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Cboe US - Delayed Quote USD

Franklin U.S. Mid Cap Multifactor Index ETF (FLQM)

53.22
+0.21
+(0.40%)
At close: April 1 at 4:00:00 PM EDT

ETF Summary

Under normal market conditions, the fund invests at least 80% of its assets in the component securities of the U.S. Mid Cap underlying index. The U.S. Mid Cap underlying index is based on the Russell Midcap® Index using a methodology developed with Franklin Templeton to reflect Franklin Templeton's desired investment strategy.

Risk Overview

Performance & Risk

YTD Return -2.19%
5y Average Return 17.81%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FLQMCategory AverageFLQMCategory AverageFLQMCategory Average
Alpha -2.67 -5.18 -2.31 -4.4 0 -4.36
BETA 1.01 1.05 1.03 1.08 0 1.08
Mean Annual Return 0.89 0.71 1.28 1.17 0 0.83
R-squared 85.83 80.16 88.77 81.92 0 82.35
Standard Deviation 18.36 19.81 19.36 21.17 0 18.14
Sharpe Ratio 0.34 0.21 0.65 0.53 0 0.45
Treynor Ratio 4.9 2.29 11.3 9.04 0 6.26

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