Franklin Global Dvd Quality Index ETF (FLGD.TO)
26.74
+0.06
(+0.22%)
CAD |
TSX |
May 16, 16:00
FLGD.TO Max Drawdown (5Y): 27.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 27.71% |
March 31, 2024 | 27.71% |
February 29, 2024 | 27.71% |
January 31, 2024 | 27.71% |
December 31, 2023 | 27.71% |
November 30, 2023 | 27.71% |
October 31, 2023 | 27.71% |
September 30, 2023 | 27.71% |
August 31, 2023 | 27.71% |
July 31, 2023 | 27.71% |
June 30, 2023 | 27.71% |
May 31, 2023 | 27.71% |
April 30, 2023 | 27.71% |
March 31, 2023 | 27.71% |
February 28, 2023 | 27.71% |
January 31, 2023 | 27.71% |
December 31, 2022 | 27.71% |
November 30, 2022 | 27.71% |
October 31, 2022 | 27.71% |
September 30, 2022 | 27.71% |
August 31, 2022 | 27.71% |
July 31, 2022 | 27.71% |
June 30, 2022 | 27.71% |
May 31, 2022 | 27.71% |
April 30, 2022 | 27.71% |
Date | Value |
---|---|
March 31, 2022 | 27.71% |
February 28, 2022 | 27.71% |
January 31, 2022 | 27.71% |
December 31, 2021 | 27.71% |
November 30, 2021 | 27.71% |
October 31, 2021 | 27.71% |
September 30, 2021 | 27.71% |
August 31, 2021 | 27.71% |
July 31, 2021 | 27.71% |
June 30, 2021 | 27.71% |
May 31, 2021 | 27.71% |
April 30, 2021 | 27.71% |
March 31, 2021 | 27.71% |
February 28, 2021 | 27.71% |
January 31, 2021 | 27.71% |
December 31, 2020 | 27.71% |
November 30, 2020 | 27.71% |
October 31, 2020 | 27.71% |
September 30, 2020 | 27.71% |
August 31, 2020 | 27.71% |
July 31, 2020 | 27.71% |
June 30, 2020 | 27.71% |
May 31, 2020 | 27.71% |
April 30, 2020 | 27.71% |
March 31, 2020 | 27.71% |
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
6.54%
Minimum
May 2019
27.71%
Maximum
Mar 2020
24.25%
Average
27.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6364 |
Beta (5Y) | 0.7427 |
Alpha (vs YCharts Benchmark) (5Y) | 3.749 |
Beta (vs YCharts Benchmark) (5Y) | 0.5902 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.92% |
Historical Sharpe Ratio (5Y) | 0.4175 |
Historical Sortino (5Y) | 0.4204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.10% |