Franklin US Equity Index ETF (USPX)
44.26
+0.51
(+1.17%)
USD |
NYSEARCA |
Apr 23, 16:00
44.26
0.00 (0.00%)
After-Hours: 20:00
USPX Max Drawdown (5Y): 31.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 31.21% |
February 29, 2024 | 31.21% |
January 31, 2024 | 31.21% |
December 31, 2023 | 31.21% |
November 30, 2023 | 31.21% |
October 31, 2023 | 31.21% |
September 30, 2023 | 31.21% |
August 31, 2023 | 31.21% |
July 31, 2023 | 31.21% |
June 30, 2023 | 31.21% |
May 31, 2023 | 31.21% |
April 30, 2023 | 31.21% |
March 31, 2023 | 31.21% |
February 28, 2023 | 31.21% |
January 31, 2023 | 31.21% |
December 31, 2022 | 31.21% |
November 30, 2022 | 31.21% |
October 31, 2022 | 31.21% |
September 30, 2022 | 31.21% |
August 31, 2022 | 31.21% |
July 31, 2022 | 31.21% |
June 30, 2022 | 31.21% |
May 31, 2022 | 31.21% |
April 30, 2022 | 31.21% |
March 31, 2022 | 31.21% |
Date | Value |
---|---|
February 28, 2022 | 31.21% |
January 31, 2022 | 31.21% |
December 31, 2021 | 31.21% |
November 30, 2021 | 31.21% |
October 31, 2021 | 31.21% |
September 30, 2021 | 31.21% |
August 31, 2021 | 31.21% |
July 31, 2021 | 31.21% |
June 30, 2021 | 31.21% |
May 31, 2021 | 31.21% |
April 30, 2021 | 31.21% |
March 31, 2021 | 31.21% |
February 28, 2021 | 31.21% |
January 31, 2021 | 31.21% |
December 31, 2020 | 31.21% |
November 30, 2020 | 31.21% |
October 31, 2020 | 31.21% |
September 30, 2020 | 31.21% |
August 31, 2020 | 31.21% |
July 31, 2020 | 31.21% |
June 30, 2020 | 31.21% |
May 31, 2020 | 31.21% |
April 30, 2020 | 31.21% |
March 31, 2020 | 31.21% |
February 29, 2020 | 16.43% |
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
16.43%
Minimum
Apr 2019
31.21%
Maximum
Mar 2020
28.50%
Average
31.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan BetaBuilders US Equity ETF | 35.35% |
SPDR® S&P 500 ETF Trust | 33.70% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Russell 1000 ETF | 34.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.506 |
Beta (5Y) | 0.8755 |
Alpha (vs YCharts Benchmark) (5Y) | -2.506 |
Beta (vs YCharts Benchmark) (5Y) | 0.8755 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.19% |
Historical Sharpe Ratio (5Y) | 0.5191 |
Historical Sortino (5Y) | 0.5547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.11% |