Franklin Biotechnology Discovery C (FBTDX)
92.82
+1.27 (+1.39%)
USD |
Jun 24 2022
FBTDX Max Drawdown (5Y): 46.86% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 46.86% |
| April 30, 2022 | 39.50% |
| March 31, 2022 | 39.05% |
| February 28, 2022 | 39.05% |
| January 31, 2022 | 38.73% |
| December 31, 2021 | 38.73% |
| November 30, 2021 | 38.73% |
| October 31, 2021 | 38.73% |
| September 30, 2021 | 38.73% |
| August 31, 2021 | 38.73% |
| July 31, 2021 | 38.73% |
| June 30, 2021 | 38.73% |
| May 31, 2021 | 38.73% |
| April 30, 2021 | 38.73% |
| March 31, 2021 | 41.20% |
| February 28, 2021 | 41.20% |
| January 31, 2021 | 41.20% |
| December 31, 2020 | 42.41% |
| November 30, 2020 | 42.56% |
| October 31, 2020 | 42.56% |
| September 30, 2020 | 42.56% |
| August 31, 2020 | 42.56% |
| July 31, 2020 | 42.56% |
| June 30, 2020 | 42.56% |
| May 31, 2020 | 42.56% |
| Date | Value |
|---|---|
| April 30, 2020 | 42.56% |
| March 31, 2020 | 42.56% |
| February 29, 2020 | 42.56% |
| January 31, 2020 | 42.56% |
| December 31, 2019 | 42.56% |
| November 30, 2019 | 42.56% |
| October 31, 2019 | 42.56% |
| September 30, 2019 | 42.56% |
| August 31, 2019 | 42.56% |
| July 31, 2019 | 42.56% |
| June 30, 2019 | 42.56% |
| May 31, 2019 | 42.56% |
| April 30, 2019 | 42.56% |
| March 31, 2019 | 42.56% |
| February 28, 2019 | 42.56% |
| January 31, 2019 | 42.56% |
| December 31, 2018 | 42.56% |
| November 30, 2018 | 42.56% |
| October 31, 2018 | 42.56% |
| September 30, 2018 | 42.56% |
| August 31, 2018 | 42.56% |
| July 31, 2018 | 42.56% |
| June 30, 2018 | 42.56% |
| May 31, 2018 | 42.56% |
| April 30, 2018 | 42.56% |
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
38.73%
Minimum
Apr 2021
46.86%
Maximum
May 2022
41.75%
Average
42.56%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Delaware Healthcare C | 25.63% |
| PGIM Jennison Health Sciences C | 31.68% |
| Rydex Biotechnology C | 33.34% |
| Invesco Health Care C | 29.39% |
| Eventide Healthcare & Life Sciences C | 55.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.863 |
| Beta (5Y) | 0.9433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.86% |
| Historical Sharpe Ratio (5Y) | 0.0755 |
| Historical Sortino (5Y) | 0.1239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.00% |