Franklin Small-Mid Cap Growth Fund C (FRSIX)

18.42 -0.16 (-0.86%) USD  |  Dec 13 2024
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FRSIX Max Drawdown (5Y): 44.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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Carillon Eagle Mid Cap Growth Fund C 37.10%
MFS Mid Cap Growth Fund C 37.24%
JPMorgan Mid Cap Growth Fund C 37.39%
Touchstone Mid Cap Growth Fund C 38.82%
Virtus KAR Mid-Cap Growth Fund C 47.13%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.326
Beta (5Y) 1.106
Alpha (vs YCharts Benchmark) (5Y) 2.459
Beta (vs YCharts Benchmark) (5Y) 0.8006
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.43%
Historical Sharpe Ratio (5Y) 0.3323
Historical Sortino (5Y) 0.4465
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.16%

Max Drawdown (5Y) Excel Add-In Codes

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