Franklin Income Equity Focus ETF (INCE)
54.02
-0.30
(-0.56%)
USD |
NYSEARCA |
Jun 27, 16:00
54.02
0.00 (0.00%)
After-Hours: 20:00
INCE Max Drawdown (5Y): 33.95% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 33.95% |
April 30, 2024 | 33.95% |
March 31, 2024 | 33.95% |
February 29, 2024 | 33.95% |
January 31, 2024 | 33.95% |
December 31, 2023 | 33.95% |
November 30, 2023 | 33.95% |
October 31, 2023 | 33.95% |
September 30, 2023 | 33.95% |
August 31, 2023 | 33.95% |
July 31, 2023 | 33.95% |
June 30, 2023 | 33.95% |
May 31, 2023 | 33.95% |
April 30, 2023 | 33.95% |
March 31, 2023 | 33.95% |
February 28, 2023 | 33.95% |
January 31, 2023 | 33.95% |
December 31, 2022 | 33.95% |
November 30, 2022 | 33.95% |
October 31, 2022 | 33.95% |
September 30, 2022 | 33.95% |
August 31, 2022 | 33.95% |
July 31, 2022 | 33.95% |
June 30, 2022 | 33.95% |
May 31, 2022 | 33.95% |
Date | Value |
---|---|
April 30, 2022 | 33.95% |
March 31, 2022 | 33.95% |
February 28, 2022 | 33.95% |
January 31, 2022 | 33.95% |
December 31, 2021 | 33.95% |
November 30, 2021 | 33.95% |
October 31, 2021 | 33.95% |
September 30, 2021 | 33.95% |
August 31, 2021 | 33.95% |
July 31, 2021 | 33.95% |
June 30, 2021 | 33.95% |
May 31, 2021 | 33.95% |
April 30, 2021 | 33.95% |
March 31, 2021 | 33.95% |
February 28, 2021 | 33.95% |
January 31, 2021 | 33.95% |
December 31, 2020 | 33.95% |
November 30, 2020 | 33.95% |
October 31, 2020 | 33.95% |
September 30, 2020 | 33.95% |
August 31, 2020 | 33.95% |
July 31, 2020 | 33.95% |
June 30, 2020 | 33.95% |
May 31, 2020 | 33.95% |
April 30, 2020 | 33.95% |
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
14.98%
Minimum
Jun 2019
33.95%
Maximum
Mar 2020
31.10%
Average
33.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.516 |
Beta (5Y) | 0.8661 |
Alpha (vs YCharts Benchmark) (5Y) | -2.516 |
Beta (vs YCharts Benchmark) (5Y) | 0.8661 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.01% |
Historical Sharpe Ratio (5Y) | 0.5499 |
Historical Sortino (5Y) | 0.5904 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |