Franklin FTSE China ETF (FLCH)
18.76
-0.01
(-0.05%)
USD |
NYSEARCA |
Nov 15, 16:00
18.76
0.00 (0.00%)
After-Hours: 20:00
FLCH Max Drawdown (5Y): 62.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.09% |
| September 30, 2024 | 62.09% |
| August 31, 2024 | 62.09% |
| July 31, 2024 | 62.09% |
| June 30, 2024 | 62.09% |
| May 31, 2024 | 62.09% |
| April 30, 2024 | 62.09% |
| March 31, 2024 | 62.09% |
| February 29, 2024 | 62.09% |
| January 31, 2024 | 62.09% |
| December 31, 2023 | 62.09% |
| November 30, 2023 | 62.09% |
| October 31, 2023 | 62.09% |
| September 30, 2023 | 62.09% |
| August 31, 2023 | 62.09% |
| July 31, 2023 | 62.09% |
| June 30, 2023 | 62.09% |
| May 31, 2023 | 62.09% |
| April 30, 2023 | 62.09% |
| March 31, 2023 | 62.09% |
| February 28, 2023 | 62.09% |
| January 31, 2023 | 62.09% |
| December 31, 2022 | 62.09% |
| November 30, 2022 | 62.09% |
| October 31, 2022 | 62.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.96% |
| August 31, 2022 | 51.97% |
| July 31, 2022 | 51.97% |
| June 30, 2022 | 51.97% |
| May 31, 2022 | 51.97% |
| April 30, 2022 | 51.97% |
| March 31, 2022 | 51.97% |
| February 28, 2022 | 38.20% |
| January 31, 2022 | 37.17% |
| December 31, 2021 | 36.46% |
| November 30, 2021 | 32.63% |
| October 31, 2021 | 32.63% |
| September 30, 2021 | 32.63% |
| August 31, 2021 | 32.63% |
| July 31, 2021 | 32.63% |
| June 30, 2021 | 32.63% |
| May 31, 2021 | 32.63% |
| April 30, 2021 | 32.63% |
| March 31, 2021 | 32.63% |
| February 28, 2021 | 32.63% |
| January 31, 2021 | 32.63% |
| December 31, 2020 | 32.63% |
| November 30, 2020 | 32.63% |
| October 31, 2020 | 32.63% |
| September 30, 2020 | 32.63% |
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
32.63%
Minimum
Nov 2019
62.09%
Maximum
Oct 2022
47.44%
Average
51.97%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| WisdomTree China ex-State-Owd Entpr ETF | 70.01% |
| KraneShares Bosera MSCIChinaA50CntIdETF | 51.27% |
| iShares MSCI China A ETF | 49.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.039 |
| Beta (5Y) | 0.8117 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0788 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.30% |
| Historical Sharpe Ratio (5Y) | -0.1154 |
| Historical Sortino (5Y) | -0.2277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |