Franklin Resources Inc (BEN)
25.02
+0.21
(+0.85%)
USD |
NYSE |
Apr 18, 16:00
25.02
0.00 (0.00%)
Pre-Market: 20:00
Franklin Resources Max Drawdown (5Y): 63.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.76% |
| February 29, 2024 | 63.76% |
| January 31, 2024 | 63.76% |
| December 31, 2023 | 63.76% |
| November 30, 2023 | 63.76% |
| October 31, 2023 | 63.76% |
| September 30, 2023 | 63.76% |
| August 31, 2023 | 63.76% |
| July 31, 2023 | 63.76% |
| June 30, 2023 | 63.76% |
| May 31, 2023 | 63.76% |
| April 30, 2023 | 63.76% |
| March 31, 2023 | 63.76% |
| February 28, 2023 | 63.76% |
| January 31, 2023 | 63.76% |
| December 31, 2022 | 63.76% |
| November 30, 2022 | 63.76% |
| October 31, 2022 | 63.76% |
| September 30, 2022 | 63.76% |
| August 31, 2022 | 63.76% |
| July 31, 2022 | 63.76% |
| June 30, 2022 | 63.76% |
| May 31, 2022 | 63.76% |
| April 30, 2022 | 63.76% |
| March 31, 2022 | 63.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.76% |
| January 31, 2022 | 63.76% |
| December 31, 2021 | 63.76% |
| November 30, 2021 | 63.76% |
| October 31, 2021 | 63.76% |
| September 30, 2021 | 63.76% |
| August 31, 2021 | 63.76% |
| July 31, 2021 | 63.76% |
| June 30, 2021 | 63.76% |
| May 31, 2021 | 63.76% |
| April 30, 2021 | 63.76% |
| March 31, 2021 | 63.76% |
| February 28, 2021 | 63.76% |
| January 31, 2021 | 63.76% |
| December 31, 2020 | 63.76% |
| November 30, 2020 | 63.76% |
| October 31, 2020 | 63.76% |
| September 30, 2020 | 63.76% |
| August 31, 2020 | 63.76% |
| July 31, 2020 | 63.76% |
| June 30, 2020 | 63.76% |
| May 31, 2020 | 63.76% |
| April 30, 2020 | 63.76% |
| March 31, 2020 | 63.76% |
| February 29, 2020 | 49.28% |
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
46.24%
Minimum
Apr 2019
63.76%
Maximum
Mar 2020
60.62%
Average
63.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BlackRock Inc | 43.88% |
| T. Rowe Price Group Inc | 57.02% |
| Blackstone Inc | 49.26% |
| Federated Hermes Inc | 64.89% |
| BlackRock Capital Investment Corp (DELISTED) | 76.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.18 |
| Beta (5Y) | 1.400 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.03% |
| Historical Sharpe Ratio (5Y) | -0.0253 |
| Historical Sortino (5Y) | -0.0446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |