AFSMFirst Trust Active Factor Small Cap ETF
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.
AFSM Summary Data
AFSM Portfolio Data
AFSM Index Data
AFSM Portfolio Management
AFSM Tax Exposures
AFSM Fund Structure
AFSM Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
AFSM Economic Development
AFSM Performance Statistics
AFSM MSCI ESG Ratings
AFSM Benchmark Comparison Summary
AFSM Benchmark Comparison Market Cap Size