Franklin Liberty Systematic Style Premia ETF (FLSP)
FLSP is an actively managed ETF by Franklin Templeton. FLSP launched on Dec 18, 2019 and has a 0.65% expense ratio.
ETF Info
| Issuer | Franklin Templeton |
|---|---|
| Inception Date | Dec 18, 2019 |
| Region | Developed Markets (Broad) |
| Category | Long-Short, Actively Managed |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Franklin Liberty Systematic Style Premia ETF has a high expense ratio of 0.65%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Liberty Systematic Style Premia ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Franklin Liberty Systematic Style Premia ETF had a return of 10.69% year-to-date (YTD) and 12.00% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.69% | 5.06% |
| 1 month | 0.10% | -3.23% |
| 6 months | 7.68% | 17.14% |
| 1 year | 12.00% | 20.62% |
| 5 years (annualized) | N/A | 11.54% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.90% | 3.48% | 1.94% | |||||||||
| 2023 | -0.63% | 0.20% | -0.47% | -2.42% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Franklin Liberty Systematic Style Premia ETF(FLSP)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Franklin Liberty Systematic Style Premia ETF (FLSP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Franklin Liberty Systematic Style Premia ETF granted a 1.07% dividend yield in the last twelve months. The annual payout for that period amounted to $0.26 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.26 | $0.26 | $0.46 | $0.26 | $1.59 | $0.01 |
Dividend yield | 1.07% | 1.19% | 2.18% | 1.19% | 8.08% | 0.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Liberty Systematic Style Premia ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 |
| 2019 | $0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Liberty Systematic Style Premia ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Liberty Systematic Style Premia ETF was 22.75%, occurring on Mar 24, 2021. Recovery took 650 trading sessions.
The current Franklin Liberty Systematic Style Premia ETF drawdown is 0.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.75% | Feb 19, 2020 | 277 | Mar 24, 2021 | 650 | Oct 23, 2023 | 927 |
| -6.69% | Oct 24, 2023 | 3 | Oct 26, 2023 | 2 | Oct 30, 2023 | 5 |
| -6.08% | Oct 31, 2023 | 34 | Dec 18, 2023 | 31 | Feb 2, 2024 | 65 |
| -1.9% | Jan 7, 2020 | 1 | Jan 7, 2020 | 9 | Jan 21, 2020 | 10 |
| -1.86% | Feb 29, 2024 | 2 | Mar 1, 2024 | 7 | Mar 12, 2024 | 9 |
Volatility
Volatility Chart
The current Franklin Liberty Systematic Style Premia ETF volatility is 2.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.