FTFUSX
Overview
By adapting to changing market conditions the Franklin Factors US Index is a rules-based, quantitative index designed to pursue steady growth while seeking to manage risk on the downside. Taking a proprietary multi-factor approach to investing, the index features a sophisticated stock screen and dynamic asset allocation tool in pursuit of meeting its objective.
Index designed to pursue three powerful benefits:
- Sophisticated Screen: By employing a proprietary multi-factor approach, the index selects what it determines to be the highest quality US stocks.
- Dynamically Shifts: Based on signals in the market, the index can shift its proportions of stocks, bonds, and cash with the goal of enhancing performance or mitigating losses.
- Steady Growth: By screening for high quality US stocks and by dynamically shifting to take advantage of the changing market conditions, the index is designed to pursue steady returns.
Index Information
Ticker
Live Inception Date
September 4, 2020
Volatility Target
5%
Currency
US Dollar
Use of Leverage
Yes
Composition
US Large Cap Equity
10 Year US Treasury Futures
Cash
