Cboe US - Delayed Quote USD
Franklin U.S. Large Cap Multifactor Index ETF (FLQL)
At close: November 21 at 4:00 PM EST
ETF Summary
Under normal market conditions, the fund invests at least 80% of its assets in the component securities of the U.S. Large Cap underlying index. The U.S. Large Cap underlying index is based on the Russell 1000? Index using a methodology developed with Franklin Templeton to reflect Franklin Templeton's desired investment strategy.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 25.92% |
| 5y Average Return | 14.05% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.96 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FLQL | Category Average | FLQL | Category Average | FLQL | Category Average | |
| Alpha | 1.66 | -1.25 | -0.79 | -1.13 | 0 | -1.18 |
| BETA | 0.96 | 0.96 | 0.94 | 0.98 | 0 | 0.98 |
| Mean Annual Return | 0.96 | 0.72 | 1.19 | 1.21 | 0 | 1.01 |
| R-squared | 97.01 | 93.46 | 96.52 | 94.7 | 0 | 94.8 |
| Standard Deviation | 16.65 | 16.98 | 17.25 | 18.14 | 0 | 15.45 |
| Sharpe Ratio | 0.46 | 0.28 | 0.68 | 0.66 | 0 | 0.67 |
| Treynor Ratio | 7 | 3.64 | 11.8 | 11.36 | 0 | 9.86 |
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