Franklin FTSE Germany ETF (FLGR)
24.35
+0.21
(+0.87%)
USD |
NYSEARCA |
Apr 26, 16:00
24.35
0.00 (0.00%)
After-Hours: 17:36
FLGR Max Drawdown (5Y): 46.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.25% |
February 29, 2024 | 46.25% |
January 31, 2024 | 46.25% |
December 31, 2023 | 46.25% |
November 30, 2023 | 46.25% |
October 31, 2023 | 46.25% |
September 30, 2023 | 46.25% |
August 31, 2023 | 46.25% |
July 31, 2023 | 46.25% |
June 30, 2023 | 46.25% |
May 31, 2023 | 46.25% |
April 30, 2023 | 46.25% |
March 31, 2023 | 46.25% |
February 28, 2023 | 46.25% |
January 31, 2023 | 46.25% |
December 31, 2022 | 46.25% |
November 30, 2022 | 46.25% |
October 31, 2022 | 46.25% |
September 30, 2022 | 46.25% |
August 31, 2022 | 46.25% |
July 31, 2022 | 46.25% |
June 30, 2022 | 46.25% |
May 31, 2022 | 46.25% |
April 30, 2022 | 46.25% |
March 31, 2022 | 46.25% |
Date | Value |
---|---|
February 28, 2022 | 46.25% |
January 31, 2022 | 46.25% |
December 31, 2021 | 46.25% |
November 30, 2021 | 46.25% |
October 31, 2021 | 46.25% |
September 30, 2021 | 46.25% |
August 31, 2021 | 46.25% |
July 31, 2021 | 46.25% |
June 30, 2021 | 46.25% |
May 31, 2021 | 46.25% |
April 30, 2021 | 46.25% |
March 31, 2021 | 46.25% |
February 28, 2021 | 46.25% |
January 31, 2021 | 46.25% |
December 31, 2020 | 46.25% |
November 30, 2020 | 46.25% |
October 31, 2020 | 46.25% |
September 30, 2020 | 46.25% |
August 31, 2020 | 46.25% |
July 31, 2020 | 46.25% |
June 30, 2020 | 46.25% |
May 31, 2020 | 46.25% |
April 30, 2020 | 46.25% |
March 31, 2020 | 46.25% |
February 29, 2020 | 29.58% |
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
29.58%
Minimum
Apr 2019
46.25%
Maximum
Mar 2020
43.20%
Average
46.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Currency Hedged MSCI Germany ETF | 39.37% |
Franklin FTSE Mexico ETF | 50.10% |
Franklin FTSE Switzerland ETF | 28.16% |
Mexico Equity and Income Fund Inc | 52.05% |
iShares MSCI Mexico ETF | 53.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3174 |
Beta (5Y) | 1.308 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9916 |
Beta (vs YCharts Benchmark) (5Y) | 1.309 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.23% |
Historical Sharpe Ratio (5Y) | 0.1933 |
Historical Sortino (5Y) | 0.2504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.76% |