FLSP

Franklin Systematic Style Premia ETF

ICE BofA US 3M Trsy Bill TR USD

NAV as of 28-Nov-2023

22.6800

4 Week: 22.09 - 23.01

52 Week: 20.68 - 23.26

Latest Closing Price

22.25

Premium / Discount

0.15

Expense Ratio

0.65%

Investment Objective

The investment seeks absolute return. The fund seeks to achieve its investment goal by allocating its assets across two underlying "alternative" investment strategies, which represent top-down and bottom-up approaches to capturing factor-based risk premia. Through the two strategies, it may invest in or obtain exposure to: (i) equity securities (which may include common stocks and preferred stocks), (ii) debt securities (which may include bonds, notes, debentures, banker's acceptances and commercial paper), (iii) commodity-linked derivative instruments and (iv) currency-related derivative instruments.

Main Fund Characteristics

Fund Manager:
Franklin Templeton Investments
Asset Under Management:
304,359,558
Launch Date:
17/12/2019
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
254
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Multi Alternatives
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD4.760.895.36
1 Day0.630.000.00
1 Week-0.851.58-0.54
1 Month-0.364.46-0.08
3 Months-2.0310.16-0.20
6 Months3.9510.860.36
1 Year6.6914.470.46
2 Years3.7821.620.17
3 Years5.5526.700.21
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.0000-14.795011.9919-0.5260
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.000090.000023.000035.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 254

Number of Bond Holdings: 1

Number of Equity Holdings: 234

Total Market Value: 304,359,558

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
129825733 Trs Usd R F .0000057.133585,522,322085,522,322
210 Year Treasury Note Future Dec 2310.413014,300,000015,587,000
3Ibex 35 Index Dec236.547590009,800,834
4Future on E-mini S&P 500 Futures4.41811,45006,613,450
5Ftse/Mib Idx Fut Dec23 Xdmi 202312153.759317505,627,325
6Meta Platforms Inc Class A1.87338,37802,804,117

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant27.81
Large37.49
Medium17.44
Small0.13
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

10.7315

Price/Book*

1.6066

Price/Sales*

1.0489

Price/Cash Flow*

6.6548

Dividend Yield*

4.0284

Growth Measures

Long-Term Earnings

11.8964

Historical Earnings

20.5765

Sales Growth

10.2193

Cash-Flow Growth

13.9000

Book-Value Growth

6.6931

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*93.25

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days10.41
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(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.

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