AFSM

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

AFSM Fund Description

AFSM is an actively managed portfolio of US small-cap companies that exhibit exposure to one or more investing factors.

AFSM Factset Analytics Insight

AFSM constructs its portfolio by using multiple investing factors to screen US companies in the small-cap space. The fund aims to provide capital appreciation by investing in securities exhibiting exposures to (i) value, (ii) momentum, (iii) quality, and (iv) low volatility. Being actively managed, AFSM is able to provide flexibility 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.

AFSM MSCI ESG Analytics Insight

First Trust Active Factor Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.61 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 Small Cap ETF ranks in the 34th percentile within its peer group and in the 44th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AFSM 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 10/19/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AFSM 0.60% -0.26% 19.06% 34.57% -- -- --
AFSM (NAV) 2.16% 8.44% 21.29% 40.75% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Small Cap Index 2.55% 8.40% 19.91% 44.59% 17.15% 15.93% 15.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AFSM Summary Data

First Trust
12/03/19
Open-Ended Fund
0.77%
$2.68M
$21.03K
0.31%
SIXS, OVS, IJR, IWM, VB

AFSM Portfolio Data

$3.25B
16.61
2.19
0.22%
N/A
318

AFSM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Small Cap Index

AFSM Portfolio Management

0.77%
--
--
--

AFSM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

AFSM Fund Structure

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

AFSM Factset Analytics Block Liquidity

As of 10/20/21
5
4
3
2
1

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

AFSM Tradability

829
$21.03K
329
$7.96K
0.31%
$0.08
-0.03%
0.55% / -0.34%
None
99.00%
50,000
0.01
0.08%
0.05%
0
$26.81
4

AFSM Sector/Industry Breakdown


AFSM
Segment Benchmark
19.70%
22.61%
17.88%
13.83%
16.86%
15.32%
14.84%
14.85%
14.34%
14.03%
5.53%
3.89%
5.43%
5.04%
2.67%
3.49%
0.96%
0.63%
0.70%
2.04%

AFSM Top 10 Holdings[View All]

Navient Corp 0.83%
9.16%

AFSM Countries


AFSM
Segment Benchmark
100.00%
100.00%

AFSM Regions


AFSM
Segment Benchmark
100.00%
100.00%

AFSM Economic Development


AFSM
Segment Benchmark
100.00%
100.00%

AFSM Performance Statistics

0.95
1.03
0.97
1.08
0.34%
MSCI USA Small Cap Index

AFSM MSCI ESG Ratings

5.61 / 10
44.03
34.11
3.07%
--
80.23

AFSM Benchmark Comparison Holdings

318
1855
303
15.37%

AFSM Benchmark Comparison Summary


AFSM
Segment Benchmark
318
1855
$3.25B
$5.77B
16.61
49.54
2.19
2.79
1.03%
1.00%
Low
Low

AFSM Benchmark Comparison Market Cap Size


AFSM
Segment Benchmark
1.17%
4.83%
44.54%
73.12%
53.18%
21.12%
1.11%
0.93%