Franklin Liberty Senior Loan ETF

10-Year Study

FLBL.US · · US · ETF

Executive Summary: Franklin Liberty Senior Loan ETF has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 9.5% and an annualized volatility of 7.1%.

1Y CAGR
+0.3%
3Y CAGR
+6.9%
5Y CAGR
+4.8%
10Y CAGR
+4.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +14.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -2.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.2-2.70.90.6————————-1.3%
20250.60.1-0.50.01.70.60.80.2-0.2-0.10.3-0.23.6%
2024-0.20.91.60.21.20.30.70.60.11.11.00.48.3%
20233.9-0.11.00.1-0.43.80.81.2-0.00.41.41.914.8%
2022-0.1-0.3-0.4-0.3-2.7-2.32.51.7-3.40.91.8-0.2-2.7%
20210.82.0-1.80.90.40.00.10.40.70.2-0.61.24.3%
20200.3-0.9-8.63.82.10.21.11.20.4-0.52.21.52.2%
20192.71.1-0.41.4-0.1-0.10.70.40.7-0.20.50.97.7%
2018——————0.00.01.1-0.0-0.1-2.8-1.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 58.5% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110000
2018-08-0110000
2018-09-0110109.99133401611
2018-10-0110107.021871004103
2018-11-0110097.02265882082
2018-12-019817.9537369783
2019-01-0110084.29638876937
2019-02-0110198.348008944751
2019-03-0110157.260337064352
2019-04-0110294.5828510481
2019-05-0110281.67477713877
2019-06-0110272.887590674673
2019-07-0110340.33682194736
2019-08-0110384.999969699358
2019-09-0110453.176416403556
2019-10-0110429.178307163676
2019-11-0110480.083387369481
2019-12-0110571.227721452247
2020-01-0110598.983110421603
2020-02-0110500.021210450086
2020-03-019594.577396932362
2020-04-019960.548562840504
2020-05-0110172.774266269931
2020-06-0110195.439147218704
2020-07-0110309.430166108124
2020-08-0110433.117390751033
2020-09-0110474.992879348898
2020-10-0110417.906467975248
2020-11-0110645.646100610255
2020-12-0110800.785392666032
2021-01-0110883.809154430257
2021-02-0111101.42837231006
2021-03-0110903.504572367026
2021-04-0110999.860617042292
2021-05-0111043.069333931266
2021-06-0111047.675031664172
2021-07-0111057.492439989577
2021-08-0111102.337391599449
2021-09-0111182.937101925301
2021-10-0111203.965748153176
2021-11-0111134.456073157873
2021-12-0111270.445358850513
2022-01-0111263.658014823075
2022-02-0111234.023985988984
2022-03-0111192.390902534953
2022-04-0111163.362886560453
2022-05-0110860.598861907849
2022-06-0110610.618557325786
2022-07-0110878.658045123717
2022-08-0111066.52203159751
2022-09-0110694.49073709344
2022-10-0110794.482858926267
2022-11-0110985.80111869974
2022-12-0110967.74193548387
2023-01-0111397.405052935223
2023-02-0111387.163435608103
2023-03-0111499.15461206087
2023-04-0111513.456515547261
2023-05-0111466.066309927097
2023-06-0111897.547465957228
2023-07-0111995.418542781477
2023-08-0112133.468272196735
2023-09-0112132.741056765226
2023-10-0112183.040124111432
2023-11-0112359.571670110838
2023-12-0112594.644058346918
2024-01-0112573.918418548841
2024-02-0112687.667032294425
2024-03-0112885.833237381297
2024-04-0112915.830873931145
2024-05-0113068.788519692387
2024-06-0113111.20941986389
2024-07-0113196.657233066484
2024-08-0113276.347924102949
2024-09-0113295.194924036288
2024-10-0113438.153357614248
2024-11-0113575.172865168199
2024-12-0113635.834752413448
2025-01-0113717.282880742729
2025-02-0113733.402822807899
2025-03-0113668.135237829749
2025-04-0113673.83175870992
2025-05-0113904.783259500766
2025-06-0113994.65496657839
2025-07-0114102.828262015719
2025-08-0114134.583335858386
2025-09-0114112.645670341124
2025-10-0114098.586171998571
2025-11-0114146.582390478325
2025-12-0114123.796306957634
2026-01-0114099.676995145837
2026-02-0113721.343166902001
2026-03-0113850.12089956549
2026-04-0113938.295770636254
Annual Return Matrix
YearAnnual Return
20190.07672413260991662
20200.021715327421047093
20210.04348387169171897
2022-0.02685815987998519
20230.14833519355516045
20240.08266932270916327
20250.0357852352572563
2026-0.013133900566804413
Total Factor Risk
0.07121055115306771
VTI.US Exposure
0.5853784446599328
VEA.US Exposure
0.009938114750458759
VWO.US Exposure
0.017621070474544056
QQQ.US Exposure
-0.08435228950668756
VTV.US Exposure
-0.05358429265895271
IJR.US Exposure
-0.035661156354772836
QUAL.US Exposure
-0.04891904977243432
SHV.US Exposure
0.4072759496834785
TLT.US Exposure
-0.006310847197666748
LQD.US Exposure
0.015762164141686165
HYG.US Exposure
0.04285065000289344
GLD.US Exposure
0.007754668068907795
USO.US Exposure
0.0009912643306986717
VNQ.US Exposure
0.052079077221670024
BTC-USD.CC Exposure
0.007949754161752835
CPER.US Exposure
0.015696043942009963
VIX.INDX Exposure
-0.02413380350841204
UUP.US Exposure
0.003724377435743362
TIP.US Exposure
-0.0009435689926297266
Idiosyncratic Exposure
0.08688342911777988
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$166
Avg Yield on Cost
1.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$165.591.66%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Liberty Senior Loan ETF a high-risk investment?

Franklin Liberty Senior Loan ETF (FLBL.US) has an annualized volatility of 7.1% and experienced a maximum drawdown of 9.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FLBL.US?

Over the past 10 years, FLBL.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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