Franklin FTSE Japan ETF (FLJP)
36.46
+0.08
(+0.22%)
USD |
NYSEARCA |
Jan 16, 16:00
36.46
0.00 (0.00%)
After-Hours: 20:00
FLJP Max Drawdown (5Y): 32.48% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Franklin FTSE Japan Hedged ETF | 20.39% |
| iShares MSCI Japan ETF | 33.13% |
| JPMorgan BetaBuilders Japan ETF | 32.67% |
| iShares JPX-Nikkei 400 ETF | 33.20% |
| Xtrackers MSCI Japan Hedged Equity ETF | 21.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5590 |
| Beta (5Y) | 0.8265 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.222 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.69% |
| Historical Sharpe Ratio (5Y) | 0.2254 |
| Historical Sortino (5Y) | 0.3728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |