Franklin U.S. Low Volatility ETF
Ticker
FLLV
ISIN
US35473P504
Price
USD 58.01
Change Today
-0.17 / -0.301 %
Price 1 year ago
47.74 / 21.494 %
Morningstar
5
52 Week Low
48.05
52 Week High
59.03
200 Day Moving Average 54.33
54.33
50-day Moving Average
57.97
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.55 |
| Sortino Ratio | 0.34 |
| Maximum Drawdown | -1.39% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -25.73 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.47 |
| Volatility | 2.892% |
| Alpha | +5.68 |
| Beta | None |
| R Squared | +94.19 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.579% |
| Average Annual Volatility | 16.243% |
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 0.68 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.38 |
Company information
Summary
The investment seeks capital appreciation with an emphasis on lower volatility. The fund invests at least 80% of its net assets in U.S. investments. It invests primarily in equity securities (principally common stocks) of U.S. companies. The fund seeks capital appreciation while providing a lower level of volatility than the broader equity market as measured by the Russell 1000 Index. It may invest a portion of its assets in mid-capitalization companies.
Market
US
Category
Large Blend
Expense Ratio
0.29%
Fund family
Franklin Templeton Investments
Morningstar
5
Yield
0.0162
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 21.21% |
| Financial services | 14.30% |
| Healthcare | 13.96% |
| Industrials | 11.30% |
| Consumer cyclical | 8.80% |
| Communication services | 8.25% |
| Consumer defensive | 8.19% |
| Energy | 4.56% |
| Realestate | 3.31% |
| Basic materials | 2.56% |
| Utilities | 2.38% |
| Country | Ratio |
|---|---|
| United States | 97.61 |
| Canada | 1.38 |
| United Kingdom | 1.01 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ADI | Analog Devices Inc | 1.47% |
| ACN | Accenture PLC Class A | 1.45% |
| ANSS | Ansys Inc | 1.45% |
| AAPL | Apple Inc | 1.45% |
| BKI | Black Knight Inc A | 1.45% |
| KEYS | Keysight Technologies Inc | 1.45% |
| TXN | Texas Instruments Inc | 1.45% |
| MSFT | Microsoft Corp | 1.44% |
| INTU | Intuit Inc | 1.43% |
| SNPS | Synopsys Inc | 1.43% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| FLLV | Franklin U.S. Low Volatility ETF | US35473P504 | PCX | 0.29% | 5 | +5.68 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.