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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