FIRST TRUST ACTIVE FACTOR SMALL CAP ETF
Symbol: AFSM
Exchange: NYSE ARCA
Sector: Technology
Category: Small Blend
Inception Date: 03/12/2019
Latest Date: 02/04/2026
Current Price: $33.35
Expense Ratio: 0.75%
Assets Under Management
$84.7M
2.21% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.55%
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
Return
1.16%
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
Return
2.49%
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
Return
18.27%
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
Return
18.09%
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
Return
46.54%
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
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
0.076%
Best Day
8.099%
09/04/2025
Worst Day
-5.981%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $32.63 | $33.40 | $32.63 | $33.35 | 18,100 |
| 01/04/2026 | $33.29 | $33.56 | $33.17 | $33.17 | 38,600 |
| 31/03/2026 | $32.58 | $32.87 | $32.26 | $32.86 | 22,700 |
| 30/03/2026 | $32.18 | $32.24 | $31.71 | $31.84 | 15,600 |
| 27/03/2026 | $32.56 | $32.71 | $32.30 | $32.31 | 29,200 |
| 26/03/2026 | $33.00 | $33.49 | $32.81 | $32.81 | 15,600 |
| 25/03/2026 | $33.64 | $33.69 | $33.29 | $33.52 | 8,500 |
| 24/03/2026 | $32.86 | $33.33 | $32.80 | $33.18 | 16,000 |
| 23/03/2026 | $32.64 | $33.25 | $32.64 | $32.87 | 17,500 |
| 20/03/2026 | $32.30 | $32.41 | $31.86 | $32.03 | 83,700 |