FLSP
Franklin Systematic Style Premia ETF
NAV as of
4 Week: 23.22 - 24.10
52 Week: 20.94 - 24.10
Latest Closing Price
24.07
Premium / Discount
0.13
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 | 10.65 | 0.82 | 13.06 |
1 Day | -0.47 | 0.00 | 0.00 |
1 Week | 0.48 | 1.99 | 0.24 |
1 Month | 1.25 | 3.80 | 0.33 |
3 Months | 10.44 | 6.43 | 1.62 |
6 Months | 5.95 | 13.67 | 0.44 |
1 Year | 11.58 | 15.21 | 0.76 |
2 Years | 11.76 | 21.19 | 0.56 |
3 Years | 22.20 | 24.57 | 0.90 |
5 Years | 0.00 | 0.00 | 0.00 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -14.7950 | 11.9919 | -0.5260 | 4.6906 |
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 | 90.0000 | 23.0000 | 35.0000 | 68.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 276
Number of Bond Holdings: 3
Number of Equity Holdings: 255
Total Market Value: 364,264,439
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | 30384891 Trs Usd R F .00000 30384891 Trs Usd Rf | 35.6576 | 71,675,178 | 0 | 71,675,178 |
2 | 10 Year Treasury Note Future June 24 | 10.7009 | 19,400,000 | 0 | 21,509,750 |
3 | Ftse/Mib Idx Fut Jun24 Xdmi 20240621 | 9.1159 | 495 | 0 | 18,323,910 |
4 | Ibex 35 Indx Futr Apr24 Xmrv 20240419 | 7.1482 | 1,200 | 0 | 14,368,624 |
5 | Euro Stoxx 50 Jun24 Xeur 20240621 | 6.7813 | 2,500 | 0 | 13,631,121 |
6 | Long Gilt Future June 24 | 6.0799 | 9,700,000 | 0 | 12,221,213 |
7 | Omxs30 Ind Future Apr24 Xsto 20240419 | 4.6783 | 39,300 | 0 | 9,403,837 |
8 | Mex Bolsa Idx Fut Jun24 Xemd 20240621 | 3.6213 | 2,070 | 0 | 7,279,092 |
9 | Flsp Holdings Corp. (Blocker) Blocker For Ftzp (Ft | 3.0750 | 74,339 | 0 | 6,181,106 |
10 | Future on 10 Year Government of Canada Bond | 1.2779 | 2,900,000 | 0 | 2,568,672 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 12.67 |
Large | 23.18 |
Medium | 12.56 |
Small | 0.25 |
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*
15.2007
Price/Book*
2.3879
Price/Sales*
1.5750
Price/Cash Flow*
9.0688
Dividend Yield*
2.7220
Growth Measures
Long-Term Earnings
9.1327
Historical Earnings
16.7459
Sales Growth
7.3003
Cash-Flow Growth
9.0364
Book-Value Growth
4.4582
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
3
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 | 0.00 |
31 to 90 Days | 18.06 |
91 to 182 Days | 0.00 |
183 to 364 Days | 0.00 |
Data Source: Morningstar
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