Franklin International Aggregate Bd ETF (FLIA)
20.15
+0.06
(+0.30%)
USD |
BATS |
May 03, 16:00
20.15
0.00 (0.00%)
After-Hours: 20:00
FLIA Max Drawdown (5Y): 11.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 11.25% |
March 31, 2024 | 11.25% |
February 29, 2024 | 11.25% |
January 31, 2024 | 11.25% |
December 31, 2023 | 11.25% |
November 30, 2023 | 11.25% |
October 31, 2023 | 11.25% |
September 30, 2023 | 11.25% |
August 31, 2023 | 11.25% |
July 31, 2023 | 11.25% |
June 30, 2023 | 11.25% |
May 31, 2023 | 11.25% |
April 30, 2023 | 11.25% |
March 31, 2023 | 11.25% |
February 28, 2023 | 11.25% |
January 31, 2023 | 11.25% |
December 31, 2022 | 11.25% |
November 30, 2022 | 11.25% |
October 31, 2022 | 11.25% |
September 30, 2022 | 10.47% |
August 31, 2022 | 9.67% |
July 31, 2022 | 9.67% |
June 30, 2022 | 9.67% |
May 31, 2022 | 7.80% |
April 30, 2022 | 7.44% |
Date | Value |
---|---|
March 31, 2022 | 6.87% |
February 28, 2022 | 6.87% |
January 31, 2022 | 6.87% |
December 31, 2021 | 6.87% |
November 30, 2021 | 6.87% |
October 31, 2021 | 6.87% |
September 30, 2021 | 6.87% |
August 31, 2021 | 6.87% |
July 31, 2021 | 6.87% |
June 30, 2021 | 6.87% |
May 31, 2021 | 6.87% |
April 30, 2021 | 6.87% |
March 31, 2021 | 6.87% |
February 28, 2021 | 6.87% |
January 31, 2021 | 6.87% |
December 31, 2020 | 6.87% |
November 30, 2020 | 6.87% |
October 31, 2020 | 6.87% |
September 30, 2020 | 6.87% |
August 31, 2020 | 6.87% |
July 31, 2020 | 6.87% |
June 30, 2020 | 6.87% |
May 31, 2020 | 6.87% |
April 30, 2020 | 6.87% |
March 31, 2020 | 6.87% |
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
4.51%
Minimum
May 2019
11.25%
Maximum
Oct 2022
8.09%
Average
6.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6037 |
Beta (5Y) | 0.5349 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1848 |
Beta (vs YCharts Benchmark) (5Y) | 0.4365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.90% |
Historical Sharpe Ratio (5Y) | -0.4575 |
Historical Sortino (5Y) | -0.7423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.84% |