AFMC

First Trust Active Factor Mid Cap ETF
*Unless otherwise stated, data provided by FactSet.

AFMC Fund Description

AFMC is an actively managed portfolio of factor-focused US midcap companies seeking capital appreciation.

AFMC Factset Analytics Insight

AFMC constructs its portfolio by using a multi-factor quantitative methodology with active risk management to screen US companies in the midcap space. Securities selected are exhibiting exposures to one or more investing factors — value, momentum, quality, and low volatility. AFMC being actively-managed, the advisor is able to alter the investing factors used in the portfolio construction in response to changes in market conditions, emergent academic research or other considerations, in addition to managing risk exposure.

AFMC MSCI ESG Analytics Insight

First Trust Active Factor Mid Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.79 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Active Factor Mid Cap ETF ranks in the 37th percentile within its peer group and in the 52nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AFMC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AFMC -1.41% -1.42% 18.10% 32.54% -- -- --
AFMC (NAV) 0.82% 2.49% 20.17% 36.20% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Mid Cap Index 1.68% 4.97% 21.22% 38.57% 20.13% 17.17% 15.43%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AFMC Summary Data

First Trust
12/03/19
Open-Ended Fund
0.65%
$1.26M
$12.22K
0.20%

AFMC Portfolio Data

$8.24B
15.89
2.46
0.61%
N/A
253

AFMC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Mid Cap Index

AFMC Portfolio Management

0.65%
--
--
--

AFMC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

AFMC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

AFMC Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of AFMC. AFMC is rated a 4 out of 5.

AFMC Tradability

490
$12.22K
9
0
0.20%
$0.05
-0.04%
0.71% / -0.24%
None
99.00%
50,000
0.00
0.08%
0.02%
0
$25.61
4

AFMC Sector/Industry Breakdown


AFMC
Segment Benchmark
22.71%
20.36%
18.09%
15.03%
15.30%
13.11%
13.49%
10.53%
13.44%
22.08%
5.62%
5.56%
4.21%
2.50%
2.90%
4.40%
2.16%
3.99%
1.02%
0.11%

AFMC Countries


AFMC
Segment Benchmark
100.00%
100.00%

AFMC Regions


AFMC
Segment Benchmark
100.00%
100.00%

AFMC Economic Development


AFMC
Segment Benchmark
100.00%
100.00%

AFMC Performance Statistics

0.87
1.08
1.09
0.99
0.41%
MSCI USA Mid Cap Index

AFMC MSCI ESG Ratings

5.79 / 10
52.30
36.68
3.02%
--
125.05

AFMC Benchmark Comparison Holdings

253
324
50
10.44%

AFMC Benchmark Comparison Summary


AFMC
Segment Benchmark
253
324
$8.24B
$22.79B
15.89
32.64
2.46
3.60
1.33%
1.09%
Low
Low

AFMC Benchmark Comparison Market Cap Size


AFMC
Segment Benchmark
13.44%
87.00%
79.63%
13.00%
6.93%
0.00%
0.00%
0.00%