AFMC
First Trust Active Factor MidCap ETF
$28.80
-0.16 (-0.55%)
Currency in USD / Last Updated: 7/9/2024
| Category | MidCap |
|---|---|
| Market Cap | 25.92M |
| 52 Week High | 30.381 |
| 52 Week Low | 22.11 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0065 |
Overview
| 52 Week High | 30.38 |
|---|---|
| 52 Week Low | 22.11 |
| Market Cap | 25.92M |
| Shares Outstanding | 0.90M |
| Income Dividend Yield | 0.81% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.81% |
Returns Annualized
| One Day | -75.28% |
|---|---|
| Five Days | -26.97% |
| One Months | -13.08% |
| Three Months | -9.58% |
| Six Months | 19.87% |
| Nine Months | 31.88% |
| One Year | 18.10% |
| Three Years | 5.33% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 16.20% |
| Since Inception | 9.48% |
Returns Total
| One Day | -0.55% |
|---|---|
| Five Days | -0.62% |
| One Month | -1.11% |
| Three Months | -2.45% |
| Six Months | 9.32% |
| Nine Months | 22.77% |
| One Year | 18.08% |
| Three Years | 16.76% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 8.05% |
| Since Inception | 51.34% |
Yearly Returns
| 2024 | 8.05% |
|---|---|
| 2023 | 21.44% |
| 2022 | -15.54% |
| 2021 | 25.74% |
| 2020 | 6.05% |
| 2019 | 2.41% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -12.01% |
|---|---|
| Beta | 1.06 |
| Correlation | 74.78% |
| Downside Deviation | 3.44% |
| Coefficient of determination | 55.92% |
| Standard Deviation | 4.56% |
| Sharpe Ratio | -0.67 |
| Sortino | -3.09 |
| Treynor | 12 |
| Ulcer Index | 4.87 |
| Ulcer Performance Index | -2.18 |