Franklin Small Cap Growth C (FCSGX)
11.35
+0.27 (+2.44%)
USD |
May 25 2022
FCSGX Max Drawdown (5Y): 40.12% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.12% |
| March 31, 2022 | 40.12% |
| February 28, 2022 | 40.12% |
| January 31, 2022 | 40.12% |
| December 31, 2021 | 40.12% |
| November 30, 2021 | 40.12% |
| October 31, 2021 | 40.12% |
| September 30, 2021 | 40.12% |
| August 31, 2021 | 40.12% |
| July 31, 2021 | 40.12% |
| June 30, 2021 | 40.12% |
| May 31, 2021 | 40.12% |
| April 30, 2021 | 40.12% |
| March 31, 2021 | 40.12% |
| February 28, 2021 | 40.12% |
| January 31, 2021 | 40.12% |
| December 31, 2020 | 40.12% |
| November 30, 2020 | 40.12% |
| October 31, 2020 | 40.12% |
| September 30, 2020 | 40.12% |
| August 31, 2020 | 40.12% |
| July 31, 2020 | 40.12% |
| June 30, 2020 | 40.12% |
| May 31, 2020 | 40.12% |
| April 30, 2020 | 40.12% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.12% |
| February 29, 2020 | 35.31% |
| January 31, 2020 | 35.31% |
| December 31, 2019 | 35.31% |
| November 30, 2019 | 35.31% |
| October 31, 2019 | 35.31% |
| September 30, 2019 | 35.31% |
| August 31, 2019 | 35.31% |
| July 31, 2019 | 35.31% |
| June 30, 2019 | 35.31% |
| May 31, 2019 | 35.31% |
| April 30, 2019 | 35.31% |
| March 31, 2019 | 35.31% |
| February 28, 2019 | 35.31% |
| January 31, 2019 | 35.31% |
| December 31, 2018 | 35.31% |
| November 30, 2018 | 35.31% |
| October 31, 2018 | 35.31% |
| September 30, 2018 | 35.31% |
| August 31, 2018 | 35.31% |
| July 31, 2018 | 35.31% |
| June 30, 2018 | 35.31% |
| May 31, 2018 | 35.31% |
| April 30, 2018 | 35.31% |
| March 31, 2018 | 35.31% |
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
35.31%
Minimum
May 2017
40.12%
Maximum
Mar 2020
37.40%
Average
35.31%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Delaware Ivy Small Cap Growth C | 38.74% |
| Putnam Small Cap Growth C | 37.45% |
| Invesco Discovery C | 36.22% |
| Fidelity Advisor® Small Cap Growth C | 37.58% |
| Nationwide Geneva Small Cap Gr C | 35.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.943 |
| Beta (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.33% |
| Historical Sharpe Ratio (5Y) | 0.4432 |
| Historical Sortino (5Y) | 0.5198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |