Franklin FTSE Japan ETF (FLJP)
29.27
+0.27
(+0.93%)
USD |
NYSEARCA |
Apr 26, 15:30
FLJP Max Drawdown (5Y): 32.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.48% |
February 29, 2024 | 32.48% |
January 31, 2024 | 32.48% |
December 31, 2023 | 32.48% |
November 30, 2023 | 32.48% |
October 31, 2023 | 32.48% |
September 30, 2023 | 32.48% |
August 31, 2023 | 32.48% |
July 31, 2023 | 32.48% |
June 30, 2023 | 32.48% |
May 31, 2023 | 32.48% |
April 30, 2023 | 32.48% |
March 31, 2023 | 32.48% |
February 28, 2023 | 32.48% |
January 31, 2023 | 32.48% |
December 31, 2022 | 32.48% |
November 30, 2022 | 32.48% |
October 31, 2022 | 32.48% |
September 30, 2022 | 31.94% |
August 31, 2022 | 31.07% |
July 31, 2022 | 31.07% |
June 30, 2022 | 31.07% |
May 31, 2022 | 31.07% |
April 30, 2022 | 31.07% |
March 31, 2022 | 31.07% |
Date | Value |
---|---|
February 28, 2022 | 31.07% |
January 31, 2022 | 31.07% |
December 31, 2021 | 31.07% |
November 30, 2021 | 31.07% |
October 31, 2021 | 31.07% |
September 30, 2021 | 31.07% |
August 31, 2021 | 31.07% |
July 31, 2021 | 31.07% |
June 30, 2021 | 31.07% |
May 31, 2021 | 31.07% |
April 30, 2021 | 31.07% |
March 31, 2021 | 31.07% |
February 28, 2021 | 31.07% |
January 31, 2021 | 31.07% |
December 31, 2020 | 31.07% |
November 30, 2020 | 31.07% |
October 31, 2020 | 31.07% |
September 30, 2020 | 31.07% |
August 31, 2020 | 31.07% |
July 31, 2020 | 31.07% |
June 30, 2020 | 31.07% |
May 31, 2020 | 31.07% |
April 30, 2020 | 31.07% |
March 31, 2020 | 31.07% |
February 29, 2020 | 22.80% |
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
22.80%
Minimum
Apr 2019
32.48%
Maximum
Oct 2022
29.99%
Average
31.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
WisdomTree Japan Hedged Equity ETF | 39.12% |
iShares MSCI Japan ETF | 33.13% |
Franklin FTSE Japan Hedged ETF | 31.42% |
JPMorgan BetaBuilders Japan ETF | 32.67% |
Vanguard FTSE Developed Markets ETF | 35.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.517 |
Beta (5Y) | 0.7465 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3405 |
Beta (vs YCharts Benchmark) (5Y) | 0.9438 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.09% |
Historical Sharpe Ratio (5Y) | 0.3207 |
Historical Sortino (5Y) | 0.4134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.47% |