Franklin Senior Loan ETF
Ticker
FLBL
ISIN
US35473P595
Price
USD 24.28
Change Today
-
Price 1 year ago
22.08 / 9.953 %
Morningstar
4
52 Week Low
22.12
52 Week High
24.32
200 Day Moving Average 23.57
23.57
50-day Moving Average
24.09
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 4.03 |
| Sortino Ratio | inf |
| Maximum Drawdown | -0.2% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -77.96 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.90 |
| Volatility | 0.682% |
| Alpha | +3.24 |
| Beta | -- |
| R Squared | +27.76 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.819% |
| Average Annual Volatility | 6.12% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 0.35 |
| Maximum Drawdown | -20.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.25 |
Company information
Summary
The investment seeks high level of current income; the secondary goal is preservation of capital. Under normal market conditions, the fund invests at least 80% of its net assets in senior loans and investments that provide exposure to senior loans. Senior loans include loans referred to as leveraged loans, bank loans and/or floating rate loans. The fund invests predominantly in income-producing senior floating interest rate corporate loans made to or issued by U.S. companies, non-U.S. entities and U.S. subsidiaries of non-U.S. entities.
Market
US
Category
Bank Loan
Expense Ratio
0.45%
Fund family
Franklin Templeton Investments
Morningstar
4
Yield
0.0361
Exchange
BTS
| Sector | Weight |
|---|---|
| Financial services | 1.17% |
| Basic materials | 0.36% |
| Industrials | 0.11% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FLBL | Franklin Senior Loan ETF | US35473P595 | BTS | 0.45% | 4 | +3.24 | -- |
| FR0010909531.PA | Martin Maurel Senior Plus P | FR001333638 | YHD | 1.96% | 5 | ||
| FTSL | First Trust Senior Loan Fund | US33738D309 | NGM | 0.86% | 4 | +2.35 | |
| IE00B3T2R953.IR | Barings Global Senior Secured Bond Fund B EUR Distribution Shares | IE00B3T2R953 | ISE | 0.55% | 4 | +2.54 | +0.88 |
| IE00B3W4VN00.IR | Barings Global Senior Secured Bond Fund A GBP Distribution Shares | IE00B3W4VN00 | ISE | 0.55% | 4 | ||
| IE00B45W5J28.IR | Barings Global Senior Secured Bond Fund D EUR Accumulating Shares | IE00B45W5J28 | ISE | 0.75% | 4 | +1.94 | +0.88 |
| IE00B71HDY35.IR | Neuberger Berman Global Senior Floating Rate Income Fund SGD U Monthly Distributing Class | IE00B71HDY35 | ISE | 1.18% | 4 | ||
| IE00B8809337.IR | Neuberger Berman Global Senior Floating Rate Income Fund USD A Monthly Distributing Class | IE00B8809337 | ISE | 1.43% | 5 | CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD | |
| IE00B8XYZM14.IR | Neuberger Berman Global Senior Floating Rate Income Fund USD I Monthly Distributing Class | IE00B8XYZM14 | ISE | 0.92% | 5 | CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD | |
| IE00B92SS223.IR | Neuberger Berman Global Senior Floating Rate Income Fund AUD U Monthly Distributing Class | IE00B92SS223 | ISE | 1.18% | 4 | ||
| IE00B96Y7K71.IR | Neuberger Berman Global Senior Floating Rate Income Fund USD U Accumulating Class | IE00B96Y7K71 | ISE | 1.19% | 4 | ||
| IE00B995ZW57.IR | Neuberger Berman Global Senior Floating Rate Income Fund GBP I Accumulating Class | IE00B995ZW57 | ISE | 0.93% | 4 | ||
| IE00BC1J2L40.IR | Barings Global Senior Secured Bond Fund F GBP Accumulating Shares | IE00BC1J2L40 | ISE | 0.15% | 4 | ||
| SEIX | Virtus Seix Senior Loan ETF | US92790A4058 | PCX | 0.57% | 5 | +1.27 | -- |
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.