Performance analysis of AFSM (FIRST TRUST ACTIVE FACTOR SMALL CAP ETF)
Annual Return
Over the past 3 years, AFSM has had an average annual return of +17.30%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, AFSM has had an average annual return of +10.57%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Dec 4, 2019, AFSM has had an average annual return of +11.98%, underperforming the benchmark SPY, which returned +15.83% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +23.14% | +10% | +10.55% | +22.22% | -17.50% | +26.02% | +8.45% | +2.63% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.38% | +0.79% | -4.88% | +12.30% | +2.58% | +8.79% | -1.80% | +23.14% | |||||
| 2025 | +2.63% | -5.96% | -3.55% | -1.35% | +5.45% | +2.98% | +0.71% | +7.47% | +1.21% | -2.41% | +3.25% | -0.05% | +10% |
| 2024 | -1.53% | +5.84% | +2.85% | -5.55% | +4.69% | -2.20% | +9.63% | -1.50% | +0.97% | -2.21% | +9% | -8.22% | +10.55% |
| 2023 | +7.52% | +0.27% | -4.57% | -1.58% | -1.02% | +9.86% | +5.46% | -3.99% | -4.12% | -5.75% | +8.74% | +11.55% | +22.22% |
| 2022 | -10.07% | +2.39% | +0.41% | -7.73% | +2.11% | -9.86% | +10.82% | -4.67% | -9.08% | +11.91% | +4.10% | -6.10% | -17.50% |
| 2021 | +5.50% | +5.74% | +1.56% | +2.89% | +1.42% | +1.76% | -2.48% | +2.90% | -2.98% | +4.55% | -1.16% | +4.11% | +26.02% |
| 2020 | -4.00% | -9.72% | -22.73% | +17.69% | +1.95% | +2.32% | +4.85% | +4.67% | -2.38% | -0.22% | +13.49% | +8.73% | +8.45% |
| 2019 | +2.63% | +2.63% |
Drawdown analysis of AFSM (FIRST TRUST ACTIVE FACTOR SMALL CAP ETF)
The maximum drawdown for the AFSM was -43.53%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current AFSM drawdown is -1.80%.
Since Dec 4, 2019 AFSM 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 |
|---|---|---|---|---|---|---|
| -43.53% | Jan 16, 2020 | 45 | Mar 23, 2020 | 179 | Dec 4, 2020 | 224 |
| -28.27% | Nov 16, 2021 | 215 | Sep 26, 2022 | 349 | Feb 15, 2024 | 564 |
| -25.07% | Nov 11, 2024 | 100 | Apr 8, 2025 | 107 | Sep 11, 2025 | 207 |
| -9.56% | Feb 26, 2026 | 22 | Mar 30, 2026 | 10 | Apr 14, 2026 | 32 |
| -9.26% | Jul 31, 2024 | 5 | Aug 7, 2024 | 47 | Oct 14, 2024 | 52 |
| -8.21% | Mar 15, 2021 | 7 | Mar 24, 2021 | 22 | Apr 26, 2021 | 29 |
| -8.17% | Feb 12, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -8.05% | Sep 18, 2025 | 45 | Nov 20, 2025 | 13 | Dec 10, 2025 | 58 |
| -7.71% | Jul 1, 2021 | 11 | Jul 19, 2021 | 29 | Aug 27, 2021 | 40 |
| -7.54% | Mar 28, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -6.30% | Apr 27, 2021 | 11 | May 12, 2021 | 13 | Jun 1, 2021 | 24 |
| -5.51% | May 15, 2024 | 21 | Jun 14, 2024 | 19 | Jul 15, 2024 | 40 |
| -4.91% | Sep 2, 2021 | 11 | Sep 20, 2021 | 22 | Oct 20, 2021 | 33 |
| -4.84% | Jun 8, 2021 | 8 | Jun 18, 2021 | 9 | Jul 1, 2021 | 17 |
| -4.45% | Jan 22, 2021 | 5 | Jan 29, 2021 | 4 | Feb 4, 2021 | 9 |
| -4.38% | Oct 16, 2024 | 7 | Oct 25, 2024 | 8 | Nov 6, 2024 | 15 |
| -4.15% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -3.52% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -3.46% | Feb 15, 2024 | 3 | Feb 21, 2024 | 4 | Feb 27, 2024 | 7 |
| -3.16% | Jan 22, 2026 | 10 | Feb 5, 2026 | 14 | Feb 26, 2026 | 24 |
| -3.04% | Dec 11, 2025 | 13 | Dec 31, 2025 | 6 | Jan 9, 2026 | 19 |
| -2.97% | Jul 16, 2024 | 3 | Jul 19, 2024 | 2 | Jul 23, 2024 | 5 |
| -2.87% | May 26, 2026 | 8 | Jun 5, 2026 | 4 | Jun 11, 2026 | 12 |
| -2.83% | Oct 25, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -2.80% | Mar 1, 2024 | 11 | Mar 18, 2024 | 3 | Mar 21, 2024 | 14 |