FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF
Symbol: FLQS
Exchange: BATS
Sector: Technology
Category: Small Blend
Inception Date: 26/04/2017
Latest Date: 17/04/2026
Current Price: $46.10
Expense Ratio: 0.35%
Assets Under Management
$47.0M
0.96% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
8.87%
Volatility
17.74%
Sharpe Ratio
-2.498
VaR 95%
-1.76%
CVaR 95%:
-1.83%
Max Drawdown:
-7.73%
Sortino Ratio:
-4.870
Calmar Ratio:
-5.26
Return
3.59%
Volatility
16.23%
Sharpe Ratio
-0.234
VaR 95%
-1.66%
CVaR 95%:
-1.84%
Max Drawdown:
-8.87%
Sortino Ratio:
-0.393
Calmar Ratio:
-0.02
Return
6.11%
Volatility
15.47%
Sharpe Ratio
-0.377
VaR 95%
-1.66%
CVaR 95%:
-1.99%
Max Drawdown:
-8.87%
Sortino Ratio:
-0.599
Calmar Ratio:
-0.25
Return
25.41%
Volatility
19.26%
Sharpe Ratio
0.274
VaR 95%
-1.76%
CVaR 95%:
-2.61%
Max Drawdown:
-9.00%
Sortino Ratio:
0.395
Calmar Ratio:
0.99
Return
26.20%
Volatility
18.86%
Sharpe Ratio
0.115
VaR 95%
-1.70%
CVaR 95%:
-2.51%
Max Drawdown:
-23.12%
Sortino Ratio:
0.177
Calmar Ratio:
0.25
Return
41.34%
Volatility
18.12%
Sharpe Ratio
0.336
VaR 95%
-1.62%
CVaR 95%:
-2.37%
Max Drawdown:
-23.12%
Sortino Ratio:
0.533
Calmar Ratio:
0.42
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.097%
Best Day
3.265%
22/08/2025
Worst Day
-2.261%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $45.66 | $46.34 | $45.66 | $46.10 | 1,900 |
| 16/04/2026 | $45.15 | $45.18 | $45.05 | $45.18 | 1,200 |
| 15/04/2026 | $45.02 | $45.06 | $44.98 | $45.06 | 1,400 |
| 14/04/2026 | $45.00 | $45.11 | $44.94 | $45.07 | 1,700 |
| 13/04/2026 | $44.34 | $44.86 | $44.34 | $44.86 | 1,400 |
| 10/04/2026 | $44.67 | $44.67 | $44.46 | $44.48 | 1,100 |
| 02/04/2026 | $42.48 | $43.19 | $42.48 | $43.18 | 4,600 |
| 01/04/2026 | $42.86 | $43.33 | $42.86 | $43.05 | 18,100 |
| 31/03/2026 | $42.46 | $42.84 | $42.29 | $42.68 | 2,700 |
| 30/03/2026 | $42.50 | $42.50 | $41.91 | $41.97 | 2,300 |