Franklin Mutual Global Discovery Fund R (TEDRX)

30.81 -0.11 (-0.36%) USD  |  Dec 13 2024
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TEDRX Max Drawdown (5Y): 40.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Oakmark Global Select Fund R6 41.92%
Oakmark Global Fund R6 44.98%
Franklin Mutual Beacon Fund R6 37.07%
John Hancock Global Shareholder Yield Fund R6 36.43%
AQR Global Equity Fund R6 35.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.403
Beta (5Y) 0.9722
Alpha (vs YCharts Benchmark) (5Y) -4.455
Beta (vs YCharts Benchmark) (5Y) 0.9261
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.68%
Historical Sharpe Ratio (5Y) 0.27
Historical Sortino (5Y) 0.2733
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.41%

Max Drawdown (5Y) Excel Add-In Codes

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