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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AFSM -11.64% -4.63% -24.60% -19.71% -- -- --
AFSM (NAV) -11.54% -4.73% -24.53% -19.77% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Small Cap Index -10.73% -2.64% -22.86% -21.07% 6.14% 5.68% 10.05%
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
0.75%
$2.12M
$9.96K
0.29%

AFSM Portfolio Data

$2.78B
8.63
1.68
0.76%
N/A
310

AFSM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Small Cap Index

AFSM Portfolio Management

0.75%
--
--
--

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 09/30/22
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

441
$9.96K
100
$2.38K
0.29%
$0.07
-0.05%
0.82% / -2.14%
None
100.00%
50,000
0.00
0.08%
0.05%
0
$20.88
4

AFSM Sector/Industry Breakdown


AFSM
Segment Benchmark
21.17%
--
13.47%
--
7.65%
--
7.48%
--
5.99%
--
5.94%
--
5.16%
--
4.69%
--
4.52%
--
4.06%
--

AFSM Countries


AFSM
Segment Benchmark
99.75%
100.00%

AFSM Regions


AFSM
Segment Benchmark
99.75%
100.00%

AFSM Economic Development


AFSM
Segment Benchmark
99.75%
100.00%
0.00%
0.00%

AFSM Performance Statistics

0.95
0.93
0.93
0.95
0.35%
MSCI USA Small Cap Index

AFSM Benchmark Comparison Holdings

310
1967
302
16.98%

AFSM Benchmark Comparison Summary


AFSM
Segment Benchmark
310
1967
$2.78B
$4.95B
8.63
19.51
1.68
2.19
1.30%
1.34%
Low
Low

AFSM Benchmark Comparison Market Cap Size


AFSM
Segment Benchmark
0.30%
2.84%
41.39%
68.81%
52.36%
26.19%
5.07%
2.05%