Franklin FTSE Asia ex Japan ETF (FLAX)
23.35
-0.08
(-0.34%)
USD |
NYSEARCA |
May 20, 12:21
FLAX Max Drawdown (5Y): 42.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.50% |
March 31, 2024 | 42.50% |
February 29, 2024 | 42.50% |
January 31, 2024 | 42.50% |
December 31, 2023 | 42.50% |
November 30, 2023 | 42.50% |
October 31, 2023 | 42.50% |
September 30, 2023 | 42.50% |
August 31, 2023 | 42.50% |
July 31, 2023 | 42.50% |
June 30, 2023 | 42.50% |
May 31, 2023 | 42.50% |
April 30, 2023 | 42.50% |
March 31, 2023 | 42.50% |
February 28, 2023 | 42.50% |
January 31, 2023 | 42.50% |
December 31, 2022 | 42.50% |
November 30, 2022 | 42.50% |
October 31, 2022 | 42.50% |
September 30, 2022 | 39.24% |
August 31, 2022 | 31.71% |
July 31, 2022 | 31.71% |
June 30, 2022 | 31.71% |
May 31, 2022 | 31.71% |
April 30, 2022 | 29.77% |
Date | Value |
---|---|
March 31, 2022 | 29.77% |
February 28, 2022 | 29.77% |
January 31, 2022 | 29.77% |
December 31, 2021 | 29.77% |
November 30, 2021 | 29.77% |
October 31, 2021 | 29.77% |
September 30, 2021 | 29.77% |
August 31, 2021 | 29.77% |
July 31, 2021 | 29.77% |
June 30, 2021 | 29.77% |
May 31, 2021 | 29.77% |
April 30, 2021 | 29.77% |
March 31, 2021 | 29.77% |
February 28, 2021 | 29.77% |
January 31, 2021 | 29.77% |
December 31, 2020 | 29.77% |
November 30, 2020 | 29.77% |
October 31, 2020 | 29.77% |
September 30, 2020 | 29.77% |
August 31, 2020 | 29.77% |
July 31, 2020 | 29.77% |
June 30, 2020 | 29.77% |
May 31, 2020 | 29.77% |
April 30, 2020 | 29.77% |
March 31, 2020 | 29.77% |
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
21.84%
Minimum
May 2019
42.50%
Maximum
Oct 2022
32.77%
Average
29.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.951 |
Beta (5Y) | 0.925 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6107 |
Beta (vs YCharts Benchmark) (5Y) | 1.096 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.27% |
Historical Sharpe Ratio (5Y) | -0.0098 |
Historical Sortino (5Y) | -0.0142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.65% |