AFSM
First Trust Active Factor SmallCap ETF
$28.80
0.14 (0.49%)
Currency in USD / Last Updated: 5/7/2024
| Category | Small Cap |
|---|---|
| Market Cap | 10.08M |
| 52 Week High | 29.3 |
| 52 Week Low | 22.282 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0075 |
Overview
| 52 Week High | 29.30 |
|---|---|
| 52 Week Low | 22.28 |
| Market Cap | 10.08M |
| Shares Outstanding | 0.35M |
| Income Dividend Yield | 0.83% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.83% |
Returns Annualized
| One Day | 241.85% |
|---|---|
| Five Days | 639.73% |
| One Months | 10.07% |
| Three Months | 34.37% |
| Six Months | 53.32% |
| Nine Months | 16.07% |
| One Year | 27.92% |
| Three Years | 4.18% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 16.05% |
| Since Inception | 9.47% |
Returns Total
| One Day | 0.49% |
|---|---|
| Five Days | 4.05% |
| One Month | 0.84% |
| Three Months | 7.53% |
| Six Months | 23.38% |
| Nine Months | 11.81% |
| One Year | 27.89% |
| Three Years | 13.01% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 5.33% |
| Since Inception | 49.00% |
Yearly Returns
| 2024 | 5.33% |
|---|---|
| 2023 | 22.24% |
| 2022 | -17.52% |
| 2021 | 26.06% |
| 2020 | 8.51% |
| 2019 | 2.58% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -6.11% |
|---|---|
| Beta | 1.3 |
| Correlation | 84.02% |
| Downside Deviation | 3.31% |
| Coefficient of determination | 70.60% |
| Standard Deviation | 5.20% |
| Sharpe Ratio | 0.03 |
| Sortino | 0.16 |
| Treynor | 17.33 |
| Ulcer Index | 5.17 |
| Ulcer Performance Index | 0.1 |