/10/2026 | $39.96 | $40.39 | $39.76 | $40.22 | 5,000 |
| 02/10/2026 | $40.05 | $40.16 | $39.88 | $40.00 | 33,700 |