FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF
Symbol: FLQS
Exchange: BATS
Sector: Technology
Category: Small Blend
Inception Date: 26/04/2017
Latest Date: 02/04/2026
Current Price: $43.18
Expense Ratio: 0.35%
Assets Under Management
$61.3M
1.65% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.65%
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
-0.04%
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
-1.10%
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
8.86%
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
11.90%
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
31.94%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.041%
Best Day
7.818%
09/04/2025
Worst Day
-5.662%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $42.57 | $42.57 | $42.10 | $42.10 | 2,700 |
| 26/03/2026 | $43.22 | $43.22 | $42.74 | $42.74 | 2,000 |
| 25/03/2026 | $43.43 | $43.43 | $42.83 | $43.12 | 3,900 |
| 24/03/2026 | $42.47 | $43.10 | $42.44 | $42.89 | 16,900 |
| 23/03/2026 | $42.60 | $43.14 | $42.60 | $42.80 | 4,200 |
| 20/03/2026 | $42.00 | $42.13 | $41.74 | $41.80 | 9,900 |