Franklin FTSE Saudi Arabia ETF (FLSA)
37.90
+0.08
(+0.20%)
USD |
NYSEARCA |
Mar 28, 16:00
37.85
-0.05
(-0.12%)
After-Hours: 20:00
FLSA Max Drawdown (5Y): 38.35% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 38.35% |
January 31, 2024 | 38.35% |
December 31, 2023 | 38.35% |
November 30, 2023 | 38.35% |
October 31, 2023 | 38.35% |
September 30, 2023 | 38.35% |
August 31, 2023 | 38.35% |
July 31, 2023 | 38.35% |
June 30, 2023 | 38.35% |
May 31, 2023 | 38.35% |
April 30, 2023 | 38.35% |
March 31, 2023 | 38.35% |
February 28, 2023 | 38.35% |
January 31, 2023 | 38.35% |
December 31, 2022 | 38.35% |
November 30, 2022 | 38.35% |
October 31, 2022 | 38.35% |
September 30, 2022 | 38.35% |
August 31, 2022 | 38.35% |
July 31, 2022 | 38.35% |
June 30, 2022 | 38.35% |
May 31, 2022 | 38.35% |
April 30, 2022 | 38.35% |
March 31, 2022 | 38.35% |
February 28, 2022 | 38.35% |
Date | Value |
---|---|
January 31, 2022 | 38.35% |
December 31, 2021 | 38.35% |
November 30, 2021 | 38.35% |
October 31, 2021 | 38.35% |
September 30, 2021 | 38.35% |
August 31, 2021 | 38.35% |
July 31, 2021 | 38.35% |
June 30, 2021 | 38.35% |
May 31, 2021 | 38.35% |
April 30, 2021 | 38.35% |
March 31, 2021 | 38.35% |
February 28, 2021 | 38.35% |
January 31, 2021 | 38.35% |
December 31, 2020 | 38.35% |
November 30, 2020 | 38.35% |
October 31, 2020 | 38.35% |
September 30, 2020 | 38.35% |
August 31, 2020 | 38.35% |
July 31, 2020 | 38.35% |
June 30, 2020 | 38.35% |
May 31, 2020 | 38.35% |
April 30, 2020 | 38.35% |
March 31, 2020 | 38.35% |
February 29, 2020 | 22.78% |
January 31, 2020 | 19.95% |
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
4.05%
Minimum
Mar 2019
38.35%
Maximum
Mar 2020
33.58%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
VanEck Indonesia ETF | 59.16% |
Global X DAX Germany ETF | 45.59% |
iShares Currency Hedged MSCI Germany ETF | 39.37% |
iShares MSCI Saudi Arabia ETF | 40.56% |
Franklin FTSE Mexico ETF | 50.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.697 |
Beta (5Y) | 0.6005 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1987 |
Beta (vs YCharts Benchmark) (5Y) | 0.6237 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.89% |
Historical Sharpe Ratio (5Y) | 0.4933 |
Historical Sortino (5Y) | 0.687 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.84% |