Franklin FTSE Mexico ETF (FLMX)
24.73
-0.23
(-0.92%)
USD |
NYSEARCA |
Nov 15, 16:00
24.76
+0.03
(+0.12%)
After-Hours: 20:00
FLMX Max Drawdown (5Y): 50.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.10% |
| September 30, 2024 | 50.10% |
| August 31, 2024 | 50.10% |
| July 31, 2024 | 50.10% |
| June 30, 2024 | 50.10% |
| May 31, 2024 | 50.10% |
| April 30, 2024 | 50.10% |
| March 31, 2024 | 50.10% |
| February 29, 2024 | 50.10% |
| January 31, 2024 | 50.10% |
| December 31, 2023 | 50.10% |
| November 30, 2023 | 50.10% |
| October 31, 2023 | 50.10% |
| September 30, 2023 | 50.10% |
| August 31, 2023 | 50.10% |
| July 31, 2023 | 50.10% |
| June 30, 2023 | 50.10% |
| May 31, 2023 | 50.10% |
| April 30, 2023 | 50.10% |
| March 31, 2023 | 50.10% |
| February 28, 2023 | 50.10% |
| January 31, 2023 | 50.10% |
| December 31, 2022 | 50.10% |
| November 30, 2022 | 50.10% |
| October 31, 2022 | 50.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.10% |
| August 31, 2022 | 50.10% |
| July 31, 2022 | 50.10% |
| June 30, 2022 | 50.10% |
| May 31, 2022 | 50.10% |
| April 30, 2022 | 50.10% |
| March 31, 2022 | 50.10% |
| February 28, 2022 | 50.10% |
| January 31, 2022 | 50.10% |
| December 31, 2021 | 50.10% |
| November 30, 2021 | 50.10% |
| October 31, 2021 | 50.10% |
| September 30, 2021 | 50.10% |
| August 31, 2021 | 50.10% |
| July 31, 2021 | 50.10% |
| June 30, 2021 | 50.10% |
| May 31, 2021 | 50.10% |
| April 30, 2021 | 50.10% |
| March 31, 2021 | 50.10% |
| February 28, 2021 | 50.10% |
| January 31, 2021 | 50.10% |
| December 31, 2020 | 50.10% |
| November 30, 2020 | 50.10% |
| October 31, 2020 | 50.10% |
| September 30, 2020 | 50.10% |
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
27.40%
Minimum
Nov 2019
50.10%
Maximum
Mar 2020
48.58%
Average
50.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Mexico ETF | 53.62% |
| Franklin FTSE Germany ETF | 46.25% |
| Franklin FTSE Australia ETF | 45.73% |
| Franklin FTSE Switzerland ETF | 28.16% |
| Franklin FTSE Saudi Arabia ETF | 38.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8403 |
| Beta (5Y) | 1.220 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.007 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.12% |
| Historical Sharpe Ratio (5Y) | 0.1184 |
| Historical Sortino (5Y) | 0.1368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |