Franklin FTSE China ETF (FLCH)
18.02
-0.19
(-1.03%)
USD |
NYSEARCA |
May 22, 16:00
18.04
+0.02
(+0.09%)
After-Hours: 20:00
FLCH Max Drawdown (5Y): 62.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 32.63% |
| July 31, 2020 | 32.63% |
| June 30, 2020 | 32.63% |
| May 31, 2020 | 32.63% |
| April 30, 2020 | 32.63% |
| March 31, 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
May 2019
62.09%
Maximum
Oct 2022
44.50%
Average
32.63%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Franklin FTSE Hong Kong ETF | 41.83% |
| Franklin FTSE Taiwan ETF | 38.00% |
| SPDR® S&P China ETF | 60.23% |
| Morgan Stanley China A Share Fund Inc | 47.71% |
| WisdomTree International High Div ETF | 40.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.35 |
| Beta (5Y) | 0.833 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4155 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9997 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.48% |
| Historical Sharpe Ratio (5Y) | -0.3086 |
| Historical Sortino (5Y) | -0.5409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |