Cboe US - Delayed Quote USD

Franklin U.S. Small Cap Multifactor Index ETF (FLQS)

37.77
-2.27
(-5.66%)
At close: April 3 at 3:37:29 PM EDT

ETF Summary

Under normal market conditions, the fund invests at least 80% of its assets in the component securities of the underlying index. The underlying index is based on the Russell 2000® Index using a methodology developed with Franklin Templeton to reflect Franklin Templeton's desired investment strategy.

Risk Overview

Performance & Risk

YTD Return -9.01%
5y Average Return 16.70%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FLQSCategory AverageFLQSCategory AverageFLQSCategory Average
Alpha -5.9 -7.6 -5.1 -5.91 0 -5.58
BETA 1.03 1.09 1.07 1.13 0 1.12
Mean Annual Return 0.64 0.54 1.09 1.1 0 0.77
R-squared 71.06 71.45 75.58 73.2 0 72.62
Standard Deviation 20.72 21.77 21.71 23.5 0 20.13
Sharpe Ratio 0.16 0.1 0.48 0.45 0 0.37
Treynor Ratio 1.24 -0.19 8.03 7.36 0 4.96

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