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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