FRANKLIN SYSTEMATIC STYLE PREMIA ETF
Symbol: FLSP
Exchange: NYSE
Sector: Technology
Category: Multistrategy
Inception date: 18/12/2019
Latest date: 03/06/2026
Current price: $27.25
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.15%
Ann. -15.27% (Sharpe / Sortino numerator)
Volatility
12.15%
Sharpe ratio
-1.556
VaR 95%
-1.30%
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
-1.94%
Ann. 7.83% (Sharpe / Sortino numerator)
Volatility
11.95%
Sharpe ratio
0.352
VaR 95%
-1.21%
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
3.45%
Ann. 15.38% (Sharpe / Sortino numerator)
Volatility
10.07%
Sharpe ratio
1.167
VaR 95%
-1.01%
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
14.67%
Ann. 14.83% (Sharpe / Sortino numerator)
Volatility
12.37%
Sharpe ratio
0.905
VaR 95%
-1.08%
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
19.91%
Ann. 9.11% (Sharpe / Sortino numerator)
Volatility
11.68%
Sharpe ratio
0.469
VaR 95%
-1.00%
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
32.93%
Ann. 10.65% (Sharpe / Sortino numerator)
Volatility
12.94%
Sharpe ratio
0.542
VaR 95%
-1.10%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.056%
Best day
1.639%
Worst day
-1.654%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $27.32 | $27.36 | $27.20 | $27.25 | 114,500 |
| 02/06/2026 | $27.27 | $27.44 | $27.22 | $27.24 | 411,700 |
| 01/06/2026 | $27.14 | $27.28 | $27.05 | $27.16 | 23,400 |
| 29/05/2026 | $27.33 | $27.37 | $27.21 | $27.25 | 91,600 |
| 28/05/2026 | $27.24 | $27.35 | $27.24 | $27.35 | 27,500 |
| 27/05/2026 | $27.25 | $27.36 | $27.20 | $27.32 | 21,800 |
| 26/05/2026 | $27.26 | $27.26 | $27.08 | $27.12 | 32,500 |
| 22/05/2026 | $27.23 | $27.36 | $27.11 | $27.28 | 70,100 |
| 21/05/2026 | $27.15 | $27.36 | $27.04 | $27.20 | 25,000 |
| 20/05/2026 | $27.17 | $27.20 | $27.00 | $27.19 | 24,900 |