Franklin FTSE Hong Kong ETF (FLHK)
17.74
+0.03
(+0.15%)
USD |
NYSEARCA |
Nov 15, 16:00
17.75
+0.01
(+0.03%)
After-Hours: 20:00
FLHK Max Drawdown (5Y): 41.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.83% |
| September 30, 2024 | 41.83% |
| August 31, 2024 | 41.83% |
| July 31, 2024 | 41.83% |
| June 30, 2024 | 41.83% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
41.83%
Maximum
Apr 2024
34.18%
Average
30.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.454 |
| Beta (5Y) | 0.8778 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.268 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.18% |
| Historical Sharpe Ratio (5Y) | -0.2103 |
| Historical Sortino (5Y) | -0.3618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |