Franklin Limited Duration Income Trust (FTF)

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Franklin Limited Duration Income Trust (FTF) is up 0.3% since the beginning of the year. FTF is currently trading at $6 per share. Investors who bought $1,000 worth of FTF shares 5 years ago would now be looking at an investment worth $1,123.

Franklin Limited Duration Income Trust (FTF) has returned 0.29% so far this year and 3.03% over the past 12 months. Over the last ten years, FTF has returned 3.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Sep 4, 2003, FTF's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Dec 2008 with a return of +21.5%, while the worst month was Sep 2008 at -21.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, FTF closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +17.9%, while the worst single day was Mar 18, 2020 at -14.6%.

Franklin Limited Duration Income Trust has an annualized alpha of 2.17%, beta of 0.39, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 05, 2003.

• This fund participated in 56.16% of S&P 500 Index downside but only 47.73% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.39 may look defensive, but with R2 of 0.19 this fund 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 fund's risk.
• R2 of 0.19 means this fund 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.

FTF has a high expense ratio of 3.92%, indicating above-average management fees.

FTF ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for Franklin Limited Duration Income Trust (FTF) and compare them to S&P 500 Index.

Franklin Limited Duration Income Trust provided a 12.59% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Franklin Limited Duration Income Trust. 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 Limited Duration Income Trust. 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 Limited Duration Income Trust was 51.15%, occurring on Nov 21, 2008. Recovery took 212 trading sessions.

The current Franklin Limited Duration Income Trust drawdown is 1.89%.

The chart below shows the rolling one-month volatility.