Franklin Total Return Fund R6 (FRERX)

8.35 -0.03 (-0.36%) USD  |  Dec 13 2024
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FRERX Max Drawdown (5Y): 19.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Lord Abbett Total Return Fund R6 18.07%
Eaton Vance Total Return Bond Fund R6 16.99%
PGIM Total Return Bond Fund R 20.76%
Voya Intermediate Bond Fund R 19.69%
Putnam Income Fund R6 20.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2733
Beta (5Y) 1.039
Alpha (vs YCharts Benchmark) (5Y) 0.2733
Beta (vs YCharts Benchmark) (5Y) 1.039
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.68%
Historical Sharpe Ratio (5Y) -0.292
Historical Sortino (5Y) -0.3853
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.33%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FRERX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FRERX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.