sotnkρ +0.50beyond mkt +0.36holdout +0.55stable 100%robust
FTF Franklin Limited Duration Income Trust Common Shrs. of Beneficial Interest
- Last close
- 5.43
- 504-day return
- +6.08%
- Median $/day
- $911k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
FTF vs ERC
Both indexed to 100 at 2026-05-11.
Moves with FTF
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.53beyond mkt +0.36holdout +0.63stable 100%robust
ρ +0.51beyond mkt +0.36holdout +0.62stable 100%robust
ρ +0.51beyond mkt +0.35holdout +0.58stable 100%robust
ρ +0.49beyond mkt +0.34holdout +0.56stable 88%robust
ρ +0.53beyond mkt +0.33holdout +0.64stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.55holdout +0.56stable 50%moderate
horizon 10dρ +0.52holdout +0.31stable 62%moderate
horizon 10dρ +0.48holdout +0.38stable 75%robust
horizon 10dρ +0.44holdout +0.20stable 75%moderate
horizon 10dρ +0.44holdout +0.46stable 50%moderate
horizon 10dρ +0.42holdout +0.55stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.54recent -0.39prior +0.16beyond mkt -0.05
Δ -0.53recent -0.33prior +0.20beyond mkt -0.02
Δ -0.50recent -0.31prior +0.19beyond mkt -0.09
Δ -0.49recent -0.31prior +0.18beyond mkt -0.06
Δ -0.47recent -0.11prior +0.36beyond mkt +0.01
Δ -0.45recent -0.15prior +0.30beyond mkt -0.12
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.