AFSM
First Trust Active Factor Small Cap ETF
Russell 2000 TR USD
NAV as of
4 Week: 22.32 - 24.81
52 Week: 20.54 - 26.53
Latest Closing Price
22.78
Premium / Discount
0.08
Expense Ratio
0.77%
Investment Objective
The investment seeks to provide capital appreciation. Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in U.S.-listed equity securities issued by small capitalization companies. The manager defines small capitalization companies as those that, at the time of investment, have a market capitalization between a minimum of $250 million and the maximum market capitalization of a widely recognized index of small capitalization companies based upon the composition of the index at the time of investment.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 0.74 | 1.30 | 0.57 |
| 1 Day | 1.32 | 0.00 | 0.00 |
| 1 Week | 0.54 | 3.57 | 0.15 |
| 1 Month | -6.53 | 7.32 | -0.89 |
| 3 Months | 0.27 | 10.46 | 0.03 |
| 6 Months | 10.56 | 16.27 | 0.65 |
| 1 Year | -12.63 | 24.54 | -0.52 |
| 2 Years | -8.86 | 31.81 | -0.28 |
| 3 Years | 69.80 | 43.96 | 1.59 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 8.4633 | 26.1119 | -17.4851 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 65.0000 | 40.0000 | 62.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 322
Number of Bond Holdings: 0
Number of Equity Holdings: 319
Total Market Value: 5,649,967
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| N.A | |||||
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.37 |
| Medium | 5.11 |
| Small | 55.82 |
| Micro | 38.37 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.6773
Price/Book*
1.5143
Price/Sales*
0.8094
Price/Cash Flow*
3.7880
Dividend Yield*
1.8979
Growth Measures
Long-Term Earnings
12.2851
Historical Earnings
40.0727
Sales Growth
14.8130
Cash-Flow Growth
18.6297
Book-Value Growth
7.5034
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
