FLSP
Franklin Liberty Systematic Style Premia ETFFLSP 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 Summary Data
FLSP Portfolio Data
FLSP Index Data
FLSP Portfolio Management
FLSP Tax Exposures
FLSP Fund Structure
FLSP Factset Analytics Block Liquidity
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
FLSP Asset Allocation
Short
Long
Net
0.00%
0.00%
0.00%
0.00%
FLSP Top 5 Holdings Long
FLSP Top 5 Holdings Short
FLSP Performance Statistics
FLSP Correlations (Daily Returns 12 Mo)
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