Franklin FTSE South Korea ETF (FLKR)
21.94
+0.06
(+0.29%)
USD |
NYSEARCA |
Apr 24, 16:00
21.97
+0.03
(+0.12%)
After-Hours: 20:00
FLKR Max Drawdown (5Y): 50.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.06% |
February 29, 2024 | 50.06% |
January 31, 2024 | 50.06% |
December 31, 2023 | 50.06% |
November 30, 2023 | 50.06% |
October 31, 2023 | 50.06% |
September 30, 2023 | 50.06% |
August 31, 2023 | 50.06% |
July 31, 2023 | 50.06% |
June 30, 2023 | 50.06% |
May 31, 2023 | 50.06% |
April 30, 2023 | 50.06% |
March 31, 2023 | 50.06% |
February 28, 2023 | 50.06% |
January 31, 2023 | 50.06% |
December 31, 2022 | 50.06% |
November 30, 2022 | 50.06% |
October 31, 2022 | 50.06% |
September 30, 2022 | 50.06% |
August 31, 2022 | 48.44% |
July 31, 2022 | 48.44% |
June 30, 2022 | 48.44% |
May 31, 2022 | 48.44% |
April 30, 2022 | 48.44% |
March 31, 2022 | 48.44% |
Date | Value |
---|---|
February 28, 2022 | 48.44% |
January 31, 2022 | 48.44% |
December 31, 2021 | 48.44% |
November 30, 2021 | 48.44% |
October 31, 2021 | 48.44% |
September 30, 2021 | 48.44% |
August 31, 2021 | 48.44% |
July 31, 2021 | 48.44% |
June 30, 2021 | 48.44% |
May 31, 2021 | 48.44% |
April 30, 2021 | 48.44% |
March 31, 2021 | 48.44% |
February 28, 2021 | 48.44% |
January 31, 2021 | 48.44% |
December 31, 2020 | 48.44% |
November 30, 2020 | 48.44% |
October 31, 2020 | 48.44% |
September 30, 2020 | 48.44% |
August 31, 2020 | 48.44% |
July 31, 2020 | 48.44% |
June 30, 2020 | 48.44% |
May 31, 2020 | 48.44% |
April 30, 2020 | 48.44% |
March 31, 2020 | 48.44% |
February 29, 2020 | 34.70% |
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
27.92%
Minimum
Apr 2019
50.06%
Maximum
Sep 2022
46.08%
Average
48.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin FTSE Canada ETF | 41.51% |
Mexico Fund Inc | 58.72% |
iShares MSCI Thailand ETF | 49.29% |
iShares MSCI Indonesia ETF | 59.41% |
iShares Currency Hedged MSCI Germany ETF | 39.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.974 |
Beta (5Y) | 1.339 |
Alpha (vs YCharts Benchmark) (5Y) | -12.20 |
Beta (vs YCharts Benchmark) (5Y) | 1.114 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.19% |
Historical Sharpe Ratio (5Y) | 0.0894 |
Historical Sortino (5Y) | 0.1423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.48% |