Franklin FTSE Hong Kong ETF (FLHK)
17.68
-0.14
(-0.79%)
USD |
NYSEARCA |
May 31, 16:00
17.60
-0.08
(-0.47%)
After-Hours: 20:00
FLHK Max Drawdown (5Y): 41.83% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 41.83% |
| April 30, 2024 | 41.83% |
| March 31, 2024 | 40.82% |
| February 29, 2024 | 40.82% |
| January 31, 2024 | 40.82% |
| December 31, 2023 | 40.82% |
| November 30, 2023 | 40.82% |
| October 31, 2023 | 40.82% |
| September 30, 2023 | 40.82% |
| August 31, 2023 | 40.82% |
| July 31, 2023 | 40.82% |
| June 30, 2023 | 40.82% |
| May 31, 2023 | 40.82% |
| April 30, 2023 | 40.82% |
| March 31, 2023 | 40.82% |
| February 28, 2023 | 40.82% |
| January 31, 2023 | 40.82% |
| December 31, 2022 | 40.82% |
| November 30, 2022 | 40.82% |
| October 31, 2022 | 40.82% |
| September 30, 2022 | 33.66% |
| August 31, 2022 | 30.32% |
| July 31, 2022 | 30.32% |
| June 30, 2022 | 30.32% |
| May 31, 2022 | 30.32% |
| Date | Value |
|---|---|
| April 30, 2022 | 30.32% |
| March 31, 2022 | 30.32% |
| February 28, 2022 | 30.32% |
| January 31, 2022 | 30.32% |
| December 31, 2021 | 30.32% |
| November 30, 2021 | 30.32% |
| October 31, 2021 | 30.32% |
| September 30, 2021 | 30.32% |
| August 31, 2021 | 30.32% |
| July 31, 2021 | 30.32% |
| June 30, 2021 | 30.32% |
| May 31, 2021 | 30.32% |
| April 30, 2021 | 30.32% |
| March 31, 2021 | 30.32% |
| February 28, 2021 | 30.32% |
| January 31, 2021 | 30.32% |
| December 31, 2020 | 30.32% |
| November 30, 2020 | 30.32% |
| October 31, 2020 | 30.32% |
| September 30, 2020 | 30.32% |
| August 31, 2020 | 30.32% |
| July 31, 2020 | 30.32% |
| June 30, 2020 | 30.32% |
| May 31, 2020 | 30.32% |
| April 30, 2020 | 30.32% |
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
20.00%
Minimum
Jun 2019
41.83%
Maximum
Apr 2024
32.36%
Average
30.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin FTSE China ETF | 62.09% |
| SPDR® S&P China ETF | 60.23% |
| Global X FTSE Southeast Asia ETF | 44.15% |
| First Trust China AlphaDEX® ETF | 42.46% |
| iShares MSCI China ETF | 63.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.800 |
| Beta (5Y) | 0.8818 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.763 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.42% |
| Historical Sharpe Ratio (5Y) | -0.2767 |
| Historical Sortino (5Y) | -0.4412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.62% |