FLSP
Franklin Systematic Style Premia ETF
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 4.76 | 0.89 | 5.36 |
| 1 Day | 0.63 | 0.00 | 0.00 |
| 1 Week | -0.85 | 1.58 | -0.54 |
| 1 Month | -0.36 | 4.46 | -0.08 |
| 3 Months | -2.03 | 10.16 | -0.20 |
| 6 Months | 3.95 | 10.86 | 0.36 |
| 1 Year | 6.69 | 14.47 | 0.46 |
| 2 Years | 3.78 | 21.62 | 0.17 |
| 3 Years | 5.55 | 26.70 | 0.21 |
| 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 | -14.7950 | 11.9919 | -0.5260 |
| 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 | 90.0000 | 23.0000 | 35.0000 |
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 | ||
|---|---|---|---|---|---|
| 1 | 29825733 Trs Usd R F .00000 | 57.1335 | 85,522,322 | 0 | 85,522,322 |
| 2 | 10 Year Treasury Note Future Dec 23 | 10.4130 | 14,300,000 | 0 | 15,587,000 |
| 3 | Ibex 35 Index Dec23 | 6.5475 | 900 | 0 | 9,800,834 |
| 4 | Future on E-mini S&P 500 Futures | 4.4181 | 1,450 | 0 | 6,613,450 |
| 5 | Ftse/Mib Idx Fut Dec23 Xdmi 20231215 | 3.7593 | 175 | 0 | 5,627,325 |
| 6 | Meta Platforms Inc Class A | 1.8733 | 8,378 | 0 | 2,804,117 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 27.81 |
| Large | 37.49 |
| Medium | 17.44 |
| Small | 0.13 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.7315
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 93.25 |
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 | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 10.41 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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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.
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