Franklin International Equity ETF (FLUR.NO)
28.21
+0.12
(+0.43%)
CAD |
NEO |
Nov 14, 15:24
FLUR.NO Max Drawdown (5Y): 30.20% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 30.20% |
| August 31, 2024 | 30.20% |
| July 31, 2024 | 30.20% |
| June 30, 2024 | 30.20% |
| May 31, 2024 | 30.20% |
| April 30, 2024 | 30.20% |
| March 31, 2024 | 30.20% |
| February 29, 2024 | 30.20% |
| January 31, 2024 | 30.20% |
| December 31, 2023 | 30.20% |
| November 30, 2023 | 30.20% |
| October 31, 2023 | 30.20% |
| September 30, 2023 | 30.20% |
| August 31, 2023 | 30.20% |
| July 31, 2023 | 30.20% |
| June 30, 2023 | 30.20% |
| May 31, 2023 | 30.20% |
| April 30, 2023 | 30.20% |
| March 31, 2023 | 30.20% |
| February 28, 2023 | 30.20% |
| January 31, 2023 | 30.20% |
| December 31, 2022 | 30.20% |
| November 30, 2022 | 30.20% |
| October 31, 2022 | 30.20% |
| September 30, 2022 | 30.20% |
| Date | Value |
|---|---|
| August 31, 2022 | 30.20% |
| July 31, 2022 | 30.20% |
| June 30, 2022 | 30.20% |
| May 31, 2022 | 30.20% |
| April 30, 2022 | 30.20% |
| March 31, 2022 | 30.20% |
| February 28, 2022 | 30.20% |
| January 31, 2022 | 30.20% |
| December 31, 2021 | 30.20% |
| November 30, 2021 | 30.20% |
| October 31, 2021 | 30.20% |
| September 30, 2021 | 30.20% |
| August 31, 2021 | 30.20% |
| July 31, 2021 | 30.20% |
| June 30, 2021 | 30.20% |
| May 31, 2021 | 30.20% |
| April 30, 2021 | 30.20% |
| March 31, 2021 | 30.20% |
| February 28, 2021 | 30.20% |
| January 31, 2021 | 30.20% |
| December 31, 2020 | 30.20% |
| November 30, 2020 | 30.20% |
| October 31, 2020 | 30.20% |
| September 30, 2020 | 30.20% |
| August 31, 2020 | 30.20% |
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
5.82%
Minimum
Nov 2019
30.20%
Maximum
Mar 2020
28.61%
Average
30.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3932 |
| Beta (5Y) | 0.8318 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.894 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.40% |
| Historical Sharpe Ratio (5Y) | 0.3999 |
| Historical Sortino (5Y) | 0.461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.41% |