(FTSD) Franklin Liberty Short - Ratings and Ratios
Treasury Securities, Agency Debt, Derivatives
Dividends
| Dividend Yield | 4.62% |
| Yield on Cost 5y | 5.15% |
| Yield CAGR 5y | 30.48% |
| Payout Consistency | 87.5% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 1.64% |
| Value at Risk 5%th | 2.48% |
| Relative Tail Risk | -7.95% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.44 |
| Alpha | 1.45 |
| CAGR/Max DD | 5.37 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.361 |
| Beta | -0.035 |
| Beta Downside | -0.042 |
| Drawdowns 3y | |
|---|---|
| Max DD | 0.96% |
| Mean DD | 0.16% |
| Median DD | 0.08% |
Description: FTSD Franklin Liberty Short October 28, 2025
Franklin Liberty Short Duration U.S. Government ETF (FTSD) allocates at least 80% of its net assets to securities that are issued or guaranteed by the U.S. government, its agencies, or instrumentalities, positioning it squarely in the short-government space. To enhance returns while maintaining a short-duration profile, the fund may also engage in interest-rate-related derivatives, primarily U.S. Treasury futures and options on interest-rate or bond futures.
Key quantitative attributes (as of the latest filing) include an expense ratio of roughly 0.20%, an average effective duration of about 0.6 years, and a 30-day SEC yield near 5.1%. The ETF’s performance is tightly linked to Federal Reserve policy moves; a flattening or steepening of the short end of the Treasury curve directly impacts both price stability and yield generation.
Because FTSD’s exposure is concentrated in the short-term sovereign market, it tends to exhibit low credit risk and high liquidity, making it a common choice for investors seeking a cash-like vehicle with modest yield enhancement.
For a deeper dive into FTSD’s risk-adjusted performance metrics and scenario analysis, you may find ValueRay’s interactive toolkit useful.
What is the price of FTSD shares?
Over the past week, the price has changed by +0.07%, over one month by +0.34%, over three months by +1.09% and over the past year by +5.10%.
Is FTSD a buy, sell or hold?
What are the forecasts/targets for the FTSD price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 99.7 | 9.7% |
FTSD Fundamental Data Overview December 02, 2025
Beta = 0.19
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 259.8m USD (259.8m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 259.8m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 259.8m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 5.89% (E(259.8m)/V(259.8m) * Re(5.89%) + (debt-free company))
Discount Rate = 5.89% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FTSD ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle