FLSPFranklin Systematic Style Premia ETF

Diversifier6y track recordRanked #39 of 240 in this goal

Seeks long-term capital appreciation through systematic factor exposures across multiple asset classes.

By Franklin Templeton Investments · Launched 2019

Annual Cost

0.65%

#3,297 of 5,562 · average

Fund Size

$908M

#1,165 of 5,562 · large

Return (1Y)Goal

+17.1%

Track Record

6 years

#2,029 of 5,562 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$11,566+15.7%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Multi strategy

What it actually holds

By weight

Concentration

Top 10 holdings = 37.1% of fund✓ well diversified

Franklin Institutional US Government Money Market Fund

26.4%

Microsoft Corp

1.9%

Walmart Inc

1.2%

General Electric Co

1.2%

Citigroup Inc

1.1%

Novartis AG

1.1%

Cisco Systems Inc

1.1%

QUALCOMM Inc

1.0%

Booking Holdings Inc

1.0%

Lam Research Corp

1.0%

Asset allocation

Stocks

62.0%

Cash

25.1%

Bonds

11.5%

Other

1.5%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

9.1%Low

Year-on-year price swings

Max drawdown

-22.8%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.59Decent risk-adjusted returns

Sortino (3Y)

0.86Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks long-term capital appreciation through systematic factor exposures across multiple asset classes.
Strategy: Invests primarily in equity, fixed income, commodity index futures, and total return swaps, utilizing derivatives for exposure. The strategy captures systematic risk premia across equity, fixed income, commodity, and currency asset classes.
Inception date: December 18, 2019
Fund family: Franklin Templeton Investments