BATS
FLQS
Oct 20, Last price
48.38USD
1D
1.45%
1Q
-1.19%
Name
Franklin U.S. Small Cap Multifactor Index ETF
Chart & performance
Div yield, %
1.05%
Expense ratio
0.35%
AUM
40m
Beta (realized)
0.91
Beta (adj.)
0.85
Sharp Ratio
0.23
Sortino Ratio
0.21
Std Dev
22.85%
VaR (95%, 1D)
1.92%
CVaR (99%, 1D)
6.56%
VaR (99%, 30D)
25.02%
MDD
-43.65%
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