Performance analysis of AFMC (FIRST TRUST ACTIVE FACTOR MID CAP ETF)
Annual Return
Over the past 3 years, AFMC has had an average annual return of +17.83%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, AFMC has had an average annual return of +11.36%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Dec 4, 2019, AFMC has had an average annual return of +12.40%, underperforming the benchmark SPY, which returned +15.83% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +18.14% | +10.24% | +19.05% | +21.46% | -15.56% | +25.75% | +5.85% | +2.57% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.40% | +3.77% | -4.78% | +8.89% | +2.40% | +3.64% | -0.90% | +18.14% | |||||
| 2025 | +4.42% | -3.82% | -3.74% | -1.63% | +4.66% | +2.71% | -0.05% | +4.30% | +2.49% | -2.38% | +3.02% | +0.35% | +10.24% |
| 2024 | +0.16% | +6.50% | +6.43% | -6.25% | +5.52% | -2.58% | +7.92% | +0.38% | +2% | -0.73% | +8.34% | -8.44% | +19.05% |
| 2023 | +8.59% | -1.15% | -2.75% | -0.61% | -2.25% | +10.84% | +3.60% | -2.43% | -4.76% | -5.75% | +9.21% | +9.04% | +21.46% |
| 2022 | -7.61% | +0.12% | +0.48% | -6.19% | +1.33% | -10.96% | +10.30% | -3.42% | -9.06% | +10.76% | +5.79% | -5.42% | -15.56% |
| 2021 | +2.57% | +6.08% | +4.27% | +4.11% | +0.90% | -0.15% | +0.44% | +2.47% | -4.50% | +4.14% | -1.93% | +5.27% | +25.75% |
| 2020 | -2.52% | -9.51% | -20.13% | +14.45% | +3.18% | +0.06% | +5.31% | +3.16% | -3.33% | +1.01% | +12.63% | +6.42% | +5.85% |
| 2019 | +2.57% | +2.57% |
Drawdown analysis of AFMC (FIRST TRUST ACTIVE FACTOR MID CAP ETF)
The maximum drawdown for the AFMC was -42.14%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current AFMC drawdown is -0.90%.
Since Dec 4, 2019 AFMC has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.14% | Feb 20, 2020 | 22 | Mar 23, 2020 | 179 | Dec 4, 2020 | 201 |
| -25.41% | Nov 16, 2021 | 215 | Sep 26, 2022 | 307 | Dec 14, 2023 | 522 |
| -21.99% | Nov 25, 2024 | 90 | Apr 8, 2025 | 107 | Sep 11, 2025 | 197 |
| -8.20% | Feb 20, 2026 | 26 | Mar 30, 2026 | 10 | Apr 14, 2026 | 36 |
| -7.78% | Mar 28, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -7.38% | Jul 31, 2024 | 5 | Aug 7, 2024 | 12 | Aug 23, 2024 | 17 |
| -6.64% | Jun 8, 2021 | 28 | Jul 19, 2021 | 17 | Aug 11, 2021 | 45 |
| -6.39% | Mar 15, 2021 | 7 | Mar 24, 2021 | 12 | Apr 12, 2021 | 19 |
| -6.18% | Sep 18, 2025 | 45 | Nov 20, 2025 | 9 | Dec 4, 2025 | 54 |
| -5.28% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -5.21% | May 15, 2024 | 36 | Jul 9, 2024 | 5 | Jul 16, 2024 | 41 |
| -5.15% | Sep 2, 2021 | 19 | Sep 30, 2021 | 22 | Nov 1, 2021 | 41 |
| -5.13% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -5.11% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -4.42% | Jan 22, 2021 | 5 | Jan 29, 2021 | 5 | Feb 5, 2021 | 10 |
| -4.38% | Jan 16, 2020 | 10 | Jan 31, 2020 | 8 | Feb 12, 2020 | 18 |
| -3.84% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -3.64% | Aug 11, 2021 | 6 | Aug 19, 2021 | 6 | Aug 27, 2021 | 12 |
| -3.50% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -3.46% | Oct 16, 2024 | 7 | Oct 25, 2024 | 8 | Nov 6, 2024 | 15 |
| -3.23% | Jul 16, 2024 | 6 | Jul 24, 2024 | 4 | Jul 30, 2024 | 10 |
| -3.21% | Dec 26, 2023 | 6 | Jan 4, 2024 | 11 | Jan 22, 2024 | 17 |
| -2.85% | Jun 30, 2026 | 5 | Jul 8, 2026 | Ongoing | Ongoing | Ongoing |
| -2.57% | Feb 12, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
| -2.43% | Dec 11, 2025 | 13 | Dec 31, 2025 | 2 | Jan 5, 2026 | 15 |