Franklin Equity Income R6 (FEIQX)
28.36
+0.24 (+0.85%)
USD |
Feb 24
FEIQX Max Drawdown (5Y): 35.32% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 35.32% |
| December 31, 2020 | 35.32% |
| November 30, 2020 | 35.32% |
| October 31, 2020 | 35.32% |
| September 30, 2020 | 35.32% |
| August 31, 2020 | 35.32% |
| July 31, 2020 | 35.32% |
| June 30, 2020 | 35.32% |
| May 31, 2020 | 35.32% |
| April 30, 2020 | 35.32% |
| March 31, 2020 | 35.32% |
| February 29, 2020 | 15.73% |
| January 31, 2020 | 15.73% |
| December 31, 2019 | 15.73% |
| November 30, 2019 | 15.73% |
| October 31, 2019 | 15.73% |
| September 30, 2019 | 15.73% |
| August 31, 2019 | 15.73% |
| July 31, 2019 | 15.73% |
| June 30, 2019 | 15.73% |
| May 31, 2019 | 15.73% |
| April 30, 2019 | 15.73% |
| March 31, 2019 | 15.73% |
| February 28, 2019 | 15.73% |
| January 31, 2019 | 15.73% |
| Date | Value |
|---|---|
| December 31, 2018 | 15.73% |
| November 30, 2018 | 12.25% |
| October 31, 2018 | 12.25% |
| September 30, 2018 | 12.25% |
| August 31, 2018 | 12.25% |
| July 31, 2018 | 12.25% |
| June 30, 2018 | 12.25% |
| May 31, 2018 | 12.25% |
| April 30, 2018 | 12.25% |
| March 31, 2018 | 12.25% |
| February 28, 2018 | 12.25% |
| January 31, 2018 | 12.25% |
| December 31, 2017 | 12.25% |
| November 30, 2017 | 12.25% |
| October 31, 2017 | 12.25% |
| September 30, 2017 | 12.25% |
| August 31, 2017 | 12.25% |
| July 31, 2017 | 12.25% |
| June 30, 2017 | 12.25% |
| May 31, 2017 | 12.25% |
| April 30, 2017 | 12.25% |
| March 31, 2017 | 15.05% |
| February 28, 2017 | 15.05% |
| January 31, 2017 | 15.05% |
| December 31, 2016 | 15.05% |
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
12.25%
Minimum
Apr 2017
35.32%
Maximum
Mar 2020
19.41%
Average
15.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Dividend and Growth R5 | 34.99% |
| Columbia Dividend Income R | 32.80% |
| JPMorgan Equity Income R3 | 36.94% |
| Invesco Dividend Income R6 | 31.87% |
| BlackRock Equity Dividend R | 35.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.385 |
| Beta (5Y) | 0.9031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.88% |
| Historical Sharpe Ratio (5Y) | 0.7106 |
| Historical Sortino (5Y) | 0.6117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.23% |