Performance analysis of FLSP (FRANKLIN SYSTEMATIC STYLE PREMIA ETF)
Annual Return
Over the past 3 years, FLSP has had an average annual return of +10.01%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FLSP has had an average annual return of +7.69%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Dec 23, 2019, FLSP has had an average annual return of +4.03%, underperforming the benchmark SPY, which returned +15.77% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.26% | +15.54% | +11.76% | +3.14% | +0.33% | +11.44% | -15.18% | +0.90% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.37% | +2.37% | -1.63% | -0.36% | +0.52% | +0.02% | +1.26% | ||||||
| 2025 | -0.25% | +2.10% | +0.82% | -1.67% | +2.32% | -2.43% | +2.24% | +2.44% | +5.08% | +0.90% | +1.47% | +1.74% | +15.54% |
| 2024 | +4.89% | +3.48% | +1.94% | -1.61% | +4.03% | -3.48% | +0.27% | +0.72% | +0.77% | -1.02% | +1.21% | +0.27% | +11.76% |
| 2023 | -0.87% | -0.51% | +1.47% | +1.18% | -0.34% | +1.93% | +0.61% | +3.05% | -0.63% | +0.20% | -0.46% | -2.42% | +3.14% |
| 2022 | -1.25% | -5.20% | +4.61% | +3.05% | +2.22% | -3.43% | -1.21% | +0.47% | +0.14% | +0.47% | -4.55% | +5.65% | +0.33% |
| 2021 | +0.77% | -3.17% | +2.54% | +0.86% | +1.91% | -0.14% | +2.73% | +0.22% | -0.73% | +1.60% | +1.44% | +3% | +11.44% |
| 2020 | +1.16% | -3.18% | -5.28% | -4.60% | +2.97% | +0.09% | +0.15% | -0.40% | -0.95% | -2.86% | -3.29% | +0.20% | -15.18% |
| 2019 | +0.90% | +0.90% |
Drawdown analysis of FLSP (FRANKLIN SYSTEMATIC STYLE PREMIA ETF)
The maximum drawdown for the FLSP was -22.73%, occurring on Mar 24, 2021. Recovery took 650 trading sessions.
The current FLSP drawdown is -1.94%.
Since Dec 23, 2019 FLSP has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.73% | Feb 18, 2020 | 272 | Mar 24, 2021 | 650 | Oct 23, 2023 | 922 |
| -6.69% | Oct 23, 2023 | 3 | Oct 26, 2023 | 2 | Oct 30, 2023 | 5 |
| -6.66% | Apr 1, 2025 | 4 | Apr 7, 2025 | 37 | May 30, 2025 | 41 |
| -6.08% | Oct 30, 2023 | 34 | Dec 18, 2023 | 31 | Feb 2, 2024 | 65 |
| -4.64% | May 31, 2024 | 44 | Aug 5, 2024 | 141 | Feb 27, 2025 | 185 |
| -4.19% | Mar 25, 2024 | 26 | May 1, 2024 | 21 | May 31, 2024 | 47 |
| -4.03% | Mar 3, 2026 | 14 | Mar 23, 2026 | Ongoing | Ongoing | Ongoing |
| -3.24% | May 30, 2025 | 28 | Jul 11, 2025 | 15 | Aug 1, 2025 | 43 |
| -2.15% | Feb 28, 2025 | 12 | Mar 18, 2025 | 6 | Mar 26, 2025 | 18 |
| -1.94% | Jan 29, 2026 | 5 | Feb 5, 2026 | 4 | Feb 11, 2026 | 9 |
| -1.90% | Jan 6, 2020 | 1 | Jan 7, 2020 | 9 | Jan 21, 2020 | 10 |
| -1.85% | Feb 26, 2024 | 4 | Mar 1, 2024 | 7 | Mar 12, 2024 | 11 |
| -1.68% | Nov 19, 2025 | 2 | Nov 21, 2025 | 13 | Dec 11, 2025 | 15 |
| -1.50% | Feb 11, 2026 | 3 | Feb 17, 2026 | 2 | Feb 19, 2026 | 5 |
| -1.48% | Jan 14, 2026 | 5 | Jan 22, 2026 | 3 | Jan 27, 2026 | 8 |
| -1.46% | Sep 30, 2025 | 3 | Oct 3, 2025 | 19 | Oct 30, 2025 | 22 |
| -1.44% | Dec 26, 2025 | 9 | Jan 9, 2026 | 2 | Jan 13, 2026 | 11 |
| -1.05% | Dec 30, 2019 | 2 | Jan 2, 2020 | 2 | Jan 6, 2020 | 4 |
| -1.01% | Jan 29, 2020 | 4 | Feb 4, 2020 | 1 | Feb 5, 2020 | 5 |
| -1.00% | Mar 14, 2024 | 1 | Mar 15, 2024 | 1 | Mar 18, 2024 | 2 |
| -0.98% | Aug 26, 2025 | 3 | Aug 29, 2025 | 2 | Sep 3, 2025 | 5 |
| -0.90% | Nov 3, 2025 | 3 | Nov 6, 2025 | 2 | Nov 10, 2025 | 5 |
| -0.90% | Mar 27, 2025 | 1 | Mar 28, 2025 | 1 | Mar 31, 2025 | 2 |
| -0.79% | Feb 15, 2024 | 2 | Feb 20, 2024 | 1 | Feb 21, 2024 | 3 |
| -0.77% | Sep 16, 2025 | 1 | Sep 17, 2025 | 1 | Sep 18, 2025 | 2 |