Performance analysis of AFLG (FIRST TRUST ACTIVE FACTOR LARGE CAP ETF)
Annual Return
Over the past 3 years, AFLG has had an average annual return of +19.94%, outperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, AFLG has had an average annual return of +12.32%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Dec 4, 2019, AFLG has had an average annual return of +13.70%, underperforming the benchmark SPY, which returned +15.69% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.49% | +14.24% | +27.02% | +20.09% | -16.41% | +27.29% | +10.28% | +2.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.56% | +1.07% | -4.70% | +9.79% | +3.40% | -0.69% | +0.12% | +11.49% | |||||
| 2025 | +2.81% | -0.67% | -4.26% | -1.30% | +5.38% | +3.81% | +1.32% | +2.36% | +3.09% | +0.72% | +0.90% | -0.41% | +14.24% |
| 2024 | +2.10% | +6.22% | +4.34% | -5.03% | +5.63% | +2.02% | +2.08% | +3.22% | +2.51% | -0.77% | +6.83% | -4.21% | +27.02% |
| 2023 | +5.53% | -2.55% | +1.35% | +0.55% | -1.50% | +7.30% | +2.52% | -1.50% | -3.97% | -1.71% | +8.31% | +5.04% | +20.09% |
| 2022 | -5.98% | -2.43% | +3.87% | -7.34% | +0.34% | -8.94% | +7.83% | -3.30% | -8.59% | +9.75% | +4.93% | -5.61% | -16.41% |
| 2021 | +0.51% | +2.11% | +4.32% | +4.38% | +0.89% | +1.64% | +2.13% | +2.91% | -5.17% | +6.09% | -0.60% | +5.68% | +27.29% |
| 2020 | -0.78% | -9.62% | -13.66% | +12.40% | +5.10% | +1.36% | +5.23% | +5.88% | -3.33% | -3.26% | +10.02% | +3.76% | +10.28% |
| 2019 | +2.77% | +2.77% |
Drawdown analysis of AFLG (FIRST TRUST ACTIVE FACTOR LARGE CAP ETF)
The maximum drawdown for the AFLG was -35.83%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current AFLG drawdown is -1.31%.
Since Dec 4, 2019 AFLG has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.83% | Feb 14, 2020 | 25 | Mar 23, 2020 | 113 | Sep 1, 2020 | 138 |
| -23.48% | Dec 29, 2021 | 190 | Sep 30, 2022 | 320 | Jan 10, 2024 | 510 |
| -17.49% | Dec 4, 2024 | 84 | Apr 8, 2025 | 56 | Jun 30, 2025 | 140 |
| -9.11% | Sep 2, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -8.19% | Feb 25, 2026 | 23 | Mar 30, 2026 | 10 | Apr 14, 2026 | 33 |
| -7.32% | Jul 16, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -5.99% | Sep 2, 2021 | 21 | Oct 4, 2021 | 21 | Nov 2, 2021 | 42 |
| -5.80% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.21% | Feb 12, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -4.81% | Oct 27, 2025 | 18 | Nov 20, 2025 | 13 | Dec 10, 2025 | 31 |
| -4.21% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -4.04% | May 7, 2021 | 3 | May 12, 2021 | 31 | Jun 25, 2021 | 34 |
| -3.83% | Nov 16, 2021 | 10 | Dec 1, 2021 | 5 | Dec 8, 2021 | 15 |
| -3.71% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -3.40% | Jan 25, 2021 | 4 | Jan 29, 2021 | 5 | Feb 5, 2021 | 9 |
| -3.10% | Jan 23, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |
| -3.02% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.00% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -2.75% | Oct 18, 2024 | 11 | Nov 4, 2024 | 2 | Nov 6, 2024 | 13 |
| -2.69% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -2.57% | Mar 15, 2021 | 7 | Mar 24, 2021 | 6 | Apr 1, 2021 | 13 |
| -2.50% | Dec 11, 2025 | 4 | Dec 17, 2025 | 5 | Dec 24, 2025 | 9 |
| -2.17% | Jan 15, 2026 | 2 | Jan 20, 2026 | 5 | Jan 27, 2026 | 7 |
| -2.07% | Jul 25, 2025 | 5 | Aug 1, 2025 | 5 | Aug 8, 2025 | 10 |
| -2.01% | Nov 8, 2024 | 5 | Nov 15, 2024 | 4 | Nov 21, 2024 | 9 |