FLSPFranklin Systematic Style Premia ETF

Diversifier6y track recordRanked #37 of 266 in this goal

Seeks absolute return.

By Franklin Templeton Investments · Launched 2019

Annual Cost

0.65%

#3,433 of 5,861 · average

Fund Size

$946M

#1,165 of 5,861 · large

Return (1Y)Goal

+18.0%

Track Record

6 years

#1,986 of 5,861 · established

Performance

Total-return NAV · USD

Growth of $10,000

$11,796+18.0%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Multi strategy

What it actually holds

By weight

Concentration

Top 10 holdings = 37.4% of fund✓ well diversified

Institutional Fidu

27.1%

Alphabet Inc.

1.8%

Microsoft Corp.

1.2%

Palantir Technologies Inc

1.1%

RTX Corp.

1.1%

Lam Research Corporation

1.1%

MORGAN STANLEY CAPITAL SERVICES LLC

1.0%

Salesforce Inc.

1.0%

Cisco Systems, Inc.

1.0%

GE Aerospace

1.0%

Asset allocation

Stocks

67.5%

Cash

25.0%

Bonds

5.7%

Other

1.9%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

8.9%Low

Year-on-year price swings

Max drawdown

-22.4%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.61Decent risk-adjusted returns

Sortino (3Y)

0.89Moderate downside risk

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks absolute return.
Strategy: Allocates assets across two alternative investment strategies: a top-down risk premia strategy focusing on value, momentum, and carry factors, and a bottom-up long/short equity strategy emphasizing quality, value, and momentum. Invests in equity, debt, commodity-linked, and currency-related derivatives, targeting U.S. and foreign companies across all capitalizations, including emerging markets.
Inception date: December 18, 2019
Fund family: Franklin Templeton Investments