FLSP
Franklin Systematic Style Premia ETF
ICE BofA US 3M Trsy Bill TR USD
NAV as of
4 Week: 20.94 - 21.51
52 Week: 20.54 - 22.70
Latest Closing Price
21.51
Premium / Discount
0.14
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 | 1.27 | 0.79 | 1.60 |
| 1 Day | 0.79 | 0.00 | 0.00 |
| 1 Week | 0.14 | 2.84 | 0.05 |
| 1 Month | -0.09 | 4.20 | -0.02 |
| 3 Months | 2.77 | 6.91 | 0.40 |
| 6 Months | -0.71 | 12.28 | -0.06 |
| 1 Year | -3.15 | 14.91 | -0.21 |
| 2 Years | 7.60 | 19.67 | 0.39 |
| 3 Years | -5.54 | 24.80 | -0.22 |
| 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: 261
Number of Bond Holdings: 2
Number of Equity Holdings: 239
Total Market Value: 205,756,569
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | 29096308 Trs Usd R F .00000 | 51.6936 | 47,826,176 | 0 | 47,826,176 |
| 2 | 10 Year Treasury Note Future June 23 | 19.2472 | 15,700,000 | 0 | 17,807,234 |
| 3 | Nasdaq 100 E-Mini Jun23 Xcme 20230616 | 11.5082 | 780 | 0 | 10,647,195 |
| 4 | Cac40 10 Euro Fut Jun23 Xmon 20230616 | 7.6509 | 910 | 0 | 7,078,524 |
| 5 | Sgx Nifty 50 Jun23 Xsim 20230629 | 5.4451 | 274 | 0 | 5,037,764 |
| 6 | Hang Seng Idx Fut May23 Xhkf 20230530 | 4.2124 | 1,600 | 0 | 3,897,285 |
| 7 | Long Gilt Future June 23 | 3.8737 | 3,000,000 | 0 | 3,583,891 |
| 8 | Ftse/Jse Top 40 Jun23 Xsaf 20230615 | 3.6630 | 920 | 0 | 3,388,953 |
| 9 | Ibex 35 Index June23 | 3.4110 | 320 | 0 | 3,155,841 |
| 10 | Flsp Holdings Corp. (Blocker) Blocker For Ftzp (Ft | 2.2589 | 8,381 | 0 | 2,089,908 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 23.84 |
| Large | 26.99 |
| Medium | 15.36 |
| Small | 0.12 |
| Micro | 0.07 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
14.4047
Price/Book*
2.1341
Price/Sales*
1.2947
Price/Cash Flow*
7.4574
Dividend Yield*
2.7614
Growth Measures
Long-Term Earnings
10.2425
Historical Earnings
17.5948
Sales Growth
9.9391
Cash-Flow Growth
9.0046
Book-Value Growth
7.5889
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
2
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 114.43 |
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 | 19.25 |
| 31 to 90 Days | 3.87 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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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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