AFSM
First Trust Active Factor SmallCap ETF
$27.90
-0.22 (-0.78%)
Currency in USD / Last Updated: 7/9/2024
| Category | Small Cap |
|---|---|
| Market Cap | 11.16M |
| 52 Week High | 29.37 |
| 52 Week Low | 22.252 |
Customize MutualFund.com
Log in or sign up to get started.
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0075 |
Overview
| 52 Week High | 29.37 |
|---|---|
| 52 Week Low | 22.25 |
| Market Cap | 11.16M |
| Shares Outstanding | 0.40M |
| Income Dividend Yield | 0.84% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.84% |
Returns Annualized
| One Day | -86.21% |
|---|---|
| Five Days | -43.75% |
| One Months | -14.63% |
| Three Months | -8.70% |
| Six Months | 9.71% |
| Nine Months | 24.55% |
| One Year | 15.42% |
| Three Years | 3.01% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 4.34% |
| Since Inception | 8.39% |
Returns Total
| One Day | -0.78% |
|---|---|
| Five Days | -1.13% |
| One Month | -1.25% |
| Three Months | -2.21% |
| Six Months | 4.66% |
| Nine Months | 17.67% |
| One Year | 15.40% |
| Three Years | 9.25% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 2.21% |
| Since Inception | 44.59% |
Yearly Returns
| 2024 | 2.21% |
|---|---|
| 2023 | 22.24% |
| 2022 | -17.52% |
| 2021 | 26.05% |
| 2020 | 8.51% |
| 2019 | 2.58% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -13.57% |
|---|---|
| Beta | 1.01 |
| Correlation | 65.53% |
| Downside Deviation | 3.40% |
| Coefficient of determination | 42.94% |
| Standard Deviation | 4.97% |
| Sharpe Ratio | -0.77 |
| Sortino | -3.91 |
| Treynor | 9.92 |
| Ulcer Index | 5.33 |
| Ulcer Performance Index | -2.49 |