FIRST TRUST ACTIVE FACTOR LARGE CAP ETF
Symbol: AFLG
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 03/12/2019
Latest Date: 02/04/2026
Current Price: $38.93
Expense Ratio: 0.55%
Assets Under Management
$486.1M
1.51% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.76%
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
Return
-0.99%
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
Return
0.20%
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
Return
15.07%
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
Return
29.03%
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
Return
66.48%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.062%
Best Day
8.562%
09/04/2025
Worst Day
-5.835%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $38.35 | $39.00 | $38.34 | $38.93 | 110,200 |
| 01/04/2026 | $38.68 | $39.05 | $38.68 | $38.90 | 186,400 |
| 31/03/2026 | $37.99 | $38.60 | $37.90 | $38.58 | 146,800 |
| 30/03/2026 | $38.10 | $38.10 | $37.40 | $37.51 | 1,224,200 |
| 27/03/2026 | $38.14 | $38.17 | $37.66 | $37.71 | 100,200 |
| 26/03/2026 | $38.57 | $38.77 | $38.22 | $38.24 | 30,600 |
| 25/03/2026 | $39.05 | $39.09 | $38.73 | $38.88 | 99,800 |
| 24/03/2026 | $38.46 | $38.87 | $38.46 | $38.68 | 36,700 |
| 23/03/2026 | $38.75 | $39.09 | $38.64 | $38.67 | 22,600 |
| 20/03/2026 | $38.78 | $38.78 | $38.07 | $38.21 | 35,600 |