Templeton Emerging Markets Fund (EMF)
11.60
+0.05
(+0.43%)
USD |
NYSE |
Apr 24, 16:00
11.60
0.00 (0.00%)
After-Hours: 18:34
EMF Max Drawdown (5Y): 47.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.63% |
| February 29, 2024 | 47.63% |
| January 31, 2024 | 47.63% |
| December 31, 2023 | 47.63% |
| November 30, 2023 | 47.63% |
| October 31, 2023 | 47.63% |
| September 30, 2023 | 47.63% |
| August 31, 2023 | 47.63% |
| July 31, 2023 | 47.63% |
| June 30, 2023 | 47.63% |
| May 31, 2023 | 47.63% |
| April 30, 2023 | 47.63% |
| March 31, 2023 | 47.63% |
| February 28, 2023 | 47.63% |
| January 31, 2023 | 47.63% |
| December 31, 2022 | 47.63% |
| November 30, 2022 | 47.63% |
| October 31, 2022 | 47.63% |
| September 30, 2022 | 46.97% |
| August 31, 2022 | 40.58% |
| July 31, 2022 | 40.58% |
| June 30, 2022 | 40.58% |
| May 31, 2022 | 40.58% |
| April 30, 2022 | 39.30% |
| March 31, 2022 | 39.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.30% |
| January 31, 2022 | 39.30% |
| December 31, 2021 | 39.30% |
| November 30, 2021 | 39.30% |
| October 31, 2021 | 39.30% |
| September 30, 2021 | 39.30% |
| August 31, 2021 | 39.30% |
| July 31, 2021 | 39.30% |
| June 30, 2021 | 39.30% |
| May 31, 2021 | 39.30% |
| April 30, 2021 | 39.30% |
| March 31, 2021 | 39.30% |
| February 28, 2021 | 39.30% |
| January 31, 2021 | 39.30% |
| December 31, 2020 | 39.30% |
| November 30, 2020 | 48.22% |
| October 31, 2020 | 50.48% |
| September 30, 2020 | 50.48% |
| August 31, 2020 | 50.48% |
| July 31, 2020 | 50.48% |
| June 30, 2020 | 50.48% |
| May 31, 2020 | 50.48% |
| April 30, 2020 | 50.48% |
| March 31, 2020 | 50.48% |
| February 29, 2020 | 50.48% |
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
39.30%
Minimum
Dec 2020
50.48%
Maximum
Apr 2019
45.70%
Average
47.63%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.394 |
| Beta (5Y) | 1.197 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3748 |
| Beta (vs YCharts Benchmark) (5Y) | 1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.51% |
| Historical Sharpe Ratio (5Y) | 0.0147 |
| Historical Sortino (5Y) | 0.0189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |