FLSP

Franklin Liberty Systematic Style Premia ETF
*Unless otherwise stated, data provided by FactSet.

FLSP Fund Description

FLSP is an actively managed, absolute return fund that aims to produce positive returns in a rising or falling market by employing a multi-asset, long/short strategy via the use of derivatives.

FLSP Factset Analytics Insight

FLSP is a first for Franklin Templeton in the Alternatives space. The fund’s portfolio allocates assets across two underlying alternative investment strategies. The first is a top-down risk premia strategy focusing on four style factors: quality, value, momentum and carry assuming both long and short positions across equity, fixed income, commodity and currencies using derivatives. The second strategy is a bottom-up long/short equity strategy focused on quality, value and momentum. FLSP will primarily hold equity securities and total return swaps for short exposure. The fund is actively risk-managed, seeking a target annualized volatility of 8%. Investors should anticipate a higher portfolio turnover rate which may indicate higher transaction costs and taxes if shares are held in a taxable account.

FLSP MSCI ESG Analytics Insight

Franklin Liberty Systematic Style Premia ETF has an MSCI ESG Fund Rating of AA based on a score of 7.17 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Franklin Liberty Systematic Style Premia ETF ranks in the 87th percentile within its peer group and in the 98th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLSP Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 07/10/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLSP 0.20% -1.12% -8.71% -- -- -- --
ticker (NAV) 0.54% -1.55% -8.77% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLSP Summary Data

Franklin
12/18/19
Open-Ended Fund
0.65%
$52.30M
$67.66K
0.27%

FLSP Portfolio Data

Tactical Asset Allocation
--
12/14/20
309

FLSP Index Data

No Underlying Index
Proprietary
Proprietary
N/A

FLSP Portfolio Management

0.65%
--
--
--

FLSP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLSP Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

FLSP Factset Analytics Block Liquidity

As of 07/13/20
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FLSP. FLSP is rated a N/A out of 5.

FLSP Tradability

2,983
$67.66K
103
0
0.27%
$0.06
0.45%
3.17% / -2.80%
None
--
100,000
0.00
0.04%
--
0
$22.72
N/A

FLSP Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

FLSP Top 5 Holdings Long

19.64%
5.39%
2.82%
2.20%
1.37%

FLSP Top 5 Holdings Short

-8.66%
-6.79%

FLSP Performance Statistics

--
1.56%
-5.13%
-0.09
-0.09
-2.28
10.14

FLSP Correlations (Daily Returns 12 Mo)

0.58
-0.05
0.35

FLSP MSCI ESG Ratings

7.17 / 10
97.70
86.99
5.65%
6.27%
102.16