Franklin Mutual Quest R6 (FMQRX)
14.64
+0.18 (+1.24%)
USD |
May 27 2022
FMQRX Max Drawdown (5Y): 30.56% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 30.56% |
March 31, 2022 | 30.56% |
February 28, 2022 | 30.56% |
January 31, 2022 | 30.56% |
December 31, 2021 | 30.56% |
November 30, 2021 | 30.56% |
October 31, 2021 | 30.56% |
September 30, 2021 | 30.56% |
August 31, 2021 | 30.56% |
July 31, 2021 | 30.56% |
June 30, 2021 | 30.56% |
May 31, 2021 | 30.56% |
April 30, 2021 | 30.56% |
March 31, 2021 | 30.56% |
February 28, 2021 | 30.56% |
January 31, 2021 | 30.56% |
December 31, 2020 | 30.56% |
November 30, 2020 | 30.56% |
October 31, 2020 | 30.56% |
September 30, 2020 | 30.56% |
August 31, 2020 | 30.56% |
July 31, 2020 | 30.56% |
June 30, 2020 | 30.56% |
May 31, 2020 | 30.56% |
April 30, 2020 | 30.56% |
Date | Value |
---|---|
March 31, 2020 | 30.56% |
February 29, 2020 | 17.45% |
January 31, 2020 | 17.45% |
December 31, 2019 | 17.45% |
November 30, 2019 | 17.45% |
October 31, 2019 | 17.45% |
September 30, 2019 | 17.45% |
August 31, 2019 | 17.45% |
July 31, 2019 | 17.45% |
June 30, 2019 | 17.45% |
May 31, 2019 | 17.45% |
April 30, 2019 | 17.45% |
March 31, 2019 | 17.45% |
February 28, 2019 | 17.45% |
January 31, 2019 | 17.45% |
December 31, 2018 | 17.45% |
November 30, 2018 | 17.45% |
October 31, 2018 | 17.45% |
September 30, 2018 | 17.45% |
August 31, 2018 | 17.45% |
July 31, 2018 | 17.45% |
June 30, 2018 | 17.45% |
May 31, 2018 | 17.45% |
April 30, 2018 | 17.45% |
March 31, 2018 | 17.45% |
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
17.45%
Minimum
May 2017
30.56%
Maximum
Mar 2020
23.13%
Average
17.45%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.052 |
Beta (5Y) | 0.6429 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.99% |
Historical Sharpe Ratio (5Y) | 0.2839 |
Historical Sortino (5Y) | 0.2497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.67% |