Franklin Resources Inc (BEN)
21.72
+0.08
(+0.37%)
USD |
NYSE |
Nov 21, 16:00
21.12
-0.60
(-2.76%)
Pre-Market: 06:46
Franklin Resources Max Drawdown (5Y): 64.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.49% |
| September 30, 2024 | 64.49% |
| August 31, 2024 | 64.49% |
| July 31, 2024 | 64.49% |
| June 30, 2024 | 64.49% |
| May 31, 2024 | 64.49% |
| April 30, 2024 | 64.49% |
| March 31, 2024 | 64.49% |
| February 29, 2024 | 64.49% |
| January 31, 2024 | 64.49% |
| December 31, 2023 | 64.49% |
| November 30, 2023 | 64.49% |
| October 31, 2023 | 64.49% |
| September 30, 2023 | 64.49% |
| August 31, 2023 | 64.49% |
| July 31, 2023 | 64.49% |
| June 30, 2023 | 64.49% |
| May 31, 2023 | 64.49% |
| April 30, 2023 | 64.49% |
| March 31, 2023 | 64.49% |
| February 28, 2023 | 64.49% |
| January 31, 2023 | 64.49% |
| December 31, 2022 | 64.49% |
| November 30, 2022 | 64.49% |
| October 31, 2022 | 64.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.49% |
| August 31, 2022 | 64.49% |
| July 31, 2022 | 64.49% |
| June 30, 2022 | 64.49% |
| May 31, 2022 | 64.49% |
| April 30, 2022 | 64.49% |
| March 31, 2022 | 64.49% |
| February 28, 2022 | 64.49% |
| January 31, 2022 | 64.49% |
| December 31, 2021 | 64.49% |
| November 30, 2021 | 64.49% |
| October 31, 2021 | 64.49% |
| September 30, 2021 | 64.49% |
| August 31, 2021 | 64.49% |
| July 31, 2021 | 64.49% |
| June 30, 2021 | 64.49% |
| May 31, 2021 | 64.49% |
| April 30, 2021 | 64.49% |
| March 31, 2021 | 64.49% |
| February 28, 2021 | 64.49% |
| January 31, 2021 | 64.49% |
| December 31, 2020 | 64.49% |
| November 30, 2020 | 64.49% |
| October 31, 2020 | 64.49% |
| September 30, 2020 | 64.49% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.44%
Minimum
Nov 2019
64.49%
Maximum
Mar 2020
63.36%
Average
64.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Blackstone Inc | 49.26% |
| T. Rowe Price Group Inc | 57.02% |
| B. Riley Financial Inc | 93.97% |
| SEI Investments Co | 51.80% |
| Hamilton Lane Inc | 48.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.22 |
| Beta (5Y) | 1.382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.12% |
| Historical Sharpe Ratio (5Y) | -0.0964 |
| Historical Sortino (5Y) | -0.1808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.76% |