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AFSM ETF Report: Ratings, Analysis, Quotes, Holdings | ETF.com

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 4.87 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 29th percentile within its peer group and in the 39th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 05/13/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AFSM -3.76% -5.08% 11.52% 65.02% -- -- --
AFSM (NAV) -1.98% -3.40% 13.59% 74.76% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Small Cap Index -1.44% -0.79% 13.05% 80.78% 13.95% 16.63% 12.59%
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%
$1.23M
$4.55K
0.36%
SIXS, OVS, IJR, IWM, VB

AFSM Portfolio Data

$3.59B
31.50
2.51
0.48%
N/A
338

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
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

AFSM Factset Analytics Block Liquidity

As of 05/14/21
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

216
$4.55K
49
0
0.36%
$0.09
-0.02%
0.38% / -0.34%
None
99.00%
50,000
0.00
--
0.04%
0
$25.11
4

AFSM Sector/Industry Breakdown


AFSM
Segment Benchmark
18.70%
22.94%
17.91%
14.22%
15.97%
15.03%
15.63%
16.37%
13.47%
14.62%
7.01%
4.40%
5.21%
5.05%
3.15%
3.30%
1.40%
1.89%
0.41%
0.64%

AFSM Top 10 Holdings[View All]

9.60%

AFSM Countries


AFSM
Segment Benchmark
100.00%
99.94%
--
0.06%

AFSM Regions


AFSM
Segment Benchmark
100.00%
100.00%

AFSM Economic Development


AFSM
Segment Benchmark
100.00%
100.00%

AFSM Performance Statistics

0.96
1.02
1.00
1.01
0.36%
MSCI USA Small Cap Index

AFSM MSCI ESG Ratings

4.87 / 10
39.13
28.53
2.43%
9.24%
93.93

AFSM Benchmark Comparison Holdings

338
1731
323
18.07%

AFSM Benchmark Comparison Summary


AFSM
Segment Benchmark
338
1731
$3.59B
$5.56B
31.50
-99.31
2.51
2.78
0.93%
1.09%
Low
Low

AFSM Benchmark Comparison Market Cap Size


AFSM
Segment Benchmark
2.48%
3.89%
43.86%
74.15%
51.72%
21.02%
1.93%
0.93%