Franklin FTSE South Korea ETF (FLKR)
18.71
+0.17
(+0.92%)
USD |
NYSEARCA |
Nov 15, 16:00
18.71
0.00 (0.00%)
After-Hours: 20:00
FLKR Max Drawdown (5Y): 50.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.06% |
| September 30, 2024 | 50.06% |
| August 31, 2024 | 50.06% |
| July 31, 2024 | 50.06% |
| June 30, 2024 | 50.06% |
| May 31, 2024 | 50.06% |
| April 30, 2024 | 50.06% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
34.70%
Minimum
Nov 2019
50.06%
Maximum
Sep 2022
48.22%
Average
48.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Malaysia ETF | 43.80% |
| iShares MSCI Indonesia ETF | 59.41% |
| iShares MSCI Philippines ETF | 52.41% |
| iShares MSCI South Korea ETF | 49.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.268 |
| Beta (5Y) | 1.308 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.409 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.72% |
| Historical Sharpe Ratio (5Y) | 0.0078 |
| Historical Sortino (5Y) | 0.0124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.39% |