Franklin Liberty Systematic Style Premia ETF (FLSP)

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Franklin Liberty Systematic Style Premia ETF (FLSP) is up 1.3% since the beginning of the year. FLSP is currently trading at $27 per share. Investors who bought $1,000 worth of FLSP shares 5 years ago would now be looking at an investment worth $1,449.

Franklin Liberty Systematic Style Premia ETF (FLSP) has returned 1.26% so far this year and 14.67% over the past 12 months.

Based on dividend-adjusted daily data since Dec 23, 2019, FLSP's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 2022 with a return of +5.8%, while the worst month was Mar 2020 at -5.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FLSP closed higher 52% of trading days. The best single day was Mar 25, 2021 with a return of +6.1%, while the worst single day was Feb 5, 2021 at -5.3%.

Franklin Liberty Systematic Style Premia ETF has an annualized alpha of 3.51%, beta of 0.10, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since December 24, 2019.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (13.43%) than losses (7.89%) - typical of diversified or defensive assets.
• Beta of 0.10 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FLSP has an expense ratio of 0.65%, placing it in the medium range.

FLSP ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Franklin Liberty Systematic Style Premia ETF (FLSP) and compare them to S&P 500 Index.

Franklin Liberty Systematic Style Premia ETF provided a 2.62% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 2 consecutive years.

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.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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 1.94%.

The chart below shows the rolling one-month volatility.