Summary
FLBL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 1.61% Volatility 4.46% Sharpe -0.50
Official loaded data — not a live quote.

FRANKLIN SENIOR LOAN ETF

Symbol: FLBL

Exchange: BATS

Sector: Healthcare

Category: Bank Loan

Inception date: 30/05/2018

Latest date: 16/07/2026

Current price: $22.90

Expense ratio: 0.45%

Assets under management
$847.1M
-0.09% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.58%

Ann. 8.01% (Sharpe / Sortino numerator)

Volatility

4.87%

Sharpe ratio

0.899

VaR 95%

-0.34%

CVaR 95%: -0.60%
Max drawdown: -0.52%
Sortino ratio: 1.161
Calmar ratio: 15.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.51%

Ann. -8.20% (Sharpe / Sortino numerator)

Volatility

4.54%

Sharpe ratio

-2.606

VaR 95%

-0.50%

CVaR 95%: -0.73%
Max drawdown: -4.33%
Sortino ratio: -3.184
Calmar ratio: -1.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.06%

Ann. -4.09% (Sharpe / Sortino numerator)

Volatility

3.58%

Sharpe ratio

-2.159

VaR 95%

-0.44%

CVaR 95%: -0.62%
Max drawdown: -4.33%
Sortino ratio: -2.446
Calmar ratio: -0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.61%

Ann. 1.41% (Sharpe / Sortino numerator)

Volatility

4.46%

Sharpe ratio

-0.497

VaR 95%

-0.38%

CVaR 95%: -0.75%
Max drawdown: -4.33%
Sortino ratio: -0.513
Calmar ratio: 0.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.63%

Ann. 3.61% (Sharpe / Sortino numerator)

Volatility

3.41%

Sharpe ratio

-0.007

VaR 95%

-0.23%

CVaR 95%: -0.54%
Max drawdown: -4.33%
Sortino ratio: -0.007
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.37%

Ann. 6.38% (Sharpe / Sortino numerator)

Volatility

3.29%

Sharpe ratio

0.836

VaR 95%

-0.25%

CVaR 95%: -0.51%
Max drawdown: -4.33%
Sortino ratio: 0.865
Calmar ratio: 1.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.007%

Best day

0.751%

04/03/2026
Worst day

-0.698%

27/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.92 $22.92 $22.90 $22.90 112,900
15/07/2026 $22.90 $22.91 $22.89 $22.89 137,900
14/07/2026 $22.90 $22.90 $22.88 $22.89 132,600
13/07/2026 $22.88 $22.91 $22.87 $22.90 267,500
10/07/2026 $22.87 $22.89 $22.85 $22.85 210,400
09/07/2026 $22.86 $22.87 $22.84 $22.86 235,900
08/07/2026 $22.86 $22.87 $22.84 $22.85 163,000
07/07/2026 $22.85 $22.87 $22.82 $22.84 152,300
06/07/2026 $22.89 $22.94 $22.85 $22.86 1,990,400
02/07/2026 $22.89 $22.91 $22.86 $22.88 139,800