FRANKLIN SYSTEMATIC STYLE PREMIA ETF
Symbol: FLSP
Exchange: NYSE
Sector: Technology
Category: Multistrategy
Inception date: 18/12/2019
Latest date: 15/10/2026
Current price: $29.07
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
1.01%
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
4.76%
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
6.09%
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
12.82%
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
25.06%
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
35.34%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.05%
Best day
1.639%
Worst day
-1.654%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $29.12 | $29.13 | $29.01 | $29.07 | 81,400 |
| 14/10/2026 | $28.79 | $28.95 | $28.79 | $28.91 | 83,700 |
| 13/10/2026 | $28.71 | $28.96 | $28.71 | $28.95 | 110,400 |
| 12/10/2026 | $28.88 | $28.88 | $28.72 | $28.78 | 90,900 |
| 09/10/2026 | $28.95 | $28.95 | $28.70 | $28.82 | 186,900 |
| 08/10/2026 | $28.73 | $28.85 | $28.55 | $28.83 | 192,800 |
| 07/10/2026 | $28.61 | $28.68 | $28.53 | $28.60 | 86,000 |
| 06/10/2026 | $28.77 | $28.77 | $28.45 | $28.50 | 249,600 |
| 05/10/2026 | $28.83 | $28.83 | $28.51 | $28.62 | 172,000 |
| 02/10/2026 | $28.80 | $28.80 | $28.51 | $28.70 | 175,000 |