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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.32%
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
9.92%
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
17.63%
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
32.88%
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
34.31%
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
65.44%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.12%
Best day
3.427%
Worst day
-3.104%
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 |