Franklin FTSE Australia ETF (FLAU)

28.61 +0.07 (+0.25%) USD  |  NYSEARCA  |  Jan 07, 16:00
28.62 +0.01 (+0.03%) After-Hours: 20:00
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FLAU Max Drawdown (5Y): 45.73% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares MSCI Australia ETF 45.54%
Franklin FTSE Mexico ETF 50.10%
Franklin FTSE Germany ETF 46.25%
Franklin FTSE Switzerland ETF 28.16%
Franklin FTSE Saudi Arabia ETF 38.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.149
Beta (5Y) 1.303
Alpha (vs YCharts Benchmark) (5Y) 4.250
Beta (vs YCharts Benchmark) (5Y) 0.9608
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.65%
Historical Sharpe Ratio (5Y) 0.1337
Historical Sortino (5Y) 0.1538
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.06%